Traders in Financial Futures - Futures Only Positions as of September 24, 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   123,017
Positions
     3,123     36,115        724     38,439     20,156      3,825     29,221     32,266      2,187     13,973      2,071         18     31,507     25,655
 
Changes from:       September 17, 2019                               Total Change is:   -64,778
    -9,189    -40,706    -19,670     -3,250      2,359         84    -20,580      5,024     -8,607       -180     -1,945         -2     -3,384     -1,315
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       29.4        0.6       31.2       16.4        3.1       23.8       26.2        1.8       11.4        1.7        0.0       25.6       20.9
 
Number of Traders in Each Category                                    Total Traders:        99 
         6          6          4         14         15          8         21         23         10         12          .          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 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    56,934
Positions
    24,837      1,277          0      1,357     21,535      1,011     19,829     11,699        122        968      1,560          0      8,810     19,730
 
Changes from:       September 17, 2019                               Total Change is:     4,447
     5,811       -127          0          8      2,716       -157       -669      2,820       -222          0         50          0       -324       -633
 
Percent of Open Interest Represented by Each Category of Trader
      43.6        2.2        0.0        2.4       37.8        1.8       34.8       20.5        0.2        1.7        2.7        0.0       15.5       34.7
 
Number of Traders in Each Category                                    Total Traders:        53 
         8          .          0          .         14          .         12         12          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   236,081
Positions
   132,066      7,901        724     42,472    107,295      5,982     27,143     59,002      6,009          0      9,671          0     21,685     39,497
 
Changes from:       September 17, 2019                               Total Change is:     5,472
       984      4,903        222       -288     -7,169        367      4,460      6,580        672          0         30          0       -945       -133
 
Percent of Open Interest Represented by Each Category of Trader
      55.9        3.3        0.3       18.0       45.4        2.5       11.5       25.0        2.5        0.0        4.1        0.0        9.2       16.7
 
Number of Traders in Each Category                                    Total Traders:       119 
         9          5          .          9         35          8         20         36         13          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   142,026
Positions
    14,841     38,547      1,970     31,259     47,731      9,487     45,128     13,946      6,399      3,183        808          0     29,759     23,138
 
Changes from:       September 17, 2019                               Total Change is:    11,086
     6,253     -1,162        816        543        450        -88       -828      5,732      4,289       -838          0          0        939      1,049
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       27.1        1.4       22.0       33.6        6.7       31.8        9.8        4.5        2.2        0.6        0.0       21.0       16.3
 
Number of Traders in Each Category                                    Total Traders:       106 
         8          5          .         18         21         13         28         20         10          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   502,612
Positions
    38,660     96,892      2,081    290,799    169,341     32,297     29,730    121,019      6,586     22,554     16,253        264     79,641     57,879
 
Changes from:       September 17, 2019                               Total Change is:      -660
    -3,303      4,011     -1,958      1,649      1,890      3,240       -787    -16,159      2,251     -4,679      1,847        -36      2,963      4,254
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       19.3        0.4       57.9       33.7        6.4        5.9       24.1        1.3        4.5        3.2        0.1       15.8       11.5
 
Number of Traders in Each Category                                    Total Traders:       278 
        20          9         11         84         46         45         30         46         20         26         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    25,647
Positions
         0      8,709          0      9,340      5,053      2,834        939      2,559          0          0        410          2     12,532      6,080
 
Changes from:       September 17, 2019                               Total Change is:       585
      -426        -17          0         92       -192        111          0        693          0          0       -177          0        808        167
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.0        0.0       36.4       19.7       11.1        3.7       10.0        0.0        0.0        1.6        0.0       48.9       23.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0         12          4          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   160,872
Positions
    74,262      2,900        184     13,532     59,345      3,389     40,246     55,440      1,808        994      2,735          0     26,457     35,071
 
Changes from:       September 17, 2019                               Total Change is:    22,820
    10,379       -157         99        222     15,233        216      9,967      6,718        191        994       -435          0        752        955
 
Percent of Open Interest Represented by Each Category of Trader
      46.2        1.8        0.1        8.4       36.9        2.1       25.0       34.5        1.1        0.6        1.7        0.0       16.4       21.8
 
Number of Traders in Each Category                                    Total Traders:        90 
         7          .          .         12         19         12         17         28          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    67,298
Positions
         0     44,670          0     59,442          0          0      5,529     18,024          0        440      3,209          0      1,887      1,395
 
Changes from:       September 17, 2019                               Total Change is:     2,558
         0         31          0      1,905          0          0        480      2,366          0          0       -145          0        173        306
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       66.4        0.0       88.3        0.0        0.0        8.2       26.8        0.0        0.7        4.8        0.0        2.8        2.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         0          5          0         11          0          0         12          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   199,268
Positions
         0    114,498        800    106,693      7,662        206     79,250     54,203      1,133      5,314     17,802          4      5,868      2,960
 
Changes from:       September 17, 2019                               Total Change is:    11,330
      -145      8,488          0      9,406      1,132       -279      3,126      2,023       -611       -145        763          0        -22       -186
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       57.5        0.4       53.5        3.8        0.1       39.8       27.2        0.6        2.7        8.9        0.0        2.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       152 
         0         13          .         23         11          4         50         31          6         10         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    46,933
Positions
    23,986        778          0      2,730     33,744          0     16,385      9,300         95        794      1,130          0      2,943      1,886
 
Changes from:       September 17, 2019                               Total Change is:       -29
      -100        162          0         22       -474          0       -240        387        -23       -100        178          0        412       -259
 
Percent of Open Interest Represented by Each Category of Trader
      51.1        1.7        0.0        5.8       71.9        0.0       34.9       19.8        0.2        1.7        2.4        0.0        6.3        4.0
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          .          0          .          7          0          8         16          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    75,074
Positions
    47,327          3          1      2,829     34,568        484     19,142     31,110        483      1,726      2,706          6      3,076      5,713
 
Changes from:       September 17, 2019                               Total Change is:     6,666
     2,188         -9          1        382      4,702         17      3,222      2,302       -127        501         24          0        482       -244
 
Percent of Open Interest Represented by Each Category of Trader
      63.0        0.0        0.0        3.8       46.0        0.6       25.5       41.4        0.6        2.3        3.6        0.0        4.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       113 
        10          .          .          5         30          4         21         34          4          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    16,744
Positions
     1,531      1,500          0     14,173      3,035          0        397      9,767          0          0        313          0        643      2,129
 
Changes from:       September 17, 2019                               Total Change is:     2,275
        25          0          0      2,364          9          0         39      2,207          0          0          0          0       -153         59
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        9.0        0.0       84.6       18.1        0.0        2.4       58.3        0.0        0.0        1.9        0.0        3.8       12.7
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          .          4          0          .         13          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    50,109
Positions
    10,750     32,271        483     17,322      3,708        320     12,208      3,083        732      1,302      1,386          0      6,995      8,129
 
Changes from:       September 17, 2019                               Total Change is:    -9,644
     2,295      3,369    -11,779      2,473        452       -326       -773       -495       -377        211        289         -7     -1,362       -771
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       64.4        1.0       34.6        7.4        0.6       24.4        6.2        1.5        2.6        2.8        0.0       14.0       16.2
 
Number of Traders in Each Category                                    Total Traders:        92 
        11         20          5         14          7          .         21         10          4          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   100,218
Positions
    21,499     64,542        965     34,644      7,415        639     24,416      6,166      1,463      2,603      2,771          0     13,989     16,257
 
Changes from:       September 17, 2019                               Total Change is:   -19,288
     4,589      6,738    -23,557      4,945        903       -651     -1,545       -990       -753        421        578        -14     -2,723     -1,542
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       64.4        1.0       34.6        7.4        0.6       24.4        6.2        1.5        2.6        2.8        0.0       14.0       16.2
 
Number of Traders in Each Category                                    Total Traders:        92 
        11         20          5         14          7          .         21         10          4          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    41,173
Positions
         0     34,817          0     37,919        840        159        535      4,076          0      1,000        448          0      1,560        833
 
Changes from:       September 17, 2019                               Total Change is:   -22,193
         0       -190    -20,576      1,145        840         10          0      1,597     -2,381          0       -840          0       -391       -653
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       84.6        0.0       92.1        2.0        0.4        1.3        9.9        0.0        2.4        1.1        0.0        3.8        2.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          7          0         14          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   512,020
Positions
    38,467    119,664      6,985    291,986    128,114     52,694     28,749     67,248      9,695     18,275     69,064      1,173     63,995     57,383
 
Changes from:       September 17, 2019                               Total Change is:  -120,809
   -12,413      6,254    -50,308     16,050     -3,987    -15,331     -7,483    -11,234    -26,073        711     -2,744       -395    -25,569    -16,992
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       23.4        1.4       57.0       25.0       10.3        5.6       13.1        1.9        3.6       13.5        0.2       12.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       544 
        28         36         21        166         89        104         58         94         52         30         43          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 2,478,195
Positions
   194,506    555,224     32,610  1,452,385    637,864    260,919    145,953    340,491     37,185     91,374    345,318      5,867    257,396    262,717
 
Changes from:       September 17, 2019                               Total Change is:  -489,355
   -87,110     15,306   -188,351     74,956    -25,232    -71,358    -34,878    -82,084    -83,033      3,557    -13,721     -1,974   -101,164    -38,908
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       22.4        1.3       58.6       25.7       10.5        5.9       13.7        1.5        3.7       13.9        0.2       10.4       10.6
 
Number of Traders in Each Category                                    Total Traders:       544 
        28         36         20        167         88        104         59         93         50         30         43          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    21,008
Positions
     5,154      9,630          0     13,066        228          0        421      2,504          9          0          0          0      2,358      8,637
 
Changes from:       September 17, 2019                               Total Change is:    -5,739
      -360     -4,616     -1,197        420          0          0          0      1,740     -1,339          0          0          0     -3,263       -327
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       45.8        0.0       62.2        1.1        0.0        2.0       11.9        0.0        0.0        0.0        0.0       11.2       41.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          5          0          6          .          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    11,999
Positions
     5,145      4,794          0      3,017      4,799        836        389        512         21          0          0          0      2,591      1,037
 
Changes from:       September 17, 2019                               Total Change is:   -11,057
    -4,266       -796     -6,568        129     -2,701         32          0       -419          0          0          0          0       -384       -605
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       40.0        0.0       25.1       40.0        7.0        3.2        4.3        0.2        0.0        0.0        0.0       21.6        8.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          6          0          .          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    63,803
Positions
     6,701      9,832        176     40,138     37,698      3,152      3,390      2,970        104          0      7,025          0     10,142      2,846
 
Changes from:       September 17, 2019                               Total Change is:    -2,755
    -2,523     -2,177       -386       -199      1,570        -87      1,361        245       -723          0       -204          0       -198       -993
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       15.4        0.3       62.9       59.1        4.9        5.3        4.7        0.2        0.0       11.0        0.0       15.9        4.5
 
Number of Traders in Each Category                                    Total Traders:        78 
         6          5          .         35         16          9          7          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    40,586
Positions
     6,501      8,520        379     16,380      8,889      1,037      8,942     11,488        665        679      2,253          4      5,999      7,351
 
Changes from:       September 17, 2019                               Total Change is:    -9,362
      -690     -1,463     -2,295     -1,279       -288     -2,036        403        479     -2,451        -93        -35        -14       -908     -1,260
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       21.0        0.9       40.4       21.9        2.6       22.0       28.3        1.6        1.7        5.6        0.0       14.8       18.1
 
Number of Traders in Each Category                                    Total Traders:       241 
        19         21          .         57         35         30         31         55         13          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   202,930
Positions
    32,505     42,600      1,895     81,901     44,446      5,183     44,709     57,441      3,327      3,394     11,264         21     29,995     36,753
 
Changes from:       September 17, 2019                               Total Change is:   -46,810
    -3,452     -7,315    -11,473     -6,395     -1,440    -10,181      2,016      2,397    -12,254       -463       -173        -70     -4,538     -6,301
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       21.0        0.9       40.4       21.9        2.6       22.0       28.3        1.6        1.7        5.6        0.0       14.8       18.1
 
Number of Traders in Each Category                                    Total Traders:       241 
        19         21          .         57         35         30         31         55         13          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   440,490
Positions
    60,345     62,844      8,910    235,627    209,618     36,524     63,598     75,770      2,989     11,609     26,193         17     20,871     17,625
 
Changes from:       September 17, 2019                               Total Change is:   -71,930
   -22,579    -15,227    -36,379      1,479     -1,507     -6,823      4,336      1,300     -9,328       -655       -932          0     -1,981     -3,034
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       14.3        2.0       53.5       47.6        8.3       14.4       17.2        0.7        2.6        5.9        0.0        4.7        4.0
 
Number of Traders in Each Category                                    Total Traders:       307 
        22         25          5         79         58         41         47         50         19         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    20,977
Positions
     1,774      3,808          0     11,136        985         21      1,603     12,195         70        848        657          0      5,525      3,241
 
Changes from:       September 17, 2019                               Total Change is:       884
       263       -200          0       -400          0         -5        821        792         25          0         -2          0        180        274
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       18.2        0.0       53.1        4.7        0.1        7.6       58.1        0.3        4.0        3.1        0.0       26.3       15.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         4          .          0         12          .          .          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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    46,943
Positions
     1,913     11,507        234     15,319     15,198        426     17,682     10,622        193        906      2,674          0     10,270      6,089
 
Changes from:       September 17, 2019                               Total Change is:     5,107
       817        752         -1        719        218          3      3,195      2,574        -13       -107          0          0        494      1,574
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       24.5        0.5       32.6       32.4        0.9       37.7       22.6        0.4        1.9        5.7        0.0       21.9       13.0
 
Number of Traders in Each Category                                    Total Traders:        69 
         4         12          .         14          9          6         10         16          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   337,903
Positions
    43,177    171,142        970    240,811    114,375     28,117     13,498      7,961        192      2,437      8,562          0      8,701      6,584
 
Changes from:       September 17, 2019                               Total Change is:   -74,884
     2,222     12,437    -74,859      3,962      2,912      1,071        -77     -9,018     -1,076          0        -64          0     -6,127     -6,287
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       50.6        0.3       71.3       33.8        8.3        4.0        2.4        0.1        0.7        2.5        0.0        2.6        1.9
 
Number of Traders in Each Category                                    Total Traders:       166 
        13         13          4         68         36         32         16         12          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 1,242,156
Positions
    71,878    702,887      3,493    894,743    316,963    113,625     77,666     56,030      2,610     42,357     17,484      4,892     30,892     24,172
 
Changes from:       September 17, 2019                               Total Change is:  -304,381
   -14,431     57,731   -172,460     34,655     -1,227      5,168     -3,346    -33,137     -4,197       -266     -5,336     -2,766   -146,738   -148,157
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       56.6        0.3       72.0       25.5        9.1        6.3        4.5        0.2        3.4        1.4        0.4        2.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       405 
        27         19          8        163         78         84         43         39         15         25         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   115,590
Positions
    44,716     74,666     39,578     11,455          0        980     16,779          0        306      1,550          0          0        226         60
 
Changes from:       September 17, 2019                               Total Change is:      -595
      -986       -521        -74       -235          0          0        500          0          0          0          0          0        200          0
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       64.6       34.2        9.9        0.0        0.8       14.5        0.0        0.3        1.3        0.0        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         5         17         12          8          0          .          5          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   980,337
Positions
     9,248    148,389      1,215    467,573    256,758    177,368     59,934    194,770     14,806     81,959     45,970          0    168,234    141,061
 
Changes from:       September 17, 2019                               Total Change is:    -7,791
    -1,484    -13,733     -1,235      5,960     -1,608     -2,136    -11,871     -5,177        703      2,541      7,699          0       -269      7,696
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       15.1        0.1       47.7       26.2       18.1        6.1       19.9        1.5        8.4        4.7        0.0       17.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       179 
         5         19          .         56         28         49         23         31         14         10          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 1,138,278
Positions
    40,052    161,867      1,453    643,369     46,872    186,211     34,012    640,857     15,631     43,162      9,462          0    174,388     75,925
 
Changes from:       September 17, 2019                               Total Change is:   -28,689
    -2,151      3,556       -865     -2,729      4,612     -4,367        675    -11,355    -10,438         65       -250          0     -8,879     -9,582
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       14.2        0.1       56.5        4.1       16.4        3.0       56.3        1.4        3.8        0.8        0.0       15.3        6.7
 
Number of Traders in Each Category                                    Total Traders:       135 
         5         14          .         68         12         53          9         21         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 3,658,580
Positions
   114,451    287,981     15,643  1,613,547    673,976    240,729    920,826  2,098,294     61,620    488,828    165,849     11,691    191,245    102,797
 
Changes from:       September 17, 2019                               Total Change is:   110,719
    22,246       -519       -155     47,785     81,024      8,425     56,378     37,055    -23,745     -1,697      2,141       -799      2,281      7,292
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        7.9        0.4       44.1       18.4        6.6       25.2       57.4        1.7       13.4        4.5        0.3        5.2        2.8
 
Number of Traders in Each Category                                    Total Traders:       360 
        23         29          7        117         32         74         64         56         38         27         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 3,589,873
Positions
   146,889    260,367     47,717  1,441,181    683,267    818,378    384,417  1,127,867     75,120    231,380    200,804     12,551    432,240    363,802
 
Changes from:       September 17, 2019                               Total Change is:    51,926
   -41,581      9,013     15,601     76,030      3,507     33,326    -55,777     28,710     -9,612     15,857    -10,831        619     17,463    -18,407
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        7.3        1.3       40.1       19.0       22.8       10.7       31.4        2.1        6.4        5.6        0.3       12.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       380 
        22         27         10         98         68        100         68         55         35         25         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   823,317
Positions
    90,690     67,614      1,635    269,144    260,963    134,239    136,724    154,814     21,307     49,277     20,410          0    120,301    162,335
 
Changes from:       September 17, 2019                               Total Change is:     4,995
    -2,437     17,649       -536     16,650       -461     -8,836      5,116      4,405     -3,621          0        212          0     -1,341     -3,817
 
Percent of Open Interest Represented by Each Category of Trader
      11.0        8.2        0.2       32.7       31.7       16.3       16.6       18.8        2.6        6.0        2.5        0.0       14.6       19.7
 
Number of Traders in Each Category                                    Total Traders:       109 
         5         11          .         25         35         39         14         13          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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 4,111,505
Positions
    71,276    365,023     23,861  1,837,384    691,185    884,107    480,875  1,552,380     57,483    444,550    219,372        527    311,442    317,567
 
Changes from:       September 17, 2019                               Total Change is:    -4,345
   -17,688      9,015    -16,456    -57,350     53,286      5,060     38,139    -45,367     -4,886     27,359     -7,964     -1,078     22,555      4,045
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        8.9        0.6       44.7       16.8       21.5       11.7       37.8        1.4       10.8        5.3        0.0        7.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       322 
        11         29          7         92         51         81         36         65         28         21         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,087,212
Positions
   359,873    336,134    633,039     11,158    162,404     28,131    443,029    387,052    443,207    116,921     21,903      9,767     42,087     65,575
 
Changes from:       September 17, 2019                               Total Change is:   -56,315
   -28,961      9,008    -27,782     -3,058     11,162      7,030    -51,487   -129,366     49,658     -3,984       -597      1,022      1,247     23,550
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       16.1       30.3        0.5        7.8        1.3       21.2       18.5       21.2        5.6        1.0        0.5        2.0        3.1
 
Number of Traders in Each Category                                    Total Traders:       163 
        24         33         43          5          9          8         33         41         55          8          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is12,001,042
Positions
 2,380,588  1,856,783  2,574,018    533,536  2,577,614    432,250  2,198,227    542,071  2,900,352    138,579    132,199    125,393    718,099    860,362
 
Changes from:       September 17, 2019                               Total Change is:   -51,315
   223,762    104,863   -166,128    115,045     89,888    -43,470   -207,978    -56,613    -26,922     -4,216     18,014      7,265     51,327     21,788
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       15.5       21.4        4.4       21.5        3.6       18.3        4.5       24.2        1.2        1.1        1.0        6.0        7.2
 
Number of Traders in Each Category                                    Total Traders:       251 
        37         40         72         16         18         19         63         41         85         14         14         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   141,823
Positions
    13,585     64,340     20,582      3,429      2,660      8,392     71,056     22,728     21,832        245        435        456      2,246        398
 
Changes from:       September 17, 2019                               Total Change is:    -4,525
    -3,240      2,119       -398     -2,144     -3,405      2,375      1,176     -3,084     -1,194       -197        166     -1,003        100       -101
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       45.4       14.5        2.4        1.9        5.9       50.1       16.0       15.4        0.2        0.3        0.3        1.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         .         12          4          .          .          .          7         19         16          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 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   257,560
Positions
    33,600     32,938     23,152      1,814     14,885      5,763    161,110    156,407     23,275      7,592         80        584        670        476
 
Changes from:       September 17, 2019                               Total Change is:    52,246
    -3,689      7,104      2,708     -1,301     -5,271     -4,221     57,337     54,354        269        884         80        -13        272     -2,764
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       12.8        9.0        0.7        5.8        2.2       62.6       60.7        9.0        2.9        0.0        0.2        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        77 
         9         15         15          .          .          .         18         22         25          6          .          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    58,954
Positions
         0     29,065          0      1,193      4,733          0     29,198      5,753     15,888     12,603      1,107          0         72      2,408
 
Changes from:       September 17, 2019                               Total Change is:     2,679
         0        287          0          0         71          0      3,150      1,579        189       -685          0          0         25        553
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       49.3        0.0        2.0        8.0        0.0       49.5        9.8       26.9       21.4        1.9        0.0        0.1        4.1
 
Number of Traders in Each Category                                    Total Traders:        32 
         0          5          0          .         10          0          4          5          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    12,988
Positions
     1,003      4,206          0      1,029        741          0      9,092      4,016      1,695          0          0          0        169      2,330
 
Changes from:       September 17, 2019                               Total Change is:     2,128
       -40         69          0          0          0          0        952        884      1,061          0          0          0        155        114
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       32.4        0.0        7.9        5.7        0.0       70.0       30.9       13.1        0.0        0.0        0.0        1.3       17.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          5          0          .          7          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    45,269
Positions
    12,842        218     16,597          0        180          0        688     12,946     11,346      3,530      2,710        246         20      1,026
 
Changes from:       September 17, 2019                               Total Change is:    -7,012
    -2,464        148          0          0          0          0     -4,566     -8,145          0          0          0          0         18        985
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        0.5       36.7        0.0        0.4        0.0        1.5       28.6       25.1        7.8        6.0        0.5        0.0        2.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          .          0          .          8          .          .          4          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,178
Positions
        72         50          0         42        100         55      1,651      2,510        171        488        687         71      1,628        534
 
Changes from:       September 17, 2019                               Total Change is:         4
        41          0          0       -220       -101         55        -37        256          7        -33       -406         16        175        177
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        1.2        0.0        1.0        2.4        1.3       39.5       60.1        4.1       11.7       16.4        1.7       39.0       12.8
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          .          0          .          .          .          9         20          .         11          .          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    57,183
Positions
       658     41,794          0     28,477      2,068        487     19,536      8,750      1,484      2,459      1,045        129      3,953      1,426
 
Changes from:       September 17, 2019                               Total Change is:     1,346
      -155          0          0      1,268         50         18       -424        676        624       -135        163          1        149       -186
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       73.1        0.0       49.8        3.6        0.9       34.2       15.3        2.6        4.3        1.8        0.2        6.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          .          0         15          5          .         30         13          9         17          7          .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2019                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   405,328
Positions
   100,878     14,183     15,834    130,620    123,899     24,140     38,723    129,648     55,933     10,118      2,996      8,173     20,909     30,522
 
Changes from:       September 17, 2019                               Total Change is:     2,610
    16,556        350     -4,815     17,402     20,524      1,170     -8,502      3,696    -15,764      1,166     -1,276     -2,734     -1,869      1,459
 
Percent of Open Interest Represented by Each Category of Trader
      24.9        3.5        3.9       32.2       30.6        6.0        9.6       32.0       13.8        2.5        0.7        2.0        5.2        7.5
 
Number of Traders in Each Category                                    Total Traders:       191 
        16         10         17         17         38         21         36         51         46         10          4          7
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Traders in Financial Futures - Futures Only Positions as of September 24, 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    12,037
Positions
     1,177        698      1,186      7,330      1,207      1,450        150      7,304        100        463         50          0        181         42
 
Changes from:       September 17, 2019                               Total Change is:    -8,666
    -1,276     -1,002          0       -554          0        145     -6,156     -6,795       -638       -130       -128          0        -57       -248
 
Percent of Open Interest Represented by Each Category of Trader
       9.8        5.8        9.9       60.9       10.0       12.0        1.2       60.7        0.8        3.8        0.4        0.0        1.5        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          .         10          .          .          .          8          .          7          .          0
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Updated September 27, 2019