Traders in Financial Futures - Futures Only Positions as of October 22, 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   170,305
Positions
     6,401     84,540        191     54,852     13,929      6,127     43,879     36,317      3,603     18,090      3,663          3     37,159     21,932
 
Changes from:       October 15, 2019                                 Total Change is:    21,226
       -77     36,160       -632     11,316    -10,670        650      2,690     -3,191        472      4,043      1,136        -15      2,779     -2,684
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       49.6        0.1       32.2        8.2        3.6       25.8       21.3        2.1       10.6        2.2        0.0       21.8       12.9
 
Number of Traders in Each Category                                    Total Traders:       105 
         5          9          4         21         10         10         20         22         13         13          5          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    61,619
Positions
    29,949      1,730          0        846     21,386        941     18,564     14,840        211      1,448      1,532          0      9,660     20,979
 
Changes from:       October 15, 2019                                 Total Change is:    -3,144
    -3,023         37          0       -396     -1,639        -17       -533        897       -129          0          0          0        954     -2,293
 
Percent of Open Interest Represented by Each Category of Trader
      48.6        2.8        0.0        1.4       34.7        1.5       30.1       24.1        0.3        2.3        2.5        0.0       15.7       34.0
 
Number of Traders in Each Category                                    Total Traders:        56 
         8          .          0          .         15          .         10         15          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   230,224
Positions
    99,997     31,309      1,875     46,171     78,937      6,910     37,632     63,995      6,437      7,219     10,142          0     23,983     30,619
 
Changes from:       October 15, 2019                                 Total Change is:   -13,085
   -29,276      5,479      1,107      1,620    -23,330      1,404      7,772      6,458        402      3,733         30          0        153     -4,635
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       13.6        0.8       20.1       34.3        3.0       16.3       27.8        2.8        3.1        4.4        0.0       10.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       120 
         8          7          5         13         29         10         22         34         12          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   159,250
Positions
    52,443     32,505        349     25,618     44,491      8,138     40,823     38,686      2,916      1,749      2,540          0     27,214     29,625
 
Changes from:       October 15, 2019                                 Total Change is:     1,543
     8,884     -1,255       -126     -2,381      6,435     -1,377     -3,496     -3,185         53          0      1,732          0        -14       -734
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       20.4        0.2       16.1       27.9        5.1       25.6       24.3        1.8        1.1        1.6        0.0       17.1       18.6
 
Number of Traders in Each Category                                    Total Traders:       109 
        10          6          .         15         23         13         25         25         12          .          .          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   528,545
Positions
    38,431    135,994      2,448    309,658    155,408     29,555     38,461    133,011      5,651     21,555     12,732        227     82,559     53,519
 
Changes from:       October 15, 2019                                 Total Change is:    11,363
    -5,091     32,019        857      9,100    -12,790        -72      5,323     -1,954        453      5,332         50     -5,061        522     -2,139
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       25.7        0.5       58.6       29.4        5.6        7.3       25.2        1.1        4.1        2.4        0.0       15.6       10.1
 
Number of Traders in Each Category                                    Total Traders:       284 
        18         10          9         89         46         47         37         43         22         24         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    27,348
Positions
       704      8,361          0      9,416      7,162      2,665      3,600      2,213          0          0        410          2     10,961      6,535
 
Changes from:       October 15, 2019                                 Total Change is:       356
       147        -47          0       -468        251       -151      2,089       -533          0          0          0          0     -1,261        836
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       30.6        0.0       34.4       26.2        9.7       13.2        8.1        0.0        0.0        1.5        0.0       40.1       23.9
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0         13          6          9          4          .          0          0          .          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    22,716
Positions
     6,159      1,799        542      5,865      9,840      1,998        528      3,324          0          0          0          0      7,624      5,213
 
Changes from:       October 15, 2019                                 Total Change is:     1,013
       -10         -6          6        -29       -359          5        528      1,485          0          0          0          0        513       -118
 
Percent of Open Interest Represented by Each Category of Trader
      27.1        7.9        2.4       25.8       43.3        8.8        2.3       14.6        0.0        0.0        0.0        0.0       33.6       22.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          5          8          7          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   157,200
Positions
    74,553      5,625        204     11,692     58,038      4,516     35,007     49,828        685      1,993      3,146          0     28,550     35,158
 
Changes from:       October 15, 2019                                 Total Change is:    -6,684
    -3,078      2,186        -45     -2,180     -9,891        942     -3,821        876       -159      1,993        368          0       -336       -961
 
Percent of Open Interest Represented by Each Category of Trader
      47.4        3.6        0.1        7.4       36.9        2.9       22.3       31.7        0.4        1.3        2.0        0.0       18.2       22.4
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          4          7         10         20         10         14         27          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    55,261
Positions
       900     42,293          0     43,606          0          0      7,854      8,420          0        608      3,339          0      2,293      1,209
 
Changes from:       October 15, 2019                                 Total Change is:      -125
         0          0          0       -661          0          0        -55        -30          0        168        -50          0        423        -45
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       76.5        0.0       78.9        0.0        0.0       14.2       15.2        0.0        1.1        6.0        0.0        4.1        2.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          4          0          9          0          0         15          4          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   254,385
Positions
     1,171    145,159        801    135,716      6,646        799     99,880     64,343        503      9,067     32,806          0      6,448      3,328
 
Changes from:       October 15, 2019                                 Total Change is:    21,285
       269     -1,577          0      5,114     -1,050       -109     15,950     15,729       -837        794      8,918          0        104        211
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       57.1        0.3       53.4        2.6        0.3       39.3       25.3        0.2        3.6       12.9        0.0        2.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       174 
         5         12          .         30          9          .         59         30          8         12         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    60,366
Positions
    36,913        402        253      2,768     46,733          0     13,657      7,829      1,846      2,121      1,245          0      2,808      2,058
 
Changes from:       October 15, 2019                                 Total Change is:     5,522
        50        140        253         46      5,554          0      2,808     -1,421        758      1,343        275          0        264        -37
 
Percent of Open Interest Represented by Each Category of Trader
      61.1        0.7        0.4        4.6       77.4        0.0       22.6       13.0        3.1        3.5        2.1        0.0        4.7        3.4
 
Number of Traders in Each Category                                    Total Traders:        50 
         4          .          .          .          9          0         12         14          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    73,499
Positions
    50,617         45          3      3,741     32,154      1,150     14,341     31,015        352        567      2,804          6      2,722      5,970
 
Changes from:       October 15, 2019                                 Total Change is:    -1,297
     1,061         45       -229        -78     -1,885        642     -2,057        138       -189       -107         70          0       -340        111
 
Percent of Open Interest Represented by Each Category of Trader
      68.9        0.1        0.0        5.1       43.7        1.6       19.5       42.2        0.5        0.8        3.8        0.0        3.7        8.1
 
Number of Traders in Each Category                                    Total Traders:       102 
         9          .          .          5         28          4         20         27          4          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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     9,309
Positions
       951      1,500          0      4,075      2,036          0      3,394      3,561        105        100        250          0        684      1,857
 
Changes from:       October 15, 2019                                 Total Change is:    -1,079
       -21          0          0     -2,005       -967          0        744       -203         49        100        150          0         54       -108
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       16.1        0.0       43.8       21.9        0.0       36.5       38.3        1.1        1.1        2.7        0.0        7.3       19.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          .          .          0          6          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    53,193
Positions
    13,523     36,214      1,041     17,251        601      1,028     10,664      4,263      1,227        707      1,526          0      7,754      7,294
 
Changes from:       October 15, 2019                                 Total Change is:       846
        73        791        214       -282       -545        117        561        388        311          0        262          0       -147       -691
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       68.1        2.0       32.4        1.1        1.9       20.0        8.0        2.3        1.3        2.9        0.0       14.6       13.7
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         22          6         16          .          6         21         16          6          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   106,386
Positions
    27,046     72,428      2,081     34,501      1,201      2,056     21,328      8,526      2,454      1,413      3,052          0     15,507     14,588
 
Changes from:       October 15, 2019                                 Total Change is:     1,692
       146      1,581        427       -564     -1,089        234      1,122        776        621          0        523          0       -294     -1,381
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       68.1        2.0       32.4        1.1        1.9       20.0        8.0        2.3        1.3        2.9        0.0       14.6       13.7
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         22          6         16          .          6         21         16          6          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    40,281
Positions
       806     32,356          0     35,392        960        208        611      4,581          0        936        448        145      2,183      1,583
 
Changes from:       October 15, 2019                                 Total Change is:    -1,114
       806     -1,301          0     -1,186          0         26         51        362          0       -564          0        145       -392       -346
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       80.3        0.0       87.9        2.4        0.5        1.5       11.4        0.0        2.3        1.1        0.4        5.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0         13          .          .          .          .          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   527,802
Positions
    50,610    115,304     16,927    281,119    123,564     50,699     32,815     78,223     13,727     17,013     68,293      1,129     63,763     59,936
 
Changes from:       October 15, 2019                                 Total Change is:     1,154
       321     -1,622      2,200      1,387     -3,441     -2,543      2,996      4,052        962       -996      2,062       -308     -2,864       -207
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       21.8        3.2       53.3       23.4        9.6        6.2       14.8        2.6        3.2       12.9        0.2       12.1       11.4
 
Number of Traders in Each Category                                    Total Traders:       558 
        38         32         27        170         92        115         71         85         57         26         44         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    21,031
Positions
     2,959      7,277          0      2,018      1,051          0      1,378      3,930        800          0          0          0     13,876      7,973
 
Changes from:       October 15, 2019                                 Total Change is:       -51
    -2,367      2,018          0          0          0          0        623     -1,595        400          0          0          0      1,293       -874
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       34.6        0.0        9.6        5.0        0.0        6.6       18.7        3.8        0.0        0.0        0.0       66.0       37.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          5          0          .          .          0          6          8          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 2,533,853
Positions
   249,403    551,283     73,486  1,398,083    615,143    250,917    174,099    388,379     47,721     85,064    341,464      5,646    249,434    259,814
 
Changes from:       October 15, 2019                                 Total Change is:     6,027
     7,131    -24,506     17,305      7,092    -17,046    -12,870      8,114     24,480      6,561     -4,980     10,308     -1,542    -20,784      3,337
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       21.8        2.9       55.2       24.3        9.9        6.9       15.3        1.9        3.4       13.5        0.2        9.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       557 
        38         32         27        171         91        115         70         85         55         26         44         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    20,318
Positions
    10,171     13,374          1      5,739      2,282        979          0        311          0          0        357          0      3,428      3,014
 
Changes from:       October 15, 2019                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      50.1       65.8        0.0       28.2       11.2        4.8        0.0        1.5        0.0        0.0        1.8        0.0       16.9       14.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          8          .          4          .          .          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is     9,795
Positions
     3,498      8,241          0      4,695        783          0        251        230          0          0          0          0      1,351        541
 
Changes from:       October 15, 2019                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       84.1        0.0       47.9        8.0        0.0        2.6        2.3        0.0        0.0        0.0        0.0       13.8        5.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          9          0          5          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    12,408
Positions
     4,129      7,069          0      3,587      1,275      1,733        389      1,018         18          0          0          0      2,552      1,295
 
Changes from:       October 15, 2019                                 Total Change is:       934
        63        772          0        230       -830        882          0        160          2          0          0          0       -243        -52
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       57.0        0.0       28.9       10.3       14.0        3.1        8.2        0.1        0.0        0.0        0.0       20.6       10.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          5          0          5          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    67,775
Positions
     5,822     14,942        189     46,696     37,047      2,162      3,042      2,116        114          0      7,012          0      9,750      4,193
 
Changes from:       October 15, 2019                                 Total Change is:     4,034
      -821      4,110        -50      5,351        365       -943        434        424         -4          0        -23          0         67        155
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       22.0        0.3       68.9       54.7        3.2        4.5        3.1        0.2        0.0       10.3        0.0       14.4        6.2
 
Number of Traders in Each Category                                    Total Traders:        76 
         5          6          .         34         17         11          8          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    43,791
Positions
     7,336     10,062        424     17,433      8,832      1,013      9,630     11,911        787        633      3,043          4      6,531      7,714
 
Changes from:       October 15, 2019                                 Total Change is:       925
       338      1,441          9        639       -448        -61       -829        686        210         57       -136        -11        573       -765
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       23.0        1.0       39.8       20.2        2.3       22.0       27.2        1.8        1.4        6.9        0.0       14.9       17.6
 
Number of Traders in Each Category                                    Total Traders:       245 
        20         23          .         55         33         32         35         51         17          8         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   218,954
Positions
    36,680     50,309      2,120     87,165     44,159      5,067     48,148     59,556      3,936      3,163     15,217         19     32,656     38,571
 
Changes from:       October 15, 2019                                 Total Change is:     4,623
     1,691      7,207         47      3,197     -2,242       -307     -4,147      3,428      1,050        286       -679        -57      2,863     -3,824
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       23.0        1.0       39.8       20.2        2.3       22.0       27.2        1.8        1.4        6.9        0.0       14.9       17.6
 
Number of Traders in Each Category                                    Total Traders:       245 
        20         23          .         55         33         32         35         51         17          8         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   445,224
Positions
    61,441     69,332      7,398    241,066    218,341     36,732     62,078     62,346      5,987     10,829     27,752         12     19,681     17,324
 
Changes from:       October 15, 2019                                 Total Change is:       428
    -4,639      6,104       -545      7,279       -485     -2,315      3,452       -371       -217     -1,217        -60        -11     -1,359     -1,672
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       15.6        1.7       54.1       49.0        8.3       13.9       14.0        1.3        2.4        6.2        0.0        4.4        3.9
 
Number of Traders in Each Category                                    Total Traders:       310 
        21         25          5         82         61         40         44         51         25         12         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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    27,151
Positions
     3,790      3,808          0     11,600        426         19      4,511     18,736         57      1,143        555          0      6,031      3,550
 
Changes from:       October 15, 2019                                 Total Change is:       222
       -35          0          0       -313         -4          0       -123         71          2          0          0          0        691        153
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       14.0        0.0       42.7        1.6        0.1       16.6       69.0        0.2        4.2        2.0        0.0       22.2       13.1
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          .          0         15          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    57,714
Positions
     4,243     20,914        381     11,809     14,084        695     27,699     13,945        759        601      2,245          0     11,527      4,691
 
Changes from:       October 15, 2019                                 Total Change is:     3,204
       546      2,203         49        388        498         24      3,633        641         63          0      1,945          0     -1,499     -2,219
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       36.2        0.7       20.5       24.4        1.2       48.0       24.2        1.3        1.0        3.9        0.0       20.0        8.1
 
Number of Traders in Each Category                                    Total Traders:        83 
         6         15          .         15          9          6         13         22          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   356,022
Positions
    40,671    186,300        919    262,533    107,515     26,174     15,145     18,236        217      1,015     11,240          0      9,348      5,421
 
Changes from:       October 15, 2019                                 Total Change is:     7,389
    -2,792      7,943         86     12,833         79     -3,041        580      1,003       -426       -725      1,800          0        874        -55
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       52.3        0.3       73.7       30.2        7.4        4.3        5.1        0.1        0.3        3.2        0.0        2.6        1.5
 
Number of Traders in Each Category                                    Total Traders:       175 
        13         14          5         70         37         33         18         15          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 1,315,936
Positions
    71,192    785,244      3,965    923,145    309,772    105,678    111,907     72,927      3,010     51,269     15,339      4,524     41,246     15,477
 
Changes from:       October 15, 2019                                 Total Change is:    43,525
    -2,949     48,304         33     16,800      1,119    -12,735     27,446      8,227        593      5,412       -757         32      8,893     -1,291
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       59.7        0.3       70.2       23.5        8.0        8.5        5.5        0.2        3.9        1.2        0.3        3.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       413 
        24         21          8        158         79         79         55         33         15         34          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   113,390
Positions
    47,299     83,577     29,047     14,946          0        440     19,647         99        167      1,794          0          0         50         60
 
Changes from:       October 15, 2019                                 Total Change is:    -1,036
    -2,450      1,100     -1,176      3,000          0       -540        110       -401          1          0          0          0         19        -20
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       73.7       25.6       13.2        0.0        0.4       17.3        0.1        0.1        1.6        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         4         18         14          8          0          .          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 1,001,981
Positions
    10,263    158,568      5,818    484,119    261,724    164,126     64,013    218,744     19,204     85,983     42,892        130    168,325    130,775
 
Changes from:       October 15, 2019                                 Total Change is:    27,644
     1,716      7,890      5,071     19,638     10,704     -6,319      3,718      5,037      7,468     -3,857     -3,000        130         79        663
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       15.8        0.6       48.3       26.1       16.4        6.4       21.8        1.9        8.6        4.3        0.0       16.8       13.1
 
Number of Traders in Each Category                                    Total Traders:       183 
         7         18          5         59         23         51         25         33         18         13          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 1,155,307
Positions
    45,783    154,398      1,856    649,997     65,297    181,851     37,276    646,542     13,341     41,424      8,112          0    183,779     83,910
 
Changes from:       October 15, 2019                                 Total Change is:     5,603
      -576      7,700          2      1,234      1,920      3,147      3,142      1,135     -1,962        413       -450          0        203     -5,889
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       13.4        0.2       56.3        5.7       15.7        3.2       56.0        1.2        3.6        0.7        0.0       15.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       136 
         6         14          .         65         12         49         11         22         10          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 3,960,695
Positions
    86,076    249,601     17,962  1,756,443    772,872    281,852    994,909  2,215,823    161,528    452,665    143,362     11,655    197,605    106,040
 
Changes from:       October 15, 2019                                 Total Change is:    65,863
    15,926      1,062      1,587     63,010     29,886       -197    -28,890     16,010     15,085        662       -323       -285     -1,035      3,038
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        6.3        0.5       44.3       19.5        7.1       25.1       55.9        4.1       11.4        3.6        0.3        5.0        2.7
 
Number of Traders in Each Category                                    Total Traders:       378 
        22         30          7        131         30         76         72         49         33         32         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 3,668,096
Positions
   215,344    297,242     67,294  1,553,785    737,182    708,424    306,372  1,175,466    145,012    251,963    138,915      4,638    415,264    393,923
 
Changes from:       October 15, 2019                                 Total Change is:    57,232
     6,979    -17,732      6,118     31,036     44,940     -3,919     27,802      2,786     19,490     -3,438     -5,977     -2,587    -24,249     14,113
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        8.1        1.8       42.4       20.1       19.3        8.4       32.0        4.0        6.9        3.8        0.1       11.3       10.7
 
Number of Traders in Each Category                                    Total Traders:       397 
        30         30         13        101         69         93         59         68         45         28         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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   832,832
Positions
    84,532     64,700      3,607    278,007    285,279    143,228    138,221    135,309     18,236     54,675     19,357          0    112,326    163,116
 
Changes from:       October 15, 2019                                 Total Change is:     5,647
    -3,633        365      2,020     -1,867     12,244      3,334     10,946    -14,353     -1,710       -815      2,138          0     -2,628      1,609
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        7.8        0.4       33.4       34.3       17.2       16.6       16.2        2.2        6.6        2.3        0.0       13.5       19.6
 
Number of Traders in Each Category                                    Total Traders:       106 
         5          7          .         25         38         41         14         11          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 4,341,320
Positions
    97,588    404,702     16,742  1,885,080    830,928    900,420    619,656  1,612,977     99,541    369,967    193,521        674    351,652    281,815
 
Changes from:       October 15, 2019                                 Total Change is:     2,801
    15,886    -48,278       -776    -30,697     57,825      3,399     -5,277    -23,924     14,951     -1,911     -2,347        253      6,973      1,698
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        9.3        0.4       43.4       19.1       20.7       14.3       37.2        2.3        8.5        4.5        0.0        8.1        6.5
 
Number of Traders in Each Category                                    Total Traders:       331 
        12         33         10         93         51         81         35         68         37         23         16          4
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Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,269,477
Positions
   319,650    394,714    648,620      4,486    177,114     25,606    563,792    368,575    586,627     70,012     12,739     14,994     35,690     40,488
 
Changes from:       October 15, 2019                                 Total Change is:    88,930
    28,755     43,364     10,754          0      3,559     -4,798     48,065     27,924     12,453       -236      1,389       -169     -5,894     -5,546
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       17.4       28.6        0.2        7.8        1.1       24.8       16.2       25.8        3.1        0.6        0.7        1.6        1.8
 
Number of Traders in Each Category                                    Total Traders:       174 
        18         45         47          4          9          9         40         40         58         10          6          5
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Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is11,959,757
Positions
 2,210,319  2,086,131  2,467,049    728,946  2,444,863    356,991  2,369,710    568,038  2,908,864     95,164    131,718    148,230    674,484    847,873
 
Changes from:       October 15, 2019                                 Total Change is:    32,508
   -88,624     30,088     90,203     71,031      9,110    -29,151     80,676    -35,496    -49,577    -31,755      7,740     -2,023     -8,272     11,614
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       17.4       20.6        6.1       20.4        3.0       19.8        4.7       24.3        0.8        1.1        1.2        5.6        7.1
 
Number of Traders in Each Category                                    Total Traders:       249 
        34         39         66         16         16         19         60         45         79         15         14         17
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   160,523
Positions
    15,982     78,490     22,454     13,903      2,600      9,323     70,950     20,035     25,461        294        913        549      1,607        698
 
Changes from:       October 15, 2019                                 Total Change is:    -1,601
         0      2,005       -275        -81          0         10       -526     -2,395       -819         -2       -232         -5         97        110
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       48.9       14.0        8.7        1.6        5.8       44.2       12.5       15.9        0.2        0.6        0.3        1.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        48 
         .         13          4          .          .          .          7         19         17          .          .          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 2019                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   294,390
Positions
    29,495     48,987     34,979      3,041     15,078     17,851    184,429    148,478     18,802      4,884      7,358        554        355      2,303
 
Changes from:       October 15, 2019                                 Total Change is:    19,279
    -2,913      7,827      4,771      1,061      3,151      2,298     14,108     -2,276      2,111        747         22        143     -3,047      1,232
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       16.6       11.9        1.0        5.1        6.1       62.6       50.4        6.4        1.7        2.5        0.2        0.1        0.8
 
Number of Traders in Each Category                                    Total Traders:        85 
         5         20         13          .          7          .         15         27         29          .          4          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    73,017
Positions
         0     35,359          0      1,478      3,890         46     37,003      5,977     24,542      9,855      1,121          0         93      2,082
 
Changes from:       October 15, 2019                                 Total Change is:     5,597
         0      2,085          0          0       -542         28       -527        305      4,443      1,665          7          0        -12       -729
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       48.4        0.0        2.0        5.3        0.1       50.7        8.2       33.6       13.5        1.5        0.0        0.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        32 
         0          5          0          .          9          .          4          5          .          5          .          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    40,319
Positions
     1,003     19,960          0      1,110        438         12     23,740      3,439     14,429          0          0          0         25      2,041
 
Changes from:       October 15, 2019                                 Total Change is:     5,353
       -21      3,572          0          0       -275         12      3,375          6      1,980          0          0          0          7         58
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       49.5        0.0        2.8        1.1        0.0       58.9        8.5       35.8        0.0        0.0        0.0        0.1        5.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          .          5          .          5          6          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    51,075
Positions
    12,119          0     17,032          0        160          0      6,484     19,168     11,664      3,530      2,710        246          0         95
 
Changes from:       October 15, 2019                                 Total Change is:       253
      -163        -90         51          0        -20          0         30        -62        335          0          0          0          0         39
 
Percent of Open Interest Represented by Each Category of Trader
      23.7        0.0       33.3        0.0        0.3        0.0       12.7       37.5       22.8        6.9        5.3        0.5        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          0          .          0          .          0          .          8          .          .          4          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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     3,093
Positions
        59          0          0        163         31          0        950      1,714        148        321        518         68      1,384        614
 
Changes from:       October 15, 2019                                 Total Change is:      -351
         0          0          0        -47       -118         -1       -236       -317         -6        -49          7         22        -34         62
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        0.0        0.0        5.3        1.0        0.0       30.7       55.4        4.8       10.4       16.7        2.2       44.7       19.9
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          0          0          .          .          0          9         15          .          8          .          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    53,860
Positions
     1,148     39,412          0     16,633      2,772        478     27,500      6,735      2,437      1,848        456         18      3,798      1,552
 
Changes from:       October 15, 2019                                 Total Change is:      -960
        90     -2,617          0     -9,073        463       -175      8,310      1,374        388       -271       -317        -93       -136         17
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       73.2        0.0       30.9        5.1        0.9       51.1       12.5        4.5        3.4        0.8        0.0        7.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        88 
         .          .          0         14          7          .         34         13          8         11          6          .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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   437,316
Positions
   102,330     16,136     15,478    137,517    126,395     23,438     48,336    143,411     70,501     10,473      2,289      8,334     20,909     31,334
 
Changes from:       October 15, 2019                                 Total Change is:    -7,883
    11,325     -5,444    -12,498      9,905     12,541         31     -2,869     13,044    -10,663      1,222     -2,473     -2,902     -1,434        481
 
Percent of Open Interest Represented by Each Category of Trader
      23.4        3.7        3.5       31.4       28.9        5.4       11.1       32.8       16.1        2.4        0.5        1.9        4.8        7.2
 
Number of Traders in Each Category                                    Total Traders:       203 
        16          9         14         19         39         22         38         57         43         11          6         12
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Traders in Financial Futures - Futures Only Positions as of October 22, 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    20,628
Positions
     3,797        703        931      6,459     12,584        797      7,761      5,411        100        563         70          0        220         32
 
Changes from:       October 15, 2019                                 Total Change is:       929
      -161          0          0        732        914          1        342         22          0         16          0          0         -1         -8
 
Percent of Open Interest Represented by Each Category of Trader
      18.4        3.4        4.5       31.3       61.0        3.9       37.6       26.2        0.5        2.7        0.3        0.0        1.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          .          .          7          6          .          4          7          .          9          .          0
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Updated October 25, 2019