Traders in Financial Futures - Futures Only Positions as of December 10, 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   169,219
Positions
     9,867     66,012      9,089     38,507     28,942      5,599     47,733     25,329      6,621     15,448      2,383         32     36,323     25,212
 
Changes from:       December 3, 2019                                 Total Change is:   -14,841
    -1,225         17     -6,313        421     -3,620       -480     -9,011     -5,430        -98     -1,260        312         -4      3,129        775
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       39.0        5.4       22.8       17.1        3.3       28.2       15.0        3.9        9.1        1.4        0.0       21.5       14.9
 
Number of Traders in Each Category                                    Total Traders:       102 
         7          8          5         17         14         12         27         18         11          9          .          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    75,650
Positions
    40,256      1,603      1,733      1,300     30,195        473     15,047     13,920      4,577      1,168      2,046          0     11,096     21,103
 
Changes from:       December 3, 2019                                 Total Change is:    -3,533
    -4,720        -32      1,709        -10       -681          8     -5,104     -6,948      3,976        200      1,178          0        408     -2,743
 
Percent of Open Interest Represented by Each Category of Trader
      53.2        2.1        2.3        1.7       39.9        0.6       19.9       18.4        6.1        1.5        2.7        0.0       14.7       27.9
 
Number of Traders in Each Category                                    Total Traders:        60 
         8          .          .          .         19          .         11         13          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   256,553
Positions
    57,463     60,958     14,742     74,924     72,951      5,772     45,018     53,333     12,635     11,793      8,141          0     34,206     28,021
 
Changes from:       December 3, 2019                                 Total Change is:    19,839
    -2,276     12,125      9,087      8,177     -5,955       -518     -3,901        838      6,524       -877        552          0      3,623     -2,814
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       23.8        5.7       29.2       28.4        2.2       17.5       20.8        4.9        4.6        3.2        0.0       13.3       10.9
 
Number of Traders in Each Category                                    Total Traders:       124 
         5         11          9         23         22         12         24         32         20          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   198,700
Positions
    67,095     28,791      5,763     42,511     55,455     11,469     35,785     46,734      5,818      2,645      9,107          0     27,614     35,563
 
Changes from:       December 3, 2019                                 Total Change is:   -15,523
    -4,272      1,874     -3,413      3,755     -6,825       -311     -5,286     -9,951        276     -1,080      1,600         -6     -5,186      1,233
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       14.5        2.9       21.4       27.9        5.8       18.0       23.5        2.9        1.3        4.6        0.0       13.9       17.9
 
Number of Traders in Each Category                                    Total Traders:       116 
         8          8          6         15         25         13         23         28         12          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   646,417
Positions
    32,123    144,361     69,421    342,508    170,315     29,794     45,034    146,272     10,954     20,482      8,673        260     95,841     66,367
 
Changes from:       December 3, 2019                                 Total Change is:    56,293
    -6,439     -6,462     53,908     -1,943    -10,907       -624      1,477      8,354      2,332        246     -1,767         63      7,273     11,396
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       22.3       10.7       53.0       26.3        4.6        7.0       22.6        1.7        3.2        1.3        0.0       14.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       279 
        18         10         18         86         43         49         40         45         23         23         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    30,344
Positions
     2,200      6,600        100      8,170      8,534      2,958      3,350      2,622        839          0          0          0     12,727      8,691
 
Changes from:       December 3, 2019                                 Total Change is:     2,769
         0       -585        100       -253        361        619          9          0        661          0          0          0      1,633      1,613
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       21.8        0.3       26.9       28.1        9.7       11.0        8.6        2.8        0.0        0.0        0.0       41.9       28.6
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          .         10          9          9          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    27,942
Positions
     5,364      1,748      3,247      7,102     11,133      2,034          0      3,873      1,813          0          0          0      8,382      4,094
 
Changes from:       December 3, 2019                                 Total Change is:     4,208
        26         -4      2,050       -178        531         -5       -448       -118      1,750          0          0          0      1,013          4
 
Percent of Open Interest Represented by Each Category of Trader
      19.2        6.3       11.6       25.4       39.8        7.3        0.0       13.9        6.5        0.0        0.0        0.0       30.0       14.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          6          9          8          0          4          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   181,496
Positions
    69,787     12,070      9,602     16,648     71,977      3,280     42,717     40,693      2,439      7,902     10,213          0     29,121     31,222
 
Changes from:       December 3, 2019                                 Total Change is:    -4,332
    -4,178      1,098      7,420      3,448     -2,902     -1,879    -11,075     -9,151      1,077      1,257        451          0       -402       -446
 
Percent of Open Interest Represented by Each Category of Trader
      38.5        6.7        5.3        9.2       39.7        1.8       23.5       22.4        1.3        4.4        5.6        0.0       16.0       17.2
 
Number of Traders in Each Category                                    Total Traders:        98 
         7          5          9          9         25         12         21         24         10          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    66,686
Positions
     1,448     42,630      9,233     44,364          0         31      6,905      9,732        883      1,591      3,027          0      2,231      1,150
 
Changes from:       December 3, 2019                                 Total Change is:     6,518
       548         81      4,207       -403          0          0        655      1,239        872        172         48          0        467         71
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       63.9       13.8       66.5        0.0        0.0       10.4       14.6        1.3        2.4        4.5        0.0        3.3        1.7
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          .         11          0          .         14          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   304,848
Positions
       675    172,064     19,193    151,517      9,553      2,630    102,900     76,206      7,439     13,293     14,586          0      7,201      3,177
 
Changes from:       December 3, 2019                                 Total Change is:    13,868
       277       -766     18,357     -3,981     -2,018      2,394     -4,558      2,537     -4,142      4,855     -2,185          0        666       -309
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       56.4        6.3       49.7        3.1        0.9       33.8       25.0        2.4        4.4        4.8        0.0        2.4        1.0
 
Number of Traders in Each Category                                    Total Traders:       175 
         4         11          4         32         11          5         60         30         10         10         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    58,221
Positions
    40,078        301          9      3,889     47,434        212      8,339      7,046        241      2,513      1,215          0      2,940      1,763
 
Changes from:       December 3, 2019                                 Total Change is:    -3,499
    -3,593        192          0       -185        668         -7        988     -4,020        111       -680       -456          0       -133         13
 
Percent of Open Interest Represented by Each Category of Trader
      68.8        0.5        0.0        6.7       81.5        0.4       14.3       12.1        0.4        4.3        2.1        0.0        5.0        3.0
 
Number of Traders in Each Category                                    Total Traders:        58 
         .          .          .          4          9          .         12         17          4          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    75,194
Positions
    40,012      3,302      9,250      8,279     19,884        844     10,981     32,274      1,102      1,218      2,961          6      3,502      5,571
 
Changes from:       December 3, 2019                                 Total Change is:     3,299
    -3,184       -588      8,474       -410     -5,078        335     -1,552        267          2       -482       -227          0        116        114
 
Percent of Open Interest Represented by Each Category of Trader
      53.2        4.4       12.3       11.0       26.4        1.1       14.6       42.9        1.5        1.6        3.9        0.0        4.7        7.4
 
Number of Traders in Each Category                                    Total Traders:        95 
         6          5          7          9         19          .         21         23          7          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    22,569
Positions
       973          0      9,306     10,442      1,999          0        597      8,854        370          0          0          0        881      2,040
 
Changes from:       December 3, 2019                                 Total Change is:     8,113
        20       -144      9,280     -1,416       -954        -49       -178       -424        320          0          0          0        136         84
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        0.0       41.2       46.3        8.9        0.0        2.6       39.2        1.6        0.0        0.0        0.0        3.9        9.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          0          .          .          .          0          .         12          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    53,903
Positions
    11,798     25,874      3,773     17,488      1,619      2,523      8,855      9,930        382        893      1,577          0      8,193      8,227
 
Changes from:       December 3, 2019                                 Total Change is:     2,936
      -210     -1,007      1,722      2,444       -780        -52        129      4,553       -971         68       -303          0       -194       -228
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       48.0        7.0       32.4        3.0        4.7       16.4       18.4        0.7        1.7        2.9        0.0       15.2       15.3
 
Number of Traders in Each Category                                    Total Traders:       109 
        10         20          6         21          .          6         27         17          7          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   107,805
Positions
    23,595     51,748      7,545     34,976      3,237      5,046     17,709     19,859        764      1,785      3,153          0     16,385     16,453
 
Changes from:       December 3, 2019                                 Total Change is:     5,872
      -420     -2,014      3,444      4,887     -1,559       -103        257      9,106     -1,941        136       -606          0       -388       -455
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       48.0        7.0       32.4        3.0        4.7       16.4       18.4        0.7        1.7        2.9        0.0       15.2       15.3
 
Number of Traders in Each Category                                    Total Traders:       109 
        10         20          6         21          .          6         27         17          7          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    27,818
Positions
     3,919     19,335          0     21,432        840        269        250      5,707          0          0        448          0      1,948      1,219
 
Changes from:       December 3, 2019                                 Total Change is:      -411
       633       -355          0       -608          0          0          0        309          0          0          0          0       -436       -365
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       69.5        0.0       77.0        3.0        1.0        0.9       20.5        0.0        0.0        1.6        0.0        7.0        4.4
 
Number of Traders in Each Category                                    Total Traders:        29 
         4          7          0         13          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   622,140
Positions
    55,257    150,146     78,233    287,271    107,990     49,954     42,284     91,118     18,431     18,009     58,845      1,772     70,930     65,651
 
Changes from:       December 3, 2019                                 Total Change is:    15,577
    -4,093        803     17,043      1,085     -8,104     -1,222        702      2,412      2,835     -1,444        830        -62        734      1,043
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       24.1       12.6       46.2       17.4        8.0        6.8       14.6        3.0        2.9        9.5        0.3       11.4       10.6
 
Number of Traders in Each Category                                    Total Traders:       580 
        32         35         43        172         90        124         70         98         62         33         47         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    29,371
Positions
    11,997      8,972          0      2,016      1,051          0      4,017      6,575         16          0          0          0     11,325     12,757
 
Changes from:       December 3, 2019                                 Total Change is:     1,528
       894       -932          0          0          0          0      1,871      2,973     -1,083          0          0          0       -154        570
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       30.5        0.0        6.9        3.6        0.0       13.7       22.4        0.1        0.0        0.0        0.0       38.6       43.4
 
Number of Traders in Each Category                                    Total Traders:        29 
         5          6          0          .          .          0          6          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    12,268
Positions
     6,229      8,241      1,521        948      1,118        249        781          0          0          0          0          0      2,540      1,139
 
Changes from:       December 3, 2019                                 Total Change is:     1,407
      -141        516      1,021          0        339          0        463       -422          0          0          0          0         64        -47
 
Percent of Open Interest Represented by Each Category of Trader
      50.8       67.2       12.4        7.7        9.1        2.0        6.4        0.0        0.0        0.0        0.0        0.0       20.7        9.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          7          .          .          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 2,963,845
Positions
   284,277    773,847    323,187  1,428,639    537,059    247,407    219,011    450,392     64,396     90,043    294,225      8,862    298,023    264,470
 
Changes from:       December 3, 2019                                 Total Change is:    70,243
   -20,383     13,228     80,661      5,423    -40,521     -6,111      5,559      8,599      8,185     -7,222      4,148       -309      4,440      2,363
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       26.1       10.9       48.2       18.1        8.3        7.4       15.2        2.2        3.0        9.9        0.3       10.1        8.9
 
Number of Traders in Each Category                                    Total Traders:       579 
        33         34         42        173         89        124         69         98         59         33         47         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    30,372
Positions
    11,644     15,167      1,059      7,404      1,998        982        462      2,536      5,583          0        357          0      3,238      2,690
 
Changes from:       December 3, 2019                                 Total Change is:     3,056
         0        863        892       -446       -642          0          0        -52      2,350          0          0          0        260       -355
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       49.9        3.5       24.4        6.6        3.2        1.5        8.3       18.4        0.0        1.2        0.0       10.7        8.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          9          .          5          .          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    11,174
Positions
     4,561      8,687          0      4,290      1,773          0        413          0          0          0          0          0      1,910        714
 
Changes from:       December 3, 2019                                 Total Change is:      -663
        75       -334          0       -543          0          0       -737          0          0          0          0          0        542       -329
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       77.7        0.0       38.4       15.9        0.0        3.7        0.0        0.0        0.0        0.0        0.0       17.1        6.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         .         10          0          5          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    11,253
Positions
     5,004      6,746        403      3,639      1,279        109        446      2,146          0          0          0          0      1,652        570
 
Changes from:       December 3, 2019                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       59.9        3.6       32.3       11.4        1.0        4.0       19.1        0.0        0.0        0.0        0.0       14.7        5.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          6          .          4          4          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    16,522
Positions
     5,990      7,636      2,832      3,771        715      1,245        547      1,944         12          0          0          0      2,125      2,138
 
Changes from:       December 3, 2019                                 Total Change is:     2,064
     1,445          6      1,500          5        -12         12       -575        617         12          0          0          0       -335        -71
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       46.2       17.1       22.8        4.3        7.5        3.3       11.8        0.1        0.0        0.0        0.0       12.9       12.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          5          .          5          .          .          .          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    77,074
Positions
     5,136     23,702        666     51,686     35,022      2,624      4,365      3,318        423          0      7,849          0     12,174      3,470
 
Changes from:       December 3, 2019                                 Total Change is:     2,980
      -695      1,699        376      2,610       -770        -97        169      1,276       -130          0         37          0        747        589
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       30.8        0.9       67.1       45.4        3.4        5.7        4.3        0.5        0.0       10.2        0.0       15.8        4.5
 
Number of Traders in Each Category                                    Total Traders:        88 
         4         11          .         34         21         12         11          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    42,601
Positions
     9,167      6,941        999     14,263      7,597      1,714      7,509     12,904      1,034        967      2,658          9      6,940      8,745
 
Changes from:       December 3, 2019                                 Total Change is:       455
       943       -660         78     -1,976       -207        833        524        537       -285        116        -99         -7        229        265
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       16.3        2.3       33.5       17.8        4.0       17.6       30.3        2.4        2.3        6.2        0.0       16.3       20.5
 
Number of Traders in Each Category                                    Total Traders:       254 
        23         22          8         58         31         27         43         49         12         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   213,003
Positions
    45,833     34,706      4,995     71,316     37,986      8,568     37,545     64,521      5,169      4,833     13,288         45     34,699     43,725
 
Changes from:       December 3, 2019                                 Total Change is:     2,273
     4,715     -3,300        392     -9,880     -1,036      4,163      2,618      2,683     -1,425        582       -493        -37      1,145      1,326
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       16.3        2.3       33.5       17.8        4.0       17.6       30.3        2.4        2.3        6.2        0.0       16.3       20.5
 
Number of Traders in Each Category                                    Total Traders:       254 
        23         22          8         58         31         27         43         49         12         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   500,868
Positions
    61,268    136,032     23,360    266,797    171,604     40,735     68,405     68,033      6,904      8,939     32,099         22     24,438     22,079
 
Changes from:       December 3, 2019                                 Total Change is:    22,259
    -1,695     19,093      9,450      8,474    -16,920      3,847      2,458      9,375     -2,069        867       -700         22        905        161
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       27.2        4.7       53.3       34.3        8.1       13.7       13.6        1.4        1.8        6.4        0.0        4.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       313 
        18         28         12         87         53         41         52         47         23         15         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    46,177
Positions
     4,269      7,603      2,250     13,992        413         19     14,288     27,598      1,590        688      1,354        993      8,088      4,357
 
Changes from:       December 3, 2019                                 Total Change is:     6,555
      -114        939      2,250       -144          0         -2      2,713      1,425      1,555       -809        799        783        323     -1,194
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       16.5        4.9       30.3        0.9        0.0       30.9       59.8        3.4        1.5        2.9        2.2       17.5        9.4
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          .          .         14          .          .         10          6          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    98,981
Positions
    10,898     25,159      3,725     18,532     11,538        840     39,708     23,064      3,367      1,472      1,437        181     20,258     29,670
 
Changes from:       December 3, 2019                                 Total Change is:    22,776
     1,622        211      3,339        766     -1,127        125      2,094      1,828      1,983        868       -328       -261     12,240     17,006
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       25.4        3.8       18.7       11.7        0.8       40.1       23.3        3.4        1.5        1.5        0.2       20.5       30.0
 
Number of Traders in Each Category                                    Total Traders:        81 
        10         12         12         13          8          8         17         16          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   384,964
Positions
    43,935    238,649      8,108    277,743     81,562     25,247     17,322     12,764      1,016      1,097      9,572        265     10,231      7,781
 
Changes from:       December 3, 2019                                 Total Change is:    -1,505
     1,199     -4,817        774     -2,194     -1,116     -1,272     -1,088      2,417        496          2       -272        265        313      2,020
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       62.0        2.1       72.1       21.2        6.6        4.5        3.3        0.3        0.3        2.5        0.1        2.7        2.0
 
Number of Traders in Each Category                                    Total Traders:       179 
        14         14          6         70         40         34         22         12          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 1,437,391
Positions
    72,331    935,273     25,795  1,014,044    277,179    112,613    124,841     47,074      5,047     47,485     14,244      3,924     31,311     16,242
 
Changes from:       December 3, 2019                                 Total Change is:    -7,568
    -1,752    -12,040      7,429     -2,526      5,232     -6,246     -1,470     -5,212        425      1,387       -107        166     -4,981      2,785
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       65.1        1.8       70.5       19.3        7.8        8.7        3.3        0.4        3.3        1.0        0.3        2.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       434 
        31         18         15        170         72         86         70         23         17         40          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   128,356
Positions
    46,770     89,982     37,391     19,751          0        756     21,458          0        166      2,034          0          0         30         61
 
Changes from:       December 3, 2019                                 Total Change is:    -1,394
       207        434     -1,813       -101          0          0        328          0        -15          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       70.1       29.1       15.4        0.0        0.6       16.7        0.0        0.1        1.6        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         6         16         15          8          0          .         11          0          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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   978,809
Positions
     8,784    116,770      6,916    473,186    268,754    178,043     46,485    246,716      8,568     87,573     24,962          0    169,254    128,080
 
Changes from:       December 3, 2019                                 Total Change is:    -9,417
     3,654      6,580       -192     -9,656    -12,279      7,526     -8,638      1,924     -4,912      2,182     -1,680       -123        742     -6,261
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       11.9        0.7       48.3       27.5       18.2        4.7       25.2        0.9        8.9        2.6        0.0       17.3       13.1
 
Number of Traders in Each Category                                    Total Traders:       174 
         6         18          5         62         24         50         21         28         12         10          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 1,211,414
Positions
    43,070    142,093          3    708,923     80,768    190,655     52,400    698,287     14,390     46,341      4,290          0    155,632     80,928
 
Changes from:       December 3, 2019                                 Total Change is:    -3,099
    -1,075      5,777     -1,591      9,384     -1,339      5,085     -8,696      6,017     -5,066      2,551          0          0     -3,691    -11,982
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       11.7        0.0       58.5        6.7       15.7        4.3       57.6        1.2        3.8        0.4        0.0       12.8        6.7
 
Number of Traders in Each Category                                    Total Traders:       143 
         7         12          .         68         15         54         13         22         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 3,526,356
Positions
    90,416    217,998     14,593  1,639,195    860,469    287,191    870,466  1,821,612     68,519    363,990    144,631      3,998    187,988    107,345
 
Changes from:       December 3, 2019                                 Total Change is:   -22,614
   -20,638     17,392     -1,909     19,258     11,453    -31,905     44,799     -6,778    -15,942    -15,474      6,067     -4,164      3,361      3,172
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        6.2        0.4       46.5       24.4        8.1       24.7       51.7        1.9       10.3        4.1        0.1        5.3        3.0
 
Number of Traders in Each Category                                    Total Traders:       353 
        21         31         11        119         32         64         67         43         31         27         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 3,653,801
Positions
   188,531    263,648     36,852  1,665,253    765,693    696,628    387,315  1,244,032     81,399    238,385    167,897      2,708    356,730    394,944
 
Changes from:       December 3, 2019                                 Total Change is:   -64,052
    29,076       -802    -10,272    -81,599     42,330     10,800     -2,093    -85,524     -6,843     21,876     -6,934       -260    -24,737     -6,547
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        7.2        1.0       45.6       21.0       19.1       10.6       34.0        2.2        6.5        4.6        0.1        9.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       401 
        28         35         14        107         72        102         51         67         40         26         15          5
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Traders in Financial Futures - Futures Only Positions as of December 10, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   911,533
Positions
    78,263     56,436      4,484    278,967    300,898    156,322    216,556    170,110     16,404     55,381     33,666          0    105,156    173,213
 
Changes from:       December 3, 2019                                 Total Change is:    16,104
   -10,554        174      2,342      4,359     -2,480      2,008     13,457      6,661      4,251      4,392      1,160          0     -4,151      1,988
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        6.2        0.5       30.6       33.0       17.1       23.8       18.7        1.8        6.1        3.7        0.0       11.5       19.0
 
Number of Traders in Each Category                                    Total Traders:       113 
         4          7          4         24         38         39         17         15         11          4          4          0
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Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,191,561
Positions
   102,001    397,086     34,797  2,039,648    861,026    790,548    494,900  1,496,375     94,084    324,279    197,803          0    311,304    319,842
 
Changes from:       December 3, 2019                                 Total Change is:  -113,507
     9,841    -19,746       -454    -53,704     15,579        592    -45,033    -66,334    -30,745     12,313     -7,527          0     -6,317     -4,872
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        9.5        0.8       48.7       20.5       18.9       11.8       35.7        2.2        7.7        4.7        0.0        7.4        7.6
 
Number of Traders in Each Category                                    Total Traders:       316 
        15         32         15         88         52         79         39         55         33         26          9          0
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Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,850,507
Positions
   414,977    490,271    446,719     13,728     20,628     21,462    496,333    431,792    378,472     27,804     15,090      7,598     43,414     38,475
 
Changes from:       December 3, 2019                                 Total Change is:     8,420
    13,307     62,020         56      6,391    -18,063      2,016      8,887    -19,764    -24,426      1,100       -310         84      1,005      6,807
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       26.5       24.1        0.7        1.1        1.2       26.8       23.3       20.5        1.5        0.8        0.4        2.3        2.1
 
Number of Traders in Each Category                                    Total Traders:       151 
        36         20         46          8          4          7         39         29         45          7          .          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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 is12,352,459
Positions
 2,295,309  2,392,270  2,411,498    377,413  2,333,295    548,162  2,858,528    474,932  3,102,564     66,647    148,560     57,906    634,432    883,272
 
Changes from:       December 3, 2019                                 Total Change is:    76,415
   -25,374     65,757     62,408    -60,515     10,196     18,335    139,806    -78,131      6,531      1,278     -1,222      7,784    -73,838    -15,243
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       19.4       19.5        3.1       18.9        4.4       23.1        3.8       25.1        0.5        1.2        0.5        5.1        7.2
 
Number of Traders in Each Category                                    Total Traders:       248 
        33         45         68         14         19         20         60         43         84         15         11         18
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Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   175,468
Positions
     5,907     92,284     24,346     16,997      2,600      9,964     83,556     12,496     32,744          0        257        703      1,251         74
 
Changes from:       December 3, 2019                                 Total Change is:    -4,617
      -691       -134          0     -1,605       -700          0       -193     -1,543     -2,000          0       -104       -178         50         42
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       52.6       13.9        9.7        1.5        5.7       47.6        7.1       18.7        0.0        0.1        0.4        0.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        57 
         .         15          5          4          .          .         13         20         22          0          .          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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   343,069
Positions
    33,644     70,200     33,692     17,459     32,433     12,434    212,577    151,659     30,772        966      7,500      1,335        190      3,044
 
Changes from:       December 3, 2019                                 Total Change is:    15,642
    -1,047     10,172       -428        421      9,319     -1,751     25,761      3,546     -5,380     -2,302       -121        410        -42       -125
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       20.5        9.8        5.1        9.5        3.6       62.0       44.2        9.0        0.3        2.2        0.4        0.1        0.9
 
Number of Traders in Each Category                                    Total Traders:       104 
         5         26         13          .          9          .         23         31         30          .          6          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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   100,438
Positions
         0     47,322          0      1,164      3,299        170     42,068      8,331     36,416     20,584      1,840          0         36      3,060
 
Changes from:       December 3, 2019                                 Total Change is:     1,989
         0       -340          0        -81        -53         -7       -925       -192      2,937        110          3          0        -45       -359
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       47.1        0.0        1.2        3.3        0.2       41.9        8.3       36.3       20.5        1.8        0.0        0.0        3.0
 
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 December 10, 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    62,298
Positions
       996     26,145          0        808        516        115     28,387      1,996     31,986          0          0          0          6      1,540
 
Changes from:       December 3, 2019                                 Total Change is:     3,530
        24      1,104          0        -11         20          0        887        -90      2,625          0          0          0          5       -129
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       42.0        0.0        1.3        0.8        0.2       45.6        3.2       51.3        0.0        0.0        0.0        0.0        2.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0          .          7          .          6          5          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of December 10, 2019                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    53,246
Positions
    11,499        135     17,652          0        160          0      5,095     15,815     15,154      3,600      3,967        246          0        117
 
Changes from:       December 3, 2019                                 Total Change is:     2,725
         0        135          0          0          0          0     -1,466     -1,710      4,203          0          0          0        -12         97
 
Percent of Open Interest Represented by Each Category of Trader
      21.6        0.3       33.2        0.0        0.3        0.0        9.6       29.7       28.5        6.8        7.5        0.5        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          0          .          0          .          9          .          .          6          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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     3,232
Positions
       131          0          0         56        285          1      1,069      1,766        109        310        396         12      1,544        663
 
Changes from:       December 3, 2019                                 Total Change is:       249
         0          0          0        -37         29        -10        175        509         92          3       -242        -32         58        -97
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        0.0        0.0        1.7        8.8        0.0       33.1       54.6        3.4        9.6       12.3        0.4       47.8       20.5
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          0          0          .          4          .         11         14          .          8          .          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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    47,127
Positions
       828     32,175          0     11,187      2,882        748     25,456      5,212      2,501      1,772        557        106      4,529      2,946
 
Changes from:       December 3, 2019                                 Total Change is:     2,130
       -60        -41          0     -3,067        205        -81      3,870        955        136       -133         15       -124      1,589      1,065
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       68.3        0.0       23.7        6.1        1.6       54.0       11.1        5.3        3.8        1.2        0.2        9.6        6.3
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          .          0         13          7          5         28         12          7         13          6          .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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   465,375
Positions
   109,057     26,346     20,291    125,326    100,091     17,334     43,247    146,895    102,892     11,656      3,906     14,995     20,577     32,625
 
Changes from:       December 3, 2019                                 Total Change is:   -18,399
   -14,847        -75       -667     -7,221    -19,858     -1,002       -916     -9,746     13,251     -3,717        425      1,884     -5,164     -2,611
 
Percent of Open Interest Represented by Each Category of Trader
      23.4        5.7        4.4       26.9       21.5        3.7        9.3       31.6       22.1        2.5        0.8        3.2        4.4        7.0
 
Number of Traders in Each Category                                    Total Traders:       207 
        12         13         14         21         39         24         28         61         53         12         10         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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    20,294
Positions
     5,022        623        474      5,840      2,183      1,087      4,753     13,613      2,196        657         60          0        265         58
 
Changes from:       December 3, 2019                                 Total Change is:     2,535
       886        -55       -340         33       -879          0       -210      1,646      2,096         92         28          0        -22         39
 
Percent of Open Interest Represented by Each Category of Trader
      24.7        3.1        2.3       28.8       10.8        5.4       23.4       67.1       10.8        3.2        0.3        0.0        1.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        41 
         4          .          .          8          5          .          4          7          .         11          .          0
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Updated December 13, 2019