Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   165,192
Positions
    56,845      2,338      4,741     30,221     38,045      7,382      9,009     57,189     14,160     11,220      3,258      1,568     30,047     36,512
 
Changes from:       January 15, 2019                                 Total Change is:    -5,698
    -3,861       -167        149       -613     -1,618       -109     -2,882     -2,731        245      1,598     -2,084        423       -649        193
 
Percent of Open Interest Represented by Each Category of Trader
      34.4        1.4        2.9       18.3       23.0        4.5        5.5       34.6        8.6        6.8        2.0        0.9       18.2       22.1
 
Number of Traders in Each Category                                    Total Traders:       103 
        12          .          8         13         17          9         15         29         17         11          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    63,697
Positions
    39,722     10,687        202      1,258     15,391        545     12,202     13,550      1,407          0      1,498          0      8,362     20,418
 
Changes from:       January 15, 2019                                 Total Change is:       583
      -240     -2,553         74         -9      2,929       -167        267     -1,721         91          0         21          0        568      1,909
 
Percent of Open Interest Represented by Each Category of Trader
      62.4       16.8        0.3        2.0       24.2        0.9       19.2       21.3        2.2        0.0        2.4        0.0       13.1       32.1
 
Number of Traders in Each Category                                    Total Traders:        52 
         5          6          .          .         13          .         10         14          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   252,221
Positions
    85,747     20,512     12,067     51,076     80,662      4,508     27,057     51,565     32,355     10,380      9,012      2,354     26,676     39,187
 
Changes from:       January 15, 2019                                 Total Change is:    -9,552
   -14,087      1,566      1,022        282     -9,238       -486     -1,783     -2,593        660      1,487       -318       -313      3,666        149
 
Percent of Open Interest Represented by Each Category of Trader
      34.0        8.1        4.8       20.3       32.0        1.8       10.7       20.4       12.8        4.1        3.6        0.9       10.6       15.5
 
Number of Traders in Each Category                                    Total Traders:       128 
        10          5          8         12         27         12         24         37         25          6          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   238,887
Positions
    74,063     93,726      9,735     42,402     16,387     12,133     24,953     50,200     22,344     14,497      1,994      2,182     36,577     30,186
 
Changes from:       January 15, 2019                                 Total Change is:   -18,169
    -2,330      4,566       -983     -2,034       -453       -629     -9,718    -20,077        551       -529         38       -175     -2,321     -1,008
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       39.2        4.1       17.7        6.9        5.1       10.4       21.0        9.4        6.1        0.8        0.9       15.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       108 
         4         11          8         23         12         12         16         32         25          5          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   580,434
Positions
    38,211    141,216     15,947    316,523    162,041     25,008     27,581    113,456     41,890     18,196     19,415      2,439     94,639     59,022
 
Changes from:       January 15, 2019                                 Total Change is:     2,783
      -614       -636        397      3,439        945        793     -2,704       -421     -1,608     -1,583      1,777        273      4,390      1,263
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       24.3        2.7       54.5       27.9        4.3        4.8       19.5        7.2        3.1        3.3        0.4       16.3       10.2
 
Number of Traders in Each Category                                    Total Traders:       292 
        16         11         17         96         39         51         30         60         35         21         19         12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    28,953
Positions
       423     13,617          0     12,161      4,707      2,583      1,131      1,879          0          0        727          5     12,650      5,435
 
Changes from:       January 15, 2019                                 Total Change is:    -1,765
       -63       -140          0     -2,227       -549        877          0     -2,949          0          0          0          0       -352        996
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       47.0        0.0       42.0       16.3        8.9        3.9        6.5        0.0        0.0        2.5        0.0       43.7       18.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0         13          4          7          .          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    27,674
Positions
     5,982      6,316        646     10,551      9,385      2,084      1,457      2,794          0          0          0          0      6,954      6,449
 
Changes from:       January 15, 2019                                 Total Change is:       758
       328         -4          4       -319       -379          3        -99         17          0          0          0          0        841      1,117
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       22.8        2.3       38.1       33.9        7.5        5.3       10.1        0.0        0.0        0.0        0.0       25.1       23.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          8          7          7          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   136,648
Positions
    50,886      8,081      5,390     18,638     31,127      2,958     18,931     35,018     11,538      2,950      4,179      1,187     24,171     37,171
 
Changes from:       January 15, 2019                                 Total Change is:    -4,746
    -2,913      1,093        175       -837       -414       -451     -2,396     -5,961        353         19      1,305        -64      1,368       -781
 
Percent of Open Interest Represented by Each Category of Trader
      37.2        5.9        3.9       13.6       22.8        2.2       13.9       25.6        8.4        2.2        3.1        0.9       17.7       27.2
 
Number of Traders in Each Category                                    Total Traders:        85 
        10          5          6          9         13          6         18         23         15          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    27,078
Positions
         0     18,067        959     19,426      1,704          3      4,993      4,002          0        520      1,106          0      1,177      1,237
 
Changes from:       January 15, 2019                                 Total Change is:    -4,756
      -648      1,629        -41        223     -8,725          3     -4,350      2,883          0          0       -250          0         57       -255
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       66.7        3.5       71.7        6.3        0.0       18.4       14.8        0.0        1.9        4.1        0.0        4.3        4.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         0          6          .          4          .          .         11          5          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   206,975
Positions
       294    109,106      1,126    107,735      6,698      1,388     81,829     68,653      1,243      5,739     14,989        178      7,442      3,593
 
Changes from:       January 15, 2019                                 Total Change is:    16,061
        37      8,447     -3,608     10,001      1,025       -237      8,597     10,020       -141        709         95        -45        749        506
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       52.7        0.5       52.1        3.2        0.7       39.5       33.2        0.6        2.8        7.2        0.1        3.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       157 
         .         10          .         26         14          .         52         28          9         13         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    16,067
Positions
     2,354      1,574      2,323        518      2,652          0      7,680      7,433        579        250        480          0      2,363      1,026
 
Changes from:       January 15, 2019                                 Total Change is:    -1,386
       100         34          0       -146     -3,432          0     -1,583      1,668        142          0         50          0        101        152
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        9.8       14.5        3.2       16.5        0.0       47.8       46.3        3.6        1.6        3.0        0.0       14.7        6.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          .          4          0          8         11          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    33,255
Positions
     9,584        801        104      6,441      7,106          0     12,064     14,299      1,760          0      3,577        316      2,987      5,293
 
Changes from:       January 15, 2019                                 Total Change is:     2,814
     1,917         60         -4         -7      1,137       -237      1,599        318        230       -102      1,363       -292       -290        239
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        2.4        0.3       19.4       21.4        0.0       36.3       43.0        5.3        0.0       10.8        1.0        9.0       15.9
 
Number of Traders in Each Category                                    Total Traders:        74 
         6          .          .          6         10          0         21         23          9          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    21,668
Positions
     2,242     10,860      5,995     11,509      1,791          1        946      1,822          0          0          0          0        975      1,199
 
Changes from:       January 15, 2019                                 Total Change is:     3,653
         0          0      3,000      1,436          0          0       -654        682          0       -180          0          0         51        -29
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       50.1       27.7       53.1        8.3        0.0        4.4        8.4        0.0        0.0        0.0        0.0        4.5        5.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          5          .          .          6          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    39,699
Positions
    11,859     18,227        979      7,374      2,740        170     10,755      6,010      1,192      1,413      1,843         97      5,860      8,440
 
Changes from:       January 15, 2019                                 Total Change is:       771
       923        189        -54        536        218        -18       -565        136       -212        -33        468         -5        199         48
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       45.9        2.5       18.6        6.9        0.4       27.1       15.1        3.0        3.6        4.6        0.2       14.8       21.3
 
Number of Traders in Each Category                                    Total Traders:        91 
        13         15          6         10          .          .         18         19          7          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    79,398
Positions
    23,717     36,455      1,959     14,748      5,479        340     21,510     12,020      2,385      2,826      3,687        193     11,719     16,880
 
Changes from:       January 15, 2019                                 Total Change is:     1,541
     1,845        379       -107      1,071        436        -35     -1,130        271       -424        -66        937        -10        397         95
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       45.9        2.5       18.6        6.9        0.4       27.1       15.1        3.0        3.6        4.6        0.2       14.8       21.3
 
Number of Traders in Each Category                                    Total Traders:        91 
        13         15          6         10          .          .         18         19          7          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    29,466
Positions
     9,880     24,683          0     17,330      1,152        656        405      2,319          0          0        446          0      1,195        210
 
Changes from:       January 15, 2019                                 Total Change is:       -77
     1,952          0          0     -1,851        211       -266       -213        -33          0          0          0          0        301         11
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       83.8        0.0       58.8        3.9        2.2        1.4        7.9        0.0        0.0        1.5        0.0        4.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          5          0         10          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   813,824
Positions
    40,825    130,634     75,106    258,552    131,997     68,690     47,912     65,370    179,989     18,519     38,240     25,808     98,424     97,991
 
Changes from:       January 15, 2019                                 Total Change is:   -12,722
     3,130     -6,003       -674     -4,027     -3,380     -1,518      5,530      5,101     -9,382     -4,412      1,056        306     -1,675      1,772
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       16.1        9.2       31.8       16.2        8.4        5.9        8.0       22.1        2.3        4.7        3.2       12.1       12.0
 
Number of Traders in Each Category                                    Total Traders:       628 
        29         40         38        166        102        133         66        121        101         59         44         53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    78,408
Positions
    20,853      9,648      8,527      3,034      8,840        765     14,697      2,065     10,753         21         11        468     19,291     37,330
 
Changes from:       January 15, 2019                                 Total Change is:    -2,455
      -571        445        592         79       -235     -1,483      4,288     -2,839     -2,303         16        -18        -29     -3,043      3,415
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       12.3       10.9        3.9       11.3        1.0       18.7        2.6       13.7        0.0        0.0        0.6       24.6       47.6
 
Number of Traders in Each Category                                    Total Traders:        50 
         6          9          7          .          4          .         10         11         18          6          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,677,080
Positions
   212,662    717,732    220,092  1,290,851    629,042    326,364    237,978    388,428    774,277     92,493    191,144    126,698    395,665    303,303
 
Changes from:       January 15, 2019                                 Total Change is:   -51,336
    19,572    -31,174     -7,396    -23,226    -18,424      2,522     21,808     55,301    -50,994    -22,139      5,369      1,678      6,840     -8,218
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       19.5        6.0       35.1       17.1        8.9        6.5       10.6       21.1        2.5        5.2        3.4       10.8        8.2
 
Number of Traders in Each Category                                    Total Traders:       614 
        30         39         36        166        100        132         65        116         97         53         44         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    19,468
Positions
     4,538     13,468          0     11,526      2,728        989        750        857         14          0          0          0      1,651      1,412
 
Changes from:       January 15, 2019                                 Total Change is:     2,224
       111      1,784          0      1,571        282        -13        750       -110          0          0          0          0       -195        281
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       69.2        0.0       59.2       14.0        5.1        3.9        4.4        0.1        0.0        0.0        0.0        8.5        7.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          8          0          4          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    17,126
Positions
     6,242     15,603          1      6,886        376          0      2,127          0          0        836          0          0      1,034      1,146
 
Changes from:       January 15, 2019                                 Total Change is:       -93
         0       -560          0         75          0          0         27          0          0          0          0          0       -195        467
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       91.1        0.0       40.2        2.2        0.0       12.4        0.0        0.0        4.9        0.0        0.0        6.0        6.7
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          7          .          7          .          0          5          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    18,844
Positions
     9,109      7,779          0      5,383      7,491        135      2,147      1,374          0          0        890          0      2,070      1,175
 
Changes from:       January 15, 2019                                 Total Change is:       740
     1,090          0          0       -410         11        -27        245        573          0          0          0          0       -158        183
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       41.3        0.0       28.6       39.8        0.7       11.4        7.3        0.0        0.0        4.7        0.0       11.0        6.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         6          5          0          7          .          .          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    67,491
Positions
    12,600      8,688      3,837     37,076     40,164      3,613      1,303      3,306        450        209      2,484          0      8,403      4,949
 
Changes from:       January 15, 2019                                 Total Change is:    -1,402
    -2,664       -783        134      1,560     -1,233       -123       -171        646        -89          0          0          0        -49         46
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       12.9        5.7       54.9       59.5        5.4        1.9        4.9        0.7        0.3        3.7        0.0       12.5        7.3
 
Number of Traders in Each Category                                    Total Traders:        74 
         6          6          .         30         19         16          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    45,526
Positions
    18,368     10,006        689      9,878     11,701        744      5,396      8,817      4,511      1,038      1,961         75      4,827      7,022
 
Changes from:       January 15, 2019                                 Total Change is:       279
    -1,280      2,011        136        532       -436       -134        263        -28        987        -79       -144        -12       -132     -2,099
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       22.0        1.5       21.7       25.7        1.6       11.9       19.4        9.9        2.3        4.3        0.2       10.6       15.4
 
Number of Traders in Each Category                                    Total Traders:       258 
        21         22          7         47         42         27         33         56         28          7         27          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   227,631
Positions
    91,840     50,032      3,444     49,389     58,503      3,722     26,980     44,086     22,557      5,188      9,803        374     24,137     35,110
 
Changes from:       January 15, 2019                                 Total Change is:     1,395
    -6,401     10,054        680      2,658     -2,181       -672      1,313       -142      4,933       -395       -722        -61       -658    -10,493
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       22.0        1.5       21.7       25.7        1.6       11.9       19.4        9.9        2.3        4.3        0.2       10.6       15.4
 
Number of Traders in Each Category                                    Total Traders:       258 
        21         22          7         47         42         27         33         56         28          7         27          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   472,210
Positions
    91,501     55,192     13,586    215,207    182,016     38,021     70,682    134,859      8,778     16,579     19,217        238     17,619     20,303
 
Changes from:       January 15, 2019                                 Total Change is:       922
     8,328       -407       -924       -853     -3,655        414     -3,367      2,484        684     -2,777      1,561         62       -645        703
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       11.7        2.9       45.6       38.5        8.1       15.0       28.6        1.9        3.5        4.1        0.1        3.7        4.3
 
Number of Traders in Each Category                                    Total Traders:       291 
        26         16          9         71         59         47         40         57         30         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    26,293
Positions
     5,015      3,157        171     11,528        541        329      2,363     18,643        200      1,386        276          0      5,301      2,976
 
Changes from:       January 15, 2019                                 Total Change is:       698
         7         17          0        261       -861        -17        157      1,544        -29         -7         49          0        326         -5
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       12.0        0.7       43.8        2.1        1.3        9.0       70.9        0.8        5.3        1.0        0.0       20.2       11.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .         12          .          .          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    68,890
Positions
    13,961     11,244      1,525     15,141      4,078      1,450     27,284      8,375        903        642        607          0      7,984     40,708
 
Changes from:       January 15, 2019                                 Total Change is:     2,206
       887        874       -538        250        238        -92      2,794      1,013       -329         55       -912          0       -821      1,952
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       16.3        2.2       22.0        5.9        2.1       39.6       12.2        1.3        0.9        0.9        0.0       11.6       59.1
 
Number of Traders in Each Category                                    Total Traders:        69 
        15          5          .         15          4          5         16         10          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   307,346
Positions
    36,447    175,160      2,344    222,650     84,682     18,039     13,098     17,009        332      6,003      2,401          0      8,433      7,379
 
Changes from:       January 15, 2019                                 Total Change is:     2,121
    -2,447       -235       -141      4,498     -2,453        407       -484      4,272         13          0        358          0        275       -100
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       57.0        0.8       72.4       27.6        5.9        4.3        5.5        0.1        2.0        0.8        0.0        2.7        2.4
 
Number of Traders in Each Category                                    Total Traders:       154 
        11         11          4         59         33         24         14         15          4          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,332,382
Positions
    95,133    895,094      4,181    985,312    222,678    109,147     77,263     70,245      2,208     30,462     13,221        762     27,914     14,846
 
Changes from:       January 15, 2019                                 Total Change is:    17,334
    -3,594     36,454        -57     22,750    -31,987      2,942     -1,621     11,677       -733       -446         54        313     -2,220     -1,329
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       67.2        0.3       74.0       16.7        8.2        5.8        5.3        0.2        2.3        1.0        0.1        2.1        1.1
 
Number of Traders in Each Category                                    Total Traders:       418 
        25         18          6        179         64         79         54         32         16         35         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is    63,110
Positions
    25,480     39,016     23,251      5,343          0        305      7,676          0        478        552          0          0         25         60
 
Changes from:       January 15, 2019                                 Total Change is:       110
       -54         10        100          0          0          0        100          0          0          0          0          0        -36          0
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       61.8       36.8        8.5        0.0        0.5       12.2        0.0        0.8        0.9        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         4         14          8          7          0          .          4          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,211,776
Positions
     9,078    109,450     43,844    479,193    341,883    224,467     60,760     92,200    167,825     24,330     43,409     22,121    180,159    166,578
 
Changes from:       January 15, 2019                                 Total Change is:    49,045
     2,813      8,712      9,415     17,304      7,821     -1,134      5,495      9,502     12,864     -2,841      3,514        246      4,883     -1,894
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        9.0        3.6       39.5       28.2       18.5        5.0        7.6       13.8        2.0        3.6        1.8       14.9       13.7
 
Number of Traders in Each Category                                    Total Traders:       194 
         .         24         18         55         35         54         32         24         42          8         13         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,156,276
Positions
    13,072    237,006      1,384    710,463     39,939    180,425     24,895    583,310     13,704     50,937      7,175        614    160,781     92,719
 
Changes from:       January 15, 2019                                 Total Change is:    17,383
     1,731    -21,101     -1,863     17,687        490      7,209        -20     35,435       -339     -3,878      1,009          1     -3,145     -3,457
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       20.5        0.1       61.4        3.5       15.6        2.2       50.4        1.2        4.4        0.6        0.1       13.9        8.0
 
Number of Traders in Each Category                                    Total Traders:       134 
         5         14          .         63         10         48         10         25         16          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,659,763
Positions
    99,648    246,038     19,399  1,034,654    315,164    270,855    488,375  1,303,434    141,519    416,555    205,100     26,982    161,776    131,272
 
Changes from:       January 15, 2019                                 Total Change is:   -55,068
     4,642     -5,863      4,073    -36,622    -54,985    -16,094    -15,494      7,575     21,234     -9,603     -1,025       -865     -6,339     -9,117
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        9.3        0.7       38.9       11.8       10.2       18.4       49.0        5.3       15.7        7.7        1.0        6.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       343 
        16         35         11         96         33         67         56         58         45         22         27         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,947,738
Positions
   148,045    368,370    240,624  1,872,401    802,504    804,824    409,977  1,232,319    641,635    267,625    311,627    105,208    457,398    440,627
 
Changes from:       January 15, 2019                                 Total Change is:   -98,454
     1,869    -35,319       -983   -119,158        832     36,935     30,516    -69,573    -22,862        -65     -6,796    -20,719     -3,988     20,030
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        7.4        4.9       37.8       16.2       16.3        8.3       24.9       13.0        5.4        6.3        2.1        9.2        8.9
 
Number of Traders in Each Category                                    Total Traders:       441 
        28         44         52        110         65        110         70         73         92         25         26         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   702,826
Positions
    17,640    130,675      1,200    278,672    185,611     85,500    150,852     97,897      3,739     65,826     39,220        500     98,897    158,484
 
Changes from:       January 15, 2019                                 Total Change is:    -8,326
     1,328    -14,261       -106     -6,717        901      2,562     -7,337     -2,075       -333      3,729          0          0     -1,452      4,986
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       18.6        0.2       39.7       26.4       12.2       21.5       13.9        0.5        9.4        5.6        0.1       14.1       22.5
 
Number of Traders in Each Category                                    Total Traders:       113 
         .          9          .         29         31         37         16         12          8          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,903,514
Positions
   110,370    436,505    110,389  2,410,526    458,134    806,734    513,393  1,863,256    356,034    237,856    487,923     20,938    337,273    363,601
 
Changes from:       January 15, 2019                                 Total Change is:  -109,950
    25,886    -12,614      6,078    -86,913    -45,295      8,827     17,177     23,656     -6,370    -19,562    -22,135    -52,246     -2,827     -9,852
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        8.9        2.3       49.2        9.3       16.5       10.5       38.0        7.3        4.9       10.0        0.4        6.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       352 
        17         37         29         96         51         87         51         57         62         17         26         12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,034,815
Positions
   481,478    304,242    598,583     20,836     10,075    107,808    236,286    372,273    409,410     59,182     93,567     78,899     42,333     59,958
 
Changes from:       January 15, 2019                                 Total Change is:    -4,853
   -28,233     17,536        245     -4,091    -35,327     14,897     -2,072     13,030     16,575        236    -34,917      1,125     -3,535      1,983
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       15.0       29.4        1.0        0.5        5.3       11.6       18.3       20.1        2.9        4.6        3.9        2.1        2.9
 
Number of Traders in Each Category                                    Total Traders:       170 
        25         35         55          5          4          6         35         39         50          8         10         11
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is21,888,443
Positions
 3,119,817  1,423,148  4,567,050    400,740  1,189,263  1,842,064  1,072,803  1,134,265  9,186,631     92,830    434,708    897,571    708,936  1,213,743
 
Changes from:       January 15, 2019                                 Total Change is:   -21,687
     3,954     31,070     26,126     -2,074     14,369    -72,991     10,032    -37,086    -24,242     15,548    -11,827     22,598       -638     30,295
 
Percent of Open Interest Represented by Each Category of Trader
      14.3        6.5       20.9        1.8        5.4        8.4        4.9        5.2       42.0        0.4        2.0        4.1        3.2        5.5
 
Number of Traders in Each Category                                    Total Traders:       306 
        23         49         69         13         32         42         44         85        110         15         34         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    32,573
Positions
       822     10,069      4,998          0          0          0     16,053      6,763     10,083         25          0          0        592        660
 
Changes from:       January 15, 2019                                 Total Change is:     2,498
    -1,164      1,887      1,129          0          0          0      2,607       -432        -88          0          0          0         14          2
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       30.9       15.3        0.0        0.0        0.0       49.3       20.8       31.0        0.1        0.0        0.0        1.8        2.0
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          7          7          0          0          0         11          9         15          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    29,072
Positions
    11,433      1,644      6,405        500      1,200          0      4,511     13,567      5,021        850          0          0        352      1,235
 
Changes from:       January 15, 2019                                 Total Change is:     5,155
     2,052         63        483          0      1,200          0      1,506      2,549      1,146         50          0          0        -82       -286
 
Percent of Open Interest Represented by Each Category of Trader
      39.3        5.7       22.0        1.7        4.1        0.0       15.5       46.7       17.3        2.9        0.0        0.0        1.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         7          8          5          .          .          0         10         12         16          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    29,325
Positions
       596      5,007          0      1,374      8,160          0     12,997     11,403        140     14,180      1,235          0         38      3,380
 
Changes from:       January 15, 2019                                 Total Change is:       542
       -31        610          0          0        124          0        565       -219          0          0          0          0          8         27
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       17.1        0.0        4.7       27.8        0.0       44.3       38.9        0.5       48.4        4.2        0.0        0.1       11.5
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          4          0          .         10          0          .          8          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    13,333
Positions
     3,741      2,176          0        799      2,254         28      8,744      6,414          0          0        407          0         21      2,054
 
Changes from:       January 15, 2019                                 Total Change is:    -2,116
    -1,358        -47          0        -15        -82          0       -740     -1,941          0          0          0          0         -3        -46
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       16.3        0.0        6.0       16.9        0.2       65.6       48.1        0.0        0.0        3.1        0.0        0.2       15.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          8          .          .          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     3,589
Positions
        55          0          0          0          0          0        554      2,629        117      1,263        382         20      1,580        441
 
Changes from:       January 15, 2019                                 Total Change is:      -799
         0          0          0          0          0          0       -176        409       -268       -115       -894         20       -260        -66
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        0.0        0.0        0.0        0.0        0.0       15.4       73.3        3.3       35.2       10.6        0.6       44.0       12.3
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          0          0          0          0          0          8          9          .         17          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,976
Positions
         0          1        100         27        344          0      3,341      2,863        706        111        610          8        683        344
 
Changes from:       January 15, 2019                                 Total Change is:       503
         0          0         20          0          7          0        -76        -60        581          1          2          0        -23        -47
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        2.0        0.5        6.9        0.0       67.1       57.5       14.2        2.2       12.3        0.2       13.7        6.9
 
Number of Traders in Each Category                                    Total Traders:        45 
         0          .          .          .          4          0         17         14          6          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    60,028
Positions
       416     38,164          0     13,694      2,654        414     36,812     13,245      1,678      3,350        954         45      3,618      2,874
 
Changes from:       January 15, 2019                                 Total Change is:    -1,793
      -118       -486          0        341          0          3     -2,231       -772       -279        205        -69          0        285       -190
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       63.6        0.0       22.8        4.4        0.7       61.3       22.1        2.8        5.6        1.6        0.1        6.0        4.8
 
Number of Traders in Each Category                                    Total Traders:       111 
         .          .          0         13          8          .         30         18         10         27         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   345,967
Positions
    29,052     46,636     16,867     79,417     21,047     18,160     53,398     91,836     97,983      8,809      6,474     15,901     26,380     31,063
 
Changes from:       January 15, 2019                                 Total Change is:   -42,062
    -1,053    -17,981     -5,508     14,591     -1,190       -376    -27,492     -1,613    -25,184     -1,721      2,208      2,743      1,938      4,839
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       13.5        4.9       23.0        6.1        5.2       15.4       26.5       28.3        2.5        1.9        4.6        7.6        9.0
 
Number of Traders in Each Category                                    Total Traders:       170 
         8         12         14         19         18         19         37         38         47         14          8         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    30,014
Positions
       370        793      1,168     14,830     15,301        184     11,514     12,093         97      1,250        168          0        601        210
 
Changes from:       January 15, 2019                                 Total Change is:    -3,033
       -77         43          0       -140     -2,413          0     -2,719       -818          0        -81         -3          0        -16        158
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        2.6        3.9       49.4       51.0        0.6       38.4       40.3        0.3        4.2        0.6        0.0        2.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .         11          .          .          7          8          .          9          .          0
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Updated February 15, 2019