Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   153,267
Positions
    41,320      6,426      4,164     31,046     35,966      8,519     11,946     51,762     13,454     15,556         38          5     27,258     32,933
 
Changes from:       February 5, 2019                                 Total Change is:    -4,596
    -2,830      1,497         -7      2,005      7,123     -2,079       -635     -8,001       -808      1,413       -402     -1,186       -467       -733
 
Percent of Open Interest Represented by Each Category of Trader
      27.0        4.2        2.7       20.3       23.5        5.6        7.8       33.8        8.8       10.1        0.0        0.0       17.8       21.5
 
Number of Traders in Each Category                                    Total Traders:       107 
         9          4          7         15         18         14         19         27         19         13          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    72,859
Positions
    42,910      3,003        200      1,337     22,540      1,712     16,839     19,334      1,193          0        919          0      8,668     23,957
 
Changes from:       February 5, 2019                                 Total Change is:     3,594
     1,841     -4,578         -6        -49      2,034      1,026        817      2,702       -186          0          0          0        151      2,603
 
Percent of Open Interest Represented by Each Category of Trader
      58.9        4.1        0.3        1.8       30.9        2.3       23.1       26.5        1.6        0.0        1.3        0.0       11.9       32.9
 
Number of Traders in Each Category                                    Total Traders:        56 
         6          .          .          .         18          4         10         16          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   225,294
Positions
    68,980     27,771      8,222     49,783     77,367      5,594     29,144     36,245     25,603     12,418      7,401        290     25,260     36,801
 
Changes from:       February 5, 2019                                 Total Change is:    -7,722
     6,767     -1,102     -2,935     -1,293      9,019     -1,753     -2,300     -6,154     -3,826      1,220        -66     -2,295     -1,305      1,391
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       12.3        3.6       22.1       34.3        2.5       12.9       16.1       11.4        5.5        3.3        0.1       11.2       16.3
 
Number of Traders in Each Category                                    Total Traders:       119 
         8          8          9         13         28         14         27         25         23          6          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   208,349
Positions
    71,416     82,969      9,447     34,596     26,040     11,066     24,234     25,079     19,510      8,613      2,509        207     29,260     31,522
 
Changes from:       February 5, 2019                                 Total Change is:   -10,668
      -461    -10,218       -697     -2,854      5,469     -1,711      4,641        195     -3,124     -3,287        559     -1,907     -1,268        766
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       39.8        4.5       16.6       12.5        5.3       11.6       12.0        9.4        4.1        1.2        0.1       14.0       15.1
 
Number of Traders in Each Category                                    Total Traders:       109 
         4         11         10         23         18         16         24         23         24          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   586,629
Positions
    43,249    127,555     13,873    312,889    167,931     28,970     34,103    122,992     36,467     21,170     20,096        698     95,210     68,047
 
Changes from:       February 5, 2019                                 Total Change is:    14,631
     8,212    -19,757        745     -5,374     11,033        631      6,743     14,177        921      2,693      1,304     -1,697      1,756      7,274
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       21.7        2.4       53.3       28.6        4.9        5.8       21.0        6.2        3.6        3.4        0.1       16.2       11.6
 
Number of Traders in Each Category                                    Total Traders:       295 
        18          8         15         97         40         47         33         54         30         26         18         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    29,652
Positions
         0     13,787          0     13,476      6,531      2,612        528          0          0          0        727          5     13,031      5,990
 
Changes from:       February 5, 2019                                 Total Change is:      -102
         0       -354          0      1,123        494          7     -1,063          0         -7          0          0          0       -162       -242
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       46.5        0.0       45.4       22.0        8.8        1.8        0.0        0.0        0.0        2.5        0.0       43.9       20.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0         14          5          9          .          0          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    26,395
Positions
     5,880      6,096        641      9,428     10,555      2,201        749      1,248          0          0          0          0      7,496      5,654
 
Changes from:       February 5, 2019                                 Total Change is:       113
      -219        -39        -10       -158        959        153       -166       -397          0          0          0          0        513       -553
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       23.1        2.4       35.7       40.0        8.3        2.8        4.7        0.0        0.0        0.0        0.0       28.4       21.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          7          8          7          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   140,185
Positions
    49,006     11,111      4,918     20,458     37,344      3,144     22,076     28,886     12,578      3,891      5,403        160     23,954     36,640
 
Changes from:       February 5, 2019                                 Total Change is:     1,659
     5,729     -3,339        986     -1,543      6,938       -986      2,596     -4,246     -1,093         -1      1,947     -1,744     -2,285      3,195
 
Percent of Open Interest Represented by Each Category of Trader
      35.0        7.9        3.5       14.6       26.6        2.2       15.7       20.6        9.0        2.8        3.9        0.1       17.1       26.1
 
Number of Traders in Each Category                                    Total Traders:        95 
         7          9          8         10         20         10         19         23         19          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    44,372
Positions
         0     27,044        505     37,683        624          0      3,735     12,634         45        450      2,600          0      1,954        920
 
Changes from:       February 5, 2019                                 Total Change is:     6,328
         0      1,598          5      6,619         -4          0       -378      4,931         29       -148       -250          0        201         19
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       60.9        1.1       84.9        1.4        0.0        8.4       28.5        0.1        1.0        5.9        0.0        4.4        2.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         0          6          .          7          .          0         11          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   224,497
Positions
       754    122,697      1,264    138,567     10,174      1,497     72,755     48,986        866      2,315     34,044          0      6,479      4,969
 
Changes from:       February 5, 2019                                 Total Change is:     1,443
       117      1,015        188      9,324      3,431       -510     -7,739     -3,038          3        114     -1,342        -14        -40      1,710
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       54.7        0.6       61.7        4.5        0.7       32.4       21.8        0.4        1.0       15.2        0.0        2.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       172 
         4          9          .         29         12          .         49         44          7         10         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    13,961
Positions
       431      1,584         27        590      3,000          0      8,983      7,648        487        560        400          0      2,883        815
 
Changes from:       February 5, 2019                                 Total Change is:       544
       181          0         27         73       -467          0       -230        907        -67         10         40          0        550        104
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       11.3        0.2        4.2       21.5        0.0       64.3       54.8        3.5        4.0        2.9        0.0       20.7        5.8
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          .          .          0          8         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    35,955
Positions
     9,397      1,198        204     11,684     11,388        217      9,110     13,508      2,037          0      2,144          0      3,306      5,260
 
Changes from:       February 5, 2019                                 Total Change is:     1,583
     3,296     -2,479        103     -2,482      3,739       -200        624       -631        172          0        350          0         70        530
 
Percent of Open Interest Represented by Each Category of Trader
      26.1        3.3        0.6       32.5       31.7        0.6       25.3       37.6        5.7        0.0        6.0        0.0        9.2       14.6
 
Number of Traders in Each Category                                    Total Traders:        72 
         4          5          4         11         10          4         17         22          9          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    29,241
Positions
     2,237     11,627      6,000     18,564      1,704          1      1,039      8,338          0          0        430          0      1,400      1,141
 
Changes from:       February 5, 2019                                 Total Change is:     3,028
         0        -39          0      3,261         -2          0        133      3,090          0          0          0          0       -366        -21
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       39.8       20.5       63.5        5.8        0.0        3.6       28.5        0.0        0.0        1.5        0.0        4.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          .          5          .          .          5          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    43,110
Positions
    13,601     17,838      1,048      8,671      5,855        981      9,164      5,566        835      1,450      1,726        371      6,989      8,890
 
Changes from:       February 5, 2019                                 Total Change is:      -987
    -1,254        410         77        355      2,404        666       -823     -4,151       -575        124       -175        147        296        211
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       41.4        2.4       20.1       13.6        2.3       21.3       12.9        1.9        3.4        4.0        0.9       16.2       20.6
 
Number of Traders in Each Category                                    Total Traders:        99 
        14         21          6         14          4          5         18         13          5          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    86,220
Positions
    27,201     35,676      2,097     17,342     11,710      1,962     18,329     11,132      1,671      2,900      3,452        741     13,978     17,779
 
Changes from:       February 5, 2019                                 Total Change is:    -1,974
    -2,508        819        155        710      4,807      1,332     -1,647     -8,302     -1,151        249       -350        295        592        421
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       41.4        2.4       20.1       13.6        2.3       21.3       12.9        1.9        3.4        4.0        0.9       16.2       20.6
 
Number of Traders in Each Category                                    Total Traders:        99 
        14         21          6         14          4          5         18         13          5          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    29,987
Positions
    10,556     24,659          0     17,206      1,258        406        405      2,445          0          0        446          0      1,414        773
 
Changes from:       February 5, 2019                                 Total Change is:      -248
         0          0          0        -67          0        -84          0        -95          0          0          0          0        -97        -69
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       82.2        0.0       57.4        4.2        1.4        1.4        8.2        0.0        0.0        1.5        0.0        4.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          4          0         11          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   810,271
Positions
    52,742     98,015     78,436    246,222    139,139     67,848     50,024     71,256    170,575     17,114     51,241     25,030    102,281    108,731
 
Changes from:       February 5, 2019                                 Total Change is:     8,793
     4,856     -5,384      1,320       -941      6,657       -213     -4,318     -8,065      7,160        -92        837      1,214       -194      5,265
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       12.1        9.7       30.4       17.2        8.4        6.2        8.8       21.1        2.1        6.3        3.1       12.6       13.4
 
Number of Traders in Each Category                                    Total Traders:       624 
        39         35         47        166        104        140         72        107        106         53         48         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    88,079
Positions
    24,869      5,621     10,273      3,261      8,769      2,289     13,609      2,389     14,738         46         12        196     18,797     43,791
 
Changes from:       February 5, 2019                                 Total Change is:     2,960
       746     -1,262        653         68       -271        276        414     -2,251      1,951          9        -76        -39     -1,118      3,978
 
Percent of Open Interest Represented by Each Category of Trader
      28.2        6.4       11.7        3.7       10.0        2.6       15.5        2.7       16.7        0.1        0.0        0.2       21.3       49.7
 
Number of Traders in Each Category                                    Total Traders:        54 
         9          6          7          .          4          .         11         12         22          5          4          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    12,550
Positions
     2,770      9,839          0      7,036        857        161        483        574          0          0          0          0      2,100      1,119
 
Changes from:       February 5, 2019                                 Total Change is:      -518
       -83       -504          0       -534        857          0          0       -857          0          0          0          0         99        -14
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       78.4        0.0       56.1        6.8        1.3        3.8        4.6        0.0        0.0        0.0        0.0       16.7        8.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          8          0          6          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 3,610,962
Positions
   249,679    572,285    230,499  1,223,764    660,810    318,832    245,829    408,091    715,432     85,341    256,144    124,165    417,420    324,702
 
Changes from:       February 5, 2019                                 Total Change is:    29,164
    13,388    -27,766     10,497     -4,902     34,785     -2,588    -35,107    -40,523     37,495       -503      4,565      6,263      4,623      6,436
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       15.8        6.4       33.9       18.3        8.8        6.8       11.3       19.8        2.4        7.1        3.4       11.6        9.0
 
Number of Traders in Each Category                                    Total Traders:       611 
        37         37         44        168        101        138         70        103        101         50         45         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    15,540
Positions
     6,233     14,407          1      5,705        369          4      1,139          0          0        836          0          0      1,622        759
 
Changes from:       February 5, 2019                                 Total Change is:       270
         0        202          0         31          0        -28          0          0          0          0          0          0        267         96
 
Percent of Open Interest Represented by Each Category of Trader
      40.1       92.7        0.0       36.7        2.4        0.0        7.3        0.0        0.0        5.4        0.0        0.0       10.4        4.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          8          .          5          .          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    16,065
Positions
    11,706     12,467          0      3,270      1,400         61        228        814          0          0        825          0        800        498
 
Changes from:       February 5, 2019                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      72.9       77.6        0.0       20.4        8.7        0.4        1.4        5.1        0.0        0.0        5.1        0.0        5.0        3.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          7          0          .          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    19,331
Positions
     7,729     10,514          0      4,347      5,007        799      1,444      1,060          0          0        890          0      5,012      1,061
 
Changes from:       February 5, 2019                                 Total Change is:    -1,730
    -4,200      2,633          0          0     -4,138        -78          0          0          0          0          0          0      2,548       -147
 
Percent of Open Interest Represented by Each Category of Trader
      40.0       54.4        0.0       22.5       25.9        4.1        7.5        5.5        0.0        0.0        4.6        0.0       25.9        5.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         5          6          0          5          4          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    65,107
Positions
    10,847      7,308      3,276     37,872     37,441      3,131      1,350      4,852         45        263      4,509          0      8,323      4,545
 
Changes from:       February 5, 2019                                 Total Change is:      -548
      -587      1,138       -692      2,028       -547       -540       -413      1,228       -538          0          0          0        194       -597
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       11.2        5.0       58.2       57.5        4.8        2.1        7.5        0.1        0.4        6.9        0.0       12.8        7.0
 
Number of Traders in Each Category                                    Total Traders:        78 
         5          6          .         32         20         16          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    47,139
Positions
    17,201     10,335        512     11,252     12,988        653      6,114      7,933      4,146      1,692      1,567         37      5,533      8,970
 
Changes from:       February 5, 2019                                 Total Change is:      -448
       532        106        -97        197      3,275        -63       -732     -2,601       -621        502        118          3       -169       -568
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       21.9        1.1       23.9       27.6        1.4       13.0       16.8        8.8        3.6        3.3        0.1       11.7       19.0
 
Number of Traders in Each Category                                    Total Traders:       237 
        22         19          8         51         35         25         32         49         33          9         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   235,696
Positions
    86,004     51,673      2,561     56,260     64,939      3,263     30,570     39,665     20,730      8,459      7,833        184     27,667     44,848
 
Changes from:       February 5, 2019                                 Total Change is:    -2,242
     2,661        528       -487        983     16,375       -315     -3,662    -13,005     -3,105      2,511        592         16       -844     -2,841
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       21.9        1.1       23.9       27.6        1.4       13.0       16.8        8.8        3.6        3.3        0.1       11.7       19.0
 
Number of Traders in Each Category                                    Total Traders:       237 
        22         19          8         51         35         25         32         49         33          9         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   501,478
Positions
   102,498     74,037     11,293    253,833    231,652     39,879     57,785     88,175      9,868      9,088     26,855        171     17,062     19,548
 
Changes from:       February 5, 2019                                 Total Change is:     4,616
    -3,285      7,219       -244     25,743     45,037       -711    -17,622    -50,363      1,701     -1,326      2,928       -251        611       -700
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       14.8        2.3       50.6       46.2        8.0       11.5       17.6        2.0        1.8        5.4        0.0        3.4        3.9
 
Number of Traders in Each Category                                    Total Traders:       293 
        25         17          8         77         59         46         38         58         31          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    26,734
Positions
     5,009      3,462          0     10,716        541        326      3,116     19,249         25      1,921          0          0      5,621      3,131
 
Changes from:       February 5, 2019                                 Total Change is:       546
         0        241        -95         36          0        -18        675       -202         25        446          0          0       -523        595
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       12.9        0.0       40.1        2.0        1.2       11.7       72.0        0.1        7.2        0.0        0.0       21.0       11.7
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0         13          .          .          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    75,999
Positions
    16,028     11,460      1,268     20,378      7,201      2,110     26,414      7,158        452        302        891          0      9,047     45,459
 
Changes from:       February 5, 2019                                 Total Change is:    -2,450
       149        505       -205      2,658      2,528        608     -5,344     -1,847       -418       -483        491          0        585     -4,112
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       15.1        1.7       26.8        9.5        2.8       34.8        9.4        0.6        0.4        1.2        0.0       11.9       59.8
 
Number of Traders in Each Category                                    Total Traders:        70 
        16          6          .         16          7          7         12         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   308,397
Positions
    29,427    185,122      3,187    225,961     78,284     20,158     14,742     12,269        108      5,976      1,701          0      8,838      7,568
 
Changes from:       February 5, 2019                                 Total Change is:    -3,213
     1,388     -2,981        147     -5,439      3,117      1,275       -399     -3,965         24        -11          0          0       -198       -830
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       60.0        1.0       73.3       25.4        6.5        4.8        4.0        0.0        1.9        0.6        0.0        2.9        2.5
 
Number of Traders in Each Category                                    Total Traders:       156 
        11         11          5         63         35         27         15         13          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 1,390,659
Positions
    89,720    939,968      3,589  1,049,518    231,671    100,171     82,172     89,484      1,607     33,561     11,551        553     29,768     12,065
 
Changes from:       February 5, 2019                                 Total Change is:     4,151
    -1,536     -1,068       -515     15,459      5,506      2,038     -7,049     -1,337        -96     -4,265       -285       -341        456        249
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       67.6        0.3       75.5       16.7        7.2        5.9        6.4        0.1        2.4        0.8        0.0        2.1        0.9
 
Number of Traders in Each Category                                    Total Traders:       427 
        23         21          9        186         64         82         58         34         14         33          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    76,499
Positions
    29,590     47,359     28,297      7,240          0        305     10,012          0        478        552          0          0         25         60
 
Changes from:       February 5, 2019                                 Total Change is:       757
       396      1,198       -441      1,832          0          0     -1,030          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       61.9       37.0        9.5        0.0        0.4       13.1        0.0        0.6        0.7        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        32 
         4         15          7          8          0          .          .          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 1,157,076
Positions
     6,691     84,511     39,551    483,509    360,942    205,606     59,973     97,125    153,274     24,972     29,671     10,735    172,765    175,661
 
Changes from:       February 5, 2019                                 Total Change is:    16,083
      -476         67      2,159      3,149     19,567      6,623    -14,561    -17,154     13,197      1,705     -6,649     -4,029      8,316      2,302
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        7.3        3.4       41.8       31.2       17.8        5.2        8.4       13.2        2.2        2.6        0.9       14.9       15.2
 
Number of Traders in Each Category                                    Total Traders:       185 
         6         18         19         61         31         55         21         33         46          7          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 1,225,966
Positions
    10,336    246,736      2,738    747,735     39,520    191,875     25,801    612,346     37,659     44,820          0        262    164,740     94,830
 
Changes from:       February 5, 2019                                 Total Change is:    44,138
     2,756     19,303        560     12,002     -7,915      4,879     -2,606     18,738     14,926       -378     -6,235       -257     12,256        139
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       20.1        0.2       61.0        3.2       15.7        2.1       49.9        3.1        3.7        0.0        0.0       13.4        7.7
 
Number of Traders in Each Category                                    Total Traders:       132 
         4         13          9         65         10         48         10         27         22          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,278,696
Positions
   126,184    262,103     41,668  1,333,030    300,362    283,502    525,128  1,752,564    314,733    436,698    178,537     27,725    190,028    117,501
 
Changes from:       February 5, 2019                                 Total Change is:   211,354
   -13,747      3,639     16,330     83,707     18,954     11,262     55,527    202,935     37,918      6,230    -69,449     -1,335     15,460     -8,901
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        8.0        1.3       40.7        9.2        8.6       16.0       53.5        9.6       13.3        5.4        0.8        5.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       343 
        13         35         14        103         34         71         56         58         48         23         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 4,758,925
Positions
   164,424    334,515    213,976  1,890,634    898,981    783,410    310,933  1,237,848    567,452    303,966    240,049     54,434    469,697    428,260
 
Changes from:       February 5, 2019                                 Total Change is:   122,748
     5,776     29,135     11,269     90,677     61,568     50,684    -46,956     37,243     18,388     30,023    -50,453    -32,338     -4,774     -2,747
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        7.0        4.5       39.7       18.9       16.5        6.5       26.0       11.9        6.4        5.0        1.1        9.9        9.0
 
Number of Traders in Each Category                                    Total Traders:       429 
        26         38         47        107         72        112         71         74         98         26         15         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   683,695
Positions
    15,647     87,620      1,328    270,388    208,765     86,658    125,918    117,440      7,982     61,230     16,602        500    114,044    156,800
 
Changes from:       February 5, 2019                                 Total Change is:    -9,347
      -305    -14,782       -155      8,176     11,778     -5,294    -21,930      6,302      3,329     -4,066    -16,418          0     10,898      5,893
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       12.8        0.2       39.5       30.5       12.7       18.4       17.2        1.2        9.0        2.4        0.1       16.7       22.9
 
Number of Traders in Each Category                                    Total Traders:       105 
         .          8          .         28         36         41         12          9          8          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,799,962
Positions
   110,817    428,866    125,467  2,407,030    779,609    669,259    489,458  1,681,853    374,129    234,443    342,881     15,409    373,949    382,489
 
Changes from:       February 5, 2019                                 Total Change is:     6,967
   -19,615     25,295     22,802     56,625    311,644     -4,069    -54,217   -238,435     17,175     17,171   -124,845        215    -29,121     -2,814
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        8.9        2.6       50.1       16.2       13.9       10.2       35.0        7.8        4.9        7.1        0.3        7.8        8.0
 
Number of Traders in Each Category                                    Total Traders:       352 
        14         35         27         97         56         93         42         68         61         15         25          8
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,825,942
Positions
   510,805    246,654    473,602     33,679     16,676     81,680    187,370    490,327    415,539     57,565     13,228     27,216     38,486     61,020
 
Changes from:       February 5, 2019                                 Total Change is:    74,510
    58,490     18,964    -29,556     -5,456          0     -1,001     37,854    149,696     61,263      6,190    -72,620    -49,379     -3,895     -2,857
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       13.5       25.9        1.8        0.9        4.5       10.3       26.9       22.8        3.2        0.7        1.5        2.1        3.3
 
Number of Traders in Each Category                                    Total Traders:       154 
        23         32         49          5          5          5         28         38         47          6          9         11
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is23,673,667
Positions
 2,886,885  1,322,028  5,032,661    463,809  1,498,973  1,723,783  1,028,364    871,359 11,363,591    121,456    395,212    335,885    717,232  1,130,177
 
Changes from:       February 5, 2019                                 Total Change is:   515,721
   -37,846    -18,420    127,143     42,179    205,272   -127,801    -82,317   -123,925  1,395,435     12,201    -39,221   -781,409    -31,864   -121,353
 
Percent of Open Interest Represented by Each Category of Trader
      12.2        5.6       21.3        2.0        6.3        7.3        4.3        3.7       48.0        0.5        1.7        1.4        3.0        4.8
 
Number of Traders in Each Category                                    Total Traders:       324 
        24         48         68         14         38         49         50         89        123         17         31         31
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    47,474
Positions
     5,830     16,960      7,665        134          0          0     22,621     11,671     10,834         25          0          0        365        344
 
Changes from:       February 5, 2019                                 Total Change is:     5,663
     5,616     -2,449      3,638          0          0          0      1,401      9,534        534          0          0          0     -5,526     -5,594
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       35.7       16.1        0.3        0.0        0.0       47.6       24.6       22.8        0.1        0.0        0.0        0.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          9          7          .          0          0         13          7         15          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    44,754
Positions
    14,794     10,141      8,828        551      2,400        400     11,204     14,722      7,471      1,204          0          0        302        792
 
Changes from:       February 5, 2019                                 Total Change is:    11,234
    -1,370      1,946      6,541       -100          0        400      4,216        949      1,450          0          0          0         97        -52
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       22.7       19.7        1.2        5.4        0.9       25.0       32.9       16.7        2.7        0.0        0.0        0.7        1.8
 
Number of Traders in Each Category                                    Total Traders:        45 
         6          9          7          .          .          .         12         13         18          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    29,654
Positions
       668      4,057          0      1,346      8,360         15     12,135     12,627        111     15,345      1,235          0         34      3,249
 
Changes from:       February 5, 2019                                 Total Change is:       411
        78         82          0          4        118          5       -707         42        -29      1,090          0          0        -30        193
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       13.7        0.0        4.5       28.2        0.1       40.9       42.6        0.4       51.7        4.2        0.0        0.1       11.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          .         10          .          .          7          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    14,899
Positions
     5,731      2,216          0        730      2,124         55      8,371      8,199          0          0        407          0         12      1,898
 
Changes from:       February 5, 2019                                 Total Change is:        93
       -82         -2          0          0        -94          8        183        179          0          0          0          0        -16          2
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       14.9        0.0        4.9       14.3        0.4       56.2       55.0        0.0        0.0        2.7        0.0        0.1       12.7
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0          .          8          .          .          7          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     3,959
Positions
        55          0          0          0         27          0        426      2,301        441      1,219        533        236      1,582        421
 
Changes from:       February 5, 2019                                 Total Change is:       287
         0          0          0          0         27          0         55        -15         78         54         99        105         -5         -7
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        0.0        0.0        0.0        0.7        0.0       10.8       58.1       11.1       30.8       13.5        6.0       40.0       10.6
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          0          0          0          .          0          6         12          4         18          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,361
Positions
         0         97         11        134        205         15      1,697      2,090        232        510        462          0        762        249
 
Changes from:       February 5, 2019                                 Total Change is:      -520
         0          0         11        102        -86         15       -835       -339       -141        265        108         -4         67        -84
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.9        0.3        4.0        6.1        0.4       50.5       62.2        6.9       15.2       13.7        0.0       22.7        7.4
 
Number of Traders in Each Category                                    Total Traders:        44 
         0          .          .          .          .          .          9         17          6          8          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    56,574
Positions
       136     36,804          0     19,168      2,169        394     28,145     11,902      2,056      3,067        749         63      3,545      2,436
 
Changes from:       February 5, 2019                                 Total Change is:    -1,294
      -230        -10          0      6,893       -480        -46     -8,113     -1,133        125        392       -114         17       -332        347
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       65.1        0.0       33.9        3.8        0.7       49.7       21.0        3.6        5.4        1.3        0.1        6.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       104 
         .          .          0         13          7          .         35         14          9         22          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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   364,851
Positions
    45,372     22,136     25,064     67,723     68,078     25,407     58,978     78,689    101,137      8,727      5,292      9,383     23,060     29,665
 
Changes from:       February 5, 2019                                 Total Change is:    21,349
    15,267     -4,631      3,934     -1,844     36,197       -415      1,351    -15,756      6,311       -201     -1,262     -2,624       -430       -405
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        6.1        6.9       18.6       18.7        7.0       16.2       21.6       27.7        2.4        1.5        2.6        6.3        8.1
 
Number of Traders in Each Category                                    Total Traders:       182 
        11         12         17         25         25         26         40         43         50          9          8          9
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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    29,130
Positions
       959        692      1,143     17,382     17,076        189      7,908      9,443        100      1,247        441          0        202         46
 
Changes from:       February 5, 2019                                 Total Change is:     1,775
        89        -46          0        480      3,041          0      1,722     -1,064          0         10          6          0       -526       -162
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        2.4        3.9       59.7       58.6        0.6       27.1       32.4        0.3        4.3        1.5        0.0        0.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          .         11          4          .          7          8          .          9          .          0
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Updated February 26, 2019