Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   186,072
Positions
     6,567     87,501      5,488     42,487     18,534      6,263     58,663     30,778     11,548     17,856      2,071        198     37,002     23,690
 
Changes from:       November 12, 2019                                Total Change is:    -8,084
       -30    -20,181      2,744    -11,107      4,720       -248     -2,014        253      3,186       -346         -8        102       -371      1,348
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       47.0        2.9       22.8       10.0        3.4       31.5       16.5        6.2        9.6        1.1        0.1       19.9       12.7
 
Number of Traders in Each Category                                    Total Traders:       116 
         5         10          7         22         11         12         28         24         13         13          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    69,946
Positions
    38,728      1,566        283      2,005     27,071        481     17,174     14,845        895        968      1,565          0      9,412     23,240
 
Changes from:       November 12, 2019                                Total Change is:       254
       237         32         52      1,124      1,898         10     -1,255       -966        211          0          0          0       -124       -982
 
Percent of Open Interest Represented by Each Category of Trader
      55.4        2.2        0.4        2.9       38.7        0.7       24.6       21.2        1.3        1.4        2.2        0.0       13.5       33.2
 
Number of Traders in Each Category                                    Total Traders:        60 
         9          .          .          .         16          .         12         15          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   244,447
Positions
    60,249     44,343      6,659     61,714     69,342      8,675     40,558     53,115     22,600      9,713      7,613         97     34,183     32,003
 
Changes from:       November 12, 2019                                Total Change is:    12,047
      -149      4,589        507      2,715      1,857        983       -585      2,859      1,755      1,686     -1,532         -7      5,141      1,035
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       18.1        2.7       25.2       28.4        3.5       16.6       21.7        9.2        4.0        3.1        0.0       14.0       13.1
 
Number of Traders in Each Category                                    Total Traders:       118 
         4         10          8         20         27         16         23         28         15          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   204,114
Positions
    65,867     29,118      4,501     35,081     50,478     12,250     34,945     50,800     16,081      1,995      7,223        120     33,274     33,542
 
Changes from:       November 12, 2019                                Total Change is:      -978
    -6,213       -552        354      2,987      3,724      1,104       -277     -3,044       -625        144        -37         94      1,454     -1,996
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       14.3        2.2       17.2       24.7        6.0       17.1       24.9        7.9        1.0        3.5        0.1       16.3       16.4
 
Number of Traders in Each Category                                    Total Traders:       115 
         8          7          6         12         25         13         26         29         17          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   625,648
Positions
    38,760    155,023     14,259    351,263    176,064     33,696     41,282    132,717     33,175     14,777     12,811      6,292     92,144     61,611
 
Changes from:       November 12, 2019                                Total Change is:     9,256
     2,220     -3,470        977       -850      9,509        661      6,443     -6,576        622     -5,576      1,487      5,227       -468        820
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       24.8        2.3       56.1       28.1        5.4        6.6       21.2        5.3        2.4        2.0        1.0       14.7        9.8
 
Number of Traders in Each Category                                    Total Traders:       296 
        18          8         16         88         45         52         41         47         29         25         24         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    26,130
Positions
       756      7,940          0      9,009      6,973      2,678      2,365      1,805          0          0          0          0     11,322      6,734
 
Changes from:       November 12, 2019                                Total Change is:      -601
         0         26          0       -245         49          0       -422          0          0          0       -410         -2         68       -264
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       30.4        0.0       34.5       26.7       10.2        9.1        6.9        0.0        0.0        0.0        0.0       43.3       25.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0         12          6          9          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    22,481
Positions
     5,319      1,903        613      6,845     10,602      2,023        448      1,843          0          0        881         49      7,184      4,567
 
Changes from:       November 12, 2019                                Total Change is:       419
         2         29         54       -186        262         -1        448        -77          0          0        350          0        102       -198
 
Percent of Open Interest Represented by Each Category of Trader
      23.7        8.5        2.7       30.4       47.2        9.0        2.0        8.2        0.0        0.0        3.9        0.2       32.0       20.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          6          8          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   187,560
Positions
    78,710     11,184      1,653     15,917     66,833      4,067     40,253     48,222     10,296      6,467     10,285        467     29,731     34,554
 
Changes from:       November 12, 2019                                Total Change is:    12,076
    10,985       -286       -297         55      8,130        456      4,608      3,897        196     -2,132        -58         -6     -1,789         44
 
Percent of Open Interest Represented by Each Category of Trader
      42.0        6.0        0.9        8.5       35.6        2.2       21.5       25.7        5.5        3.4        5.5        0.2       15.9       18.4
 
Number of Traders in Each Category                                    Total Traders:       101 
         7          4          7         10         22         11         17         34         14          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    55,198
Positions
       900     42,273         20     44,760          0          9      6,151      8,645          0      1,308      3,086          0      2,050      1,165
 
Changes from:       November 12, 2019                                Total Change is:      -554
         0        -20         20       -542          0          0       -373       -602          0        231        -10          0        110         58
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       76.6        0.0       81.1        0.0        0.0       11.1       15.7        0.0        2.4        5.6        0.0        3.7        2.1
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          4          .         10          0          .         12          7          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   295,177
Positions
       373    177,105        919    163,321      8,293        195    105,110     82,399      5,120     14,114     17,296          0      6,024      3,850
 
Changes from:       November 12, 2019                                Total Change is:    -3,708
      -222       -183         33        605       -289        -20     -4,924     -3,974      1,177       -250       -519          0       -107         67
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       60.0        0.3       55.3        2.8        0.1       35.6       27.9        1.7        4.8        5.9        0.0        2.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       172 
         .         12          .         33          9          .         53         35         15         11         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    57,196
Positions
    44,021          0          2      4,288     41,726          0      2,619     10,955        788      2,125      1,529          0      3,353      2,196
 
Changes from:       November 12, 2019                                Total Change is:     3,489
       103          0          2         63      3,817          0        957       -788        746      1,288       -595         -7        338        314
 
Percent of Open Interest Represented by Each Category of Trader
      77.0        0.0        0.0        7.5       73.0        0.0        4.6       19.2        1.4        3.7        2.7        0.0        5.9        3.8
 
Number of Traders in Each Category                                    Total Traders:        56 
         5          0          .          5          7          0         11         19          4          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    73,703
Positions
    50,103      2,293        185      4,062     32,369        254     12,579     29,270        592      3,017      3,052         66      2,845      5,622
 
Changes from:       November 12, 2019                                Total Change is:    -6,249
    -2,271        -72       -111        333     -3,812        181     -3,851     -2,310        -99        -30        276       -102       -299       -200
 
Percent of Open Interest Represented by Each Category of Trader
      68.0        3.1        0.3        5.5       43.9        0.3       17.1       39.7        0.8        4.1        4.1        0.1        3.9        7.6
 
Number of Traders in Each Category                                    Total Traders:       105 
         9          .          .          5         26          .         25         23          9          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    15,292
Positions
       973      1,500          0     12,058      3,221          0      1,508      8,376          0          0        369          0        753      1,826
 
Changes from:       November 12, 2019                                Total Change is:     1,551
         2          0         -1        210        899          0      1,353        872          0          0         40          0        -13       -259
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        9.8        0.0       78.9       21.1        0.0        9.9       54.8        0.0        0.0        2.4        0.0        4.9       11.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          .          4          0          4          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    55,493
Positions
    13,547     32,298      1,482     15,632      1,525      1,614     12,151      5,611      1,737        617      2,024          0      8,712      9,202
 
Changes from:       November 12, 2019                                Total Change is:    -1,802
       182     -2,380        209       -583        577       -111     -1,480        162       -468         33        194          0        416         16
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       58.2        2.7       28.2        2.7        2.9       21.9       10.1        3.1        1.1        3.6        0.0       15.7       16.6
 
Number of Traders in Each Category                                    Total Traders:       111 
        11         22          7         16          4          7         31         16          8          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   110,986
Positions
    27,094     64,596      2,964     31,264      3,049      3,228     24,302     11,221      3,475      1,234      4,048          0     17,425     18,405
 
Changes from:       November 12, 2019                                Total Change is:    -3,603
       363     -4,761        417     -1,165      1,153       -221     -2,960        324       -936         66        388          0        832         33
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       58.2        2.7       28.2        2.7        2.9       21.9       10.1        3.1        1.1        3.6        0.0       15.7       16.6
 
Number of Traders in Each Category                                    Total Traders:       111 
        11         22          7         16          4          7         31         16          8          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    29,798
Positions
     2,716     20,356          0     24,590        840        292          0      6,219          0          0        448          0      2,200      1,643
 
Changes from:       November 12, 2019                                Total Change is:    -4,111
      -200     -5,372          0     -3,548          0          0          0      1,409          0          0          0          0       -363       -148
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       68.3        0.0       82.5        2.8        1.0        0.0       20.9        0.0        0.0        1.5        0.0        7.4        5.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0         14          .          .          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   794,881
Positions
    58,095    135,457     67,612    289,888    109,095     62,899     37,296     94,924    167,206     18,595     64,680      6,005     87,285     87,003
 
Changes from:       November 12, 2019                                Total Change is:     1,749
     2,250      1,560      5,123        232        879       -608      1,563      3,071     -6,338       -484     -5,058       -126        137      3,246
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       17.0        8.5       36.5       13.7        7.9        4.7       11.9       21.0        2.3        8.1        0.8       11.0       10.9
 
Number of Traders in Each Category                                    Total Traders:       638 
        36         38         52        174         93        128         76        109        102         46         66         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    66,696
Positions
     9,101     10,433      1,900      2,017      1,445      5,483      3,009      2,372     21,475         24         49        389     23,298     23,151
 
Changes from:       November 12, 2019                                Total Change is:     1,522
     3,025     -2,461         22          0        -22        386      1,547        687       -192         16          3        -67     -3,215      3,166
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       15.6        2.8        3.0        2.2        8.2        4.5        3.6       32.2        0.0        0.1        0.6       34.9       34.7
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          6          7          .          .          .          8         14         18          6          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 3,640,924
Positions
   295,366    675,514    278,168  1,441,807    540,702    284,626    186,036    477,362    714,057     92,853    323,157     28,077    319,934    319,260
 
Changes from:       November 12, 2019                                Total Change is:     1,134
    19,663     43,646      1,967      1,287      4,632     -5,099      7,181     19,019    -37,830     -2,499    -25,303       -298     16,762        399
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       18.6        7.6       39.6       14.9        7.8        5.1       13.1       19.6        2.6        8.9        0.8        8.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       625 
        36         38         51        175         91        127         75        105         97         41         64         54
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    23,843
Positions
    11,865     14,346          0      7,616      2,640        982        435      2,386          0          0        357          0      2,945      3,132
 
Changes from:       November 12, 2019                                Total Change is:       467
         0        504          0        469        -78          0          0          0          0          0          0          0         -2         41
 
Percent of Open Interest Represented by Each Category of Trader
      49.8       60.2        0.0       31.9       11.1        4.1        1.8       10.0        0.0        0.0        1.5        0.0       12.4       13.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          9          0          5          .          .          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    22,227
Positions
     5,003     10,173        840     12,948          0          0        852      1,670          0          0          0          0      2,584      9,544
 
Changes from:       November 12, 2019                                Total Change is:        21
         0       -714        783     -1,028          0          0         -1        -32         -2          0          0          0        269        -14
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       45.8        3.8       58.3        0.0        0.0        3.8        7.5        0.0        0.0        0.0        0.0       11.6       42.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          .          6          0          0          .          .          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    11,136
Positions
     4,472      8,635          0      4,329      1,773          0      1,064          0          0          0          0          0      1,271        728
 
Changes from:       November 12, 2019                                Total Change is:       737
       794        -83          0         88        990          0         51          0          0          0          0          0       -196       -170
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       77.5        0.0       38.9       15.9        0.0        9.6        0.0        0.0        0.0        0.0        0.0       11.4        6.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          9          0          6          .          0          .          0          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    13,160
Positions
     3,720      7,026      1,000      3,002      1,197      1,415      1,051        904          0          0          0          0      2,972      1,618
 
Changes from:       November 12, 2019                                Total Change is:      -333
      -125        144          0        -72        195       -591        133         21          0          0          0          0        322       -102
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       53.4        7.6       22.8        9.1       10.8        8.0        6.9        0.0        0.0        0.0        0.0       22.6       12.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          6          .          4          .          .          .          .          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    73,584
Positions
     4,643     20,112        276     50,670     35,331      2,536      3,374      3,661      1,048          0      6,646          0     11,037      3,974
 
Changes from:       November 12, 2019                                Total Change is:       113
    -1,527        125        -54      1,233        484       -478        -52      1,027        473          0       -984          0        518       -480
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       27.3        0.4       68.9       48.0        3.4        4.6        5.0        1.4        0.0        9.0        0.0       15.0        5.4
 
Number of Traders in Each Category                                    Total Traders:        89 
         5         10          .         34         22         12         10          6          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    49,805
Positions
     6,394      9,981        995     19,440      7,724      1,038     10,312     13,818      3,663        774      2,571        115      7,074      9,900
 
Changes from:       November 12, 2019                                Total Change is:      -434
      -307     -1,136         94        393       -349         26       -530        864       -302         13         93          4        176        272
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       20.0        2.0       39.0       15.5        2.1       20.7       27.7        7.4        1.6        5.2        0.2       14.2       19.9
 
Number of Traders in Each Category                                    Total Traders:       250 
        17         26         10         54         31         32         39         50         26         10         22          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   249,024
Positions
    31,969     49,903      4,975     97,202     38,622      5,191     51,559     69,092     18,314      3,869     12,854        573     35,372     49,500
 
Changes from:       November 12, 2019                                Total Change is:    -2,171
    -1,535     -5,680        468      1,963     -1,743        128     -2,652      4,320     -1,509         64        463         20        881      1,361
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       20.0        2.0       39.0       15.5        2.1       20.7       27.7        7.4        1.6        5.2        0.2       14.2       19.9
 
Number of Traders in Each Category                                    Total Traders:       250 
        17         26         10         54         31         32         39         50         26         10         22          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   481,084
Positions
    60,695    114,579     10,053    262,467    196,322     33,716     64,448     64,126     13,568     10,181     28,576        592     25,365     19,552
 
Changes from:       November 12, 2019                                Total Change is:     3,161
      -121      4,843        606      7,047     -6,082        101     -4,046      2,794     -1,318        678        208        -43        256      2,052
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       23.8        2.1       54.6       40.8        7.0       13.4       13.3        2.8        2.1        5.9        0.1        5.3        4.1
 
Number of Traders in Each Category                                    Total Traders:       311 
        18         25          9         85         56         38         49         48         31         15         15          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    34,505
Positions
     4,179      6,967          0     12,458      1,083         31     10,597     21,152         38      1,436        555        405      5,361      4,274
 
Changes from:       November 12, 2019                                Total Change is:       213
         0        303          0        -80        -13        -12          0        826         -9         58       -364        -14        270       -504
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       20.2        0.0       36.1        3.1        0.1       30.7       61.3        0.1        4.2        1.6        1.2       15.5       12.4
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          .          0         14          .          .          4          5          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    70,433
Positions
     9,463     24,469        410     16,316     13,562        834     32,603     18,897        546        604      2,361        385      9,272      8,969
 
Changes from:       November 12, 2019                                Total Change is:    -1,937
       307     -2,402        -21      1,043     -1,603          8      2,336     -1,259        196       -399       -586        -14     -5,393      3,744
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       34.7        0.6       23.2       19.3        1.2       46.3       26.8        0.8        0.9        3.4        0.5       13.2       12.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         9         12          .         14         10          7         19         12          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   369,543
Positions
    43,050    220,643      2,539    267,384     91,043     25,126     19,997     14,078        398      1,170     10,917          0      9,879      4,799
 
Changes from:       November 12, 2019                                Total Change is:     8,699
     3,505      9,682        195      3,747      6,151       -807      1,986     -7,961         -6          2        -41          0         77      1,486
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       59.7        0.7       72.4       24.6        6.8        5.4        3.8        0.1        0.3        3.0        0.0        2.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       180 
        15         15          5         71         37         34         22         12          5          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,419,767
Positions
    75,428    927,062      6,737    999,854    272,432    106,683    120,053     66,958      3,689     70,586     13,509      3,358     33,379     19,339
 
Changes from:       November 12, 2019                                Total Change is:    15,152
     1,128      9,219        240        640     -5,055        950     -1,118      8,565       -674     12,763     -2,278        -82      1,305      4,267
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       65.3        0.5       70.4       19.2        7.5        8.5        4.7        0.3        5.0        1.0        0.2        2.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       429 
        29         18          8        172         72         88         60         29         16         40          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   121,946
Positions
    43,119     85,227     36,066     20,291          0        420     19,854          0        172      1,994          0          0         30         61
 
Changes from:       November 12, 2019                                Total Change is:       738
     1,242       -880      1,626        -97          0          0     -2,025          0         -8          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       69.9       29.6       16.6        0.0        0.3       16.3        0.0        0.1        1.6        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        43 
         5         17         15          8          0          .         10          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,281,528
Positions
     5,700    126,797     57,289    478,638    288,594    210,762     60,160    204,269    200,406     78,174     29,014     10,731    179,667    153,666
 
Changes from:       November 12, 2019                                Total Change is:   -21,865
    -3,899     -3,780     -9,094     -8,811      5,784     -1,110       -103    -10,230      7,363      3,858        724     -5,158     -4,910     -6,364
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        9.9        4.5       37.3       22.5       16.4        4.7       15.9       15.6        6.1        2.3        0.8       14.0       12.0
 
Number of Traders in Each Category                                    Total Traders:       186 
         9         14         15         61         26         52         29         29         39         12          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 1,217,858
Positions
    46,784    150,782     12,253    671,422     73,731    184,561     69,987    666,689     26,500     43,937      6,497          1    162,413     96,844
 
Changes from:       November 12, 2019                                Total Change is:    29,513
     1,674     12,490      5,127     12,003     -1,934        652      2,812      9,742      2,731      2,595         28          0      1,919        677
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       12.4        1.0       55.1        6.1       15.2        5.7       54.7        2.2        3.6        0.5        0.0       13.3        8.0
 
Number of Traders in Each Category                                    Total Traders:       140 
         6         10          6         67         15         57         13         23         21          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 4,065,932
Positions
    87,857    245,757     99,900  1,777,699    870,030    320,731    834,919  1,917,916    336,576    403,188    154,179      8,898    196,163    111,944
 
Changes from:       November 12, 2019                                Total Change is:  -119,824
    -5,636    -18,601     33,338    -44,272     63,346    -11,313    -76,595   -163,083    -18,880      7,389      6,611     -3,525       -330     -7,717
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        6.0        2.5       43.7       21.4        7.9       20.5       47.2        8.3        9.9        3.8        0.2        4.8        2.8
 
Number of Traders in Each Category                                    Total Traders:       375 
        25         27         19        123         32         74         76         47         64         29         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 4,853,205
Positions
   194,673    302,935    352,762  1,702,749    730,302    897,016    360,102  1,260,887    670,963    207,295    173,005     36,807    430,839    428,529
 
Changes from:       November 12, 2019                                Total Change is:    51,722
        62     12,104        277     73,085    -23,881     11,203     51,723     88,324    -14,668    -82,654      8,540     -4,185     16,878    -25,991
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        6.2        7.3       35.1       15.0       18.5        7.4       26.0       13.8        4.3        3.6        0.8        8.9        8.8
 
Number of Traders in Each Category                                    Total Traders:       418 
        23         40         48        105         72        111         69         66         91         29         14         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   888,339
Positions
    91,594     30,814      8,475    291,316    311,770    158,124    166,940    176,683     15,848     51,748     24,196         24    104,270    162,405
 
Changes from:       November 12, 2019                                Total Change is:    20,366
    -3,313      3,361      2,388     17,258        919      6,159     -1,972      2,500     -2,380     -1,087        268          0      3,313      7,151
 
Percent of Open Interest Represented by Each Category of Trader
      10.3        3.5        1.0       32.8       35.1       17.8       18.8       19.9        1.8        5.8        2.7        0.0       11.7       18.3
 
Number of Traders in Each Category                                    Total Traders:       118 
         7          7          6         27         40         42         16         14         15          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 4,964,901
Positions
   116,894    385,266    224,640  2,022,532    827,857    976,679    516,376  1,540,235    437,344    318,960    224,273     13,697    337,778    334,910
 
Changes from:       November 12, 2019                                Total Change is:  -161,464
     6,207     23,167    -16,307     16,021    -13,075      6,649    -82,335   -107,324    -77,157    -24,681     23,813     -3,141     13,281      1,911
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        7.8        4.5       40.7       16.7       19.7       10.4       31.0        8.8        6.4        4.5        0.3        6.8        6.7
 
Number of Traders in Each Category                                    Total Traders:       329 
        12         32         23         90         51         84         45         62         60         22         15          8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,036,520
Positions
   250,088    378,570    624,084      6,352    145,555     24,317    549,968    297,545    506,501     23,334      8,950      8,323     43,552     42,674
 
Changes from:       November 12, 2019                                Total Change is:    84,916
    45,413     41,939     -8,793      2,157     -3,338    -11,224     61,842     71,757     -2,193      4,499          0     -1,245     -5,540     -1,988
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       18.6       30.6        0.3        7.1        1.2       27.0       14.6       24.9        1.1        0.4        0.4        2.1        2.1
 
Number of Traders in Each Category                                    Total Traders:       158 
        28         32         50          7          6         10         43         28         53          7          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 is24,098,045
Positions
 2,896,168  1,805,340  4,951,995    615,738  2,380,050  1,574,798  1,106,974    287,668 11,763,900    210,176    149,787    255,422    722,874    929,087
 
Changes from:       November 12, 2019                                Total Change is:   260,025
  -122,559   -101,642    -21,597    -15,701     -6,443     67,994     41,198     25,128    238,441     25,357      3,468      8,128     38,765     46,548
 
Percent of Open Interest Represented by Each Category of Trader
      12.0        7.5       20.5        2.6        9.9        6.5        4.6        1.2       48.8        0.9        0.6        1.1        3.0        3.9
 
Number of Traders in Each Category                                    Total Traders:       275 
        37         38         70         18         18         27         62         54        104         25         16         25
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   172,430
Positions
    12,695     86,730     22,454     15,044      3,600      9,685     78,868     16,135     31,727          0        747        583      1,374        769
 
Changes from:       November 12, 2019                                Total Change is:     9,657
        25      6,965          0        128          0          0      6,091       -674      2,961          0        -99        201        251        303
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       50.3       13.0        8.7        2.1        5.6       45.7        9.4       18.4        0.0        0.4        0.3        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        53 
         .         14          4          .          .          .         15         16         19          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   308,795
Positions
    26,458     52,359     33,269      5,987      7,359     25,200    172,851    141,598     37,763      6,298      7,951        625        344      2,671
 
Changes from:       November 12, 2019                                Total Change is:    33,381
    -7,950      3,745      6,228       -677      1,593      1,321     26,080     11,413      8,723       -343       -348        -24         23        730
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       17.0       10.8        1.9        2.4        8.2       56.0       45.9       12.2        2.0        2.6        0.2        0.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        89 
         7         20         14          .          8          4         20         27         29          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    84,411
Positions
         0     37,831          0      1,479      3,356        176     40,297      7,581     32,005     10,394      1,042          0         60      2,420
 
Changes from:       November 12, 2019                                Total Change is:     4,014
       -28        139          0          0         75        -19      2,921      2,765        939        175        -79          0         26        194
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       44.8        0.0        1.8        4.0        0.2       47.7        9.0       37.9       12.3        1.2        0.0        0.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          5          0          .          9          .          4          7          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    55,430
Positions
       978     24,933          0      1,281        454        115     26,922      2,111     26,124          0          0          0         10      1,693
 
Changes from:       November 12, 2019                                Total Change is:     2,870
        -5        227          0          0         43          0        771        141      2,097          0          0          0          7        362
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       45.0        0.0        2.3        0.8        0.2       48.6        3.8       47.1        0.0        0.0        0.0        0.0        3.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0          .          6          .          6          6          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,735
Positions
    11,499         60     17,652          0        160          0      6,481     17,449     11,243      3,600      3,861        246         14         64
 
Changes from:       November 12, 2019                                Total Change is:       359
         0          0          0          0          0          0         27        -14        343          0          0          0        -11         30
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        0.1       34.8        0.0        0.3        0.0       12.8       34.4       22.2        7.1        7.6        0.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .          0          .          0          .         10          .          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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     3,157
Positions
        38          0          0         67        292          0      1,059      1,914         84        466        334         41      1,402        492
 
Changes from:       November 12, 2019                                Total Change is:        66
         6          0          0        -32        149        -10        147       -129         -3       -170        -24          0        128         83
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.0        0.0        2.1        9.2        0.0       33.5       60.6        2.7       14.8       10.6        1.3       44.4       15.6
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          0          0          .          4          0         11         14          4         12          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    45,307
Positions
       758     33,477          0     13,477      2,625        493     23,548      3,852      1,996      1,492        613        233      3,310      2,018
 
Changes from:       November 12, 2019                                Total Change is:      -899
        90     -2,055          0       -465       -178          7       -627        974        256       -253       -106         37         55        165
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       73.9        0.0       29.7        5.8        1.1       52.0        8.5        4.4        3.3        1.4        0.5        7.3        4.5
 
Number of Traders in Each Category                                    Total Traders:        81 
         .          .          0         13          5          .         28         13          9         11          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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   549,306
Positions
   140,854     23,856     22,162    138,879    145,856     21,187     59,693    175,432    112,016     17,938      3,126     13,640     22,937     32,031
 
Changes from:       November 12, 2019                                Total Change is:    30,331
     8,941        135       -882     -1,913     10,818       -642      1,012      1,695     22,230      3,765     -1,207      2,565     -4,745     -4,381
 
Percent of Open Interest Represented by Each Category of Trader
      25.6        4.3        4.0       25.3       26.6        3.9       10.9       31.9       20.4        3.3        0.6        2.5        4.2        5.8
 
Number of Traders in Each Category                                    Total Traders:       229 
        16         11         15         18         43         23         43         67         55         10          9         16
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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    17,481
Positions
     4,164        671        821      5,516      2,266        966      5,102     12,558        100        565         50          0        247         49
 
Changes from:       November 12, 2019                                Total Change is:    -1,118
       225        -12         12     -1,792         -5          0        418     -1,101          0         46        -20          0        -27          8
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        3.8        4.7       31.6       13.0        5.5       29.2       71.8        0.6        3.2        0.3        0.0        1.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          .          .          9          6          .          .          6          .          9          .          0
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Updated November 22, 2019