Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   180,887
Positions
     8,923     73,810      5,281     38,692     26,781      5,987     55,587     30,760     11,988     17,527      2,079         38     36,863     24,162
 
Changes from:       November 19, 2019                                Total Change is:    -5,185
     2,356    -13,690       -208     -3,795      8,247       -276     -3,075        -18        440       -329          8       -161       -139        472
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       40.8        2.9       21.4       14.8        3.3       30.7       17.0        6.6        9.7        1.1        0.0       20.4       13.4
 
Number of Traders in Each Category                                    Total Traders:       114 
         7          7          7         19         15         12         27         24         16         12          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    79,849
Positions
    44,119      1,581        411      1,910     29,800        471     20,087     21,310      1,175        968      1,436          0     10,708     23,665
 
Changes from:       November 19, 2019                                Total Change is:     9,903
     5,391         15        128        -95      2,729        -10      2,913      6,465        280          0       -129          0      1,296        425
 
Percent of Open Interest Represented by Each Category of Trader
      55.3        2.0        0.5        2.4       37.3        0.6       25.2       26.7        1.5        1.2        1.8        0.0       13.4       29.6
 
Number of Traders in Each Category                                    Total Traders:        69 
         9          .          .          .         18          .         11         23          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   249,571
Positions
    60,620     40,054      9,567     66,109     73,599      8,590     38,579     54,176     21,981     11,552      7,589        102     32,472     33,914
 
Changes from:       November 19, 2019                                Total Change is:     5,124
       371     -4,289      2,909      4,396      4,256        -86     -1,979      1,061       -619      1,839        -24          5     -1,711      1,910
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       16.0        3.8       26.5       29.5        3.4       15.5       21.7        8.8        4.6        3.0        0.0       13.0       13.6
 
Number of Traders in Each Category                                    Total Traders:       121 
         4         10          8         23         26         15         21         30         16          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   218,814
Positions
    75,420     29,788      4,862     36,839     53,402     13,705     37,225     55,806     17,540      3,100      6,797        208     29,916     36,705
 
Changes from:       November 19, 2019                                Total Change is:    14,700
     9,553        670        362      1,758      2,924      1,454      2,280      5,006      1,458      1,105       -426         88     -3,358      3,164
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       13.6        2.2       16.8       24.4        6.3       17.0       25.5        8.0        1.4        3.1        0.1       13.7       16.8
 
Number of Traders in Each Category                                    Total Traders:       126 
         8          8          6         16         22         12         31         31         21          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   629,940
Positions
    37,752    150,316     16,643    349,348    174,770     36,856     39,255    142,229     33,283     22,178     11,701      1,509     93,116     62,633
 
Changes from:       November 19, 2019                                Total Change is:     4,292
    -1,008     -4,707      2,383     -1,915     -1,294      3,161     -2,027      9,512        108      7,401     -1,110     -4,783        973      1,022
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       23.9        2.6       55.5       27.7        5.9        6.2       22.6        5.3        3.5        1.9        0.2       14.8        9.9
 
Number of Traders in Each Category                                    Total Traders:       296 
        18          8         16         88         44         49         35         54         30         27         22         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    26,805
Positions
     2,200      7,262          0      8,331      7,880      2,328      2,630      2,537          0          0          0          0     11,316      6,798
 
Changes from:       November 19, 2019                                Total Change is:       675
     1,444       -678          0       -678        907       -350        265        732          0          0          0          0         -6         64
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       27.1        0.0       31.1       29.4        8.7        9.8        9.5        0.0        0.0        0.0        0.0       42.2       25.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0         11          7          9          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    22,562
Positions
     5,459      1,754        613      6,559     10,581      2,032        448      1,703          0          0        881         49      7,402      4,949
 
Changes from:       November 19, 2019                                Total Change is:        81
       140       -149          0       -286        -21          9          0       -140          0          0          0          0        218        382
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        7.8        2.7       29.1       46.9        9.0        2.0        7.5        0.0        0.0        3.9        0.2       32.8       21.9
 
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 26, 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   201,486
Positions
    78,654     11,235      2,058     18,028     74,989      4,518     47,402     51,265     13,759      7,098     10,653        262     29,707     32,747
 
Changes from:       November 19, 2019                                Total Change is:    13,926
       -56         51        406      2,111      8,156        451      7,150      3,043      3,463        632        368       -205        -24     -1,807
 
Percent of Open Interest Represented by Each Category of Trader
      39.0        5.6        1.0        8.9       37.2        2.2       23.5       25.4        6.8        3.5        5.3        0.1       14.7       16.3
 
Number of Traders in Each Category                                    Total Traders:       109 
         7          4          7         11         25         12         22         32         17          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    54,239
Positions
     1,105     42,555         20     43,241          0         31      6,816      7,455          0      1,168      3,082          0      1,858      1,096
 
Changes from:       November 19, 2019                                Total Change is:      -959
       205        282          0     -1,519          0         22        665     -1,190          0       -140         -4          0       -192        -69
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       78.5        0.0       79.7        0.0        0.1       12.6       13.7        0.0        2.2        5.7        0.0        3.4        2.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          .         11          0          .         15          6          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   293,056
Positions
       373    173,164        917    162,377     10,992        501    102,495     74,379     12,202      8,503     17,307          0      5,688      3,594
 
Changes from:       November 19, 2019                                Total Change is:    -2,121
         0     -3,940         -2       -944      2,699        306     -2,615     -8,020      7,081     -5,611         11          0       -337       -257
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       59.1        0.3       55.4        3.8        0.2       35.0       25.4        4.2        2.9        5.9        0.0        1.9        1.2
 
Number of Traders in Each Category                                    Total Traders:       171 
         .         12          .         32          9          .         55         34         15         10         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    69,279
Positions
    43,912         88      6,498      4,268     44,260        229      3,935      9,697      4,664      2,755      1,559          0      3,018      2,284
 
Changes from:       November 19, 2019                                Total Change is:    12,083
      -109         88      6,496        -20      2,534        229      1,316     -1,258      3,876        630         30          0       -335         88
 
Percent of Open Interest Represented by Each Category of Trader
      63.4        0.1        9.4        6.2       63.9        0.3        5.7       14.0        6.7        4.0        2.3        0.0        4.4        3.3
 
Number of Traders in Each Category                                    Total Traders:        59 
         4          .          .          5          8          .         11         18          4          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    71,265
Positions
    49,186      1,224        313      4,985     31,014        202     10,894     29,206        612      1,886      2,957        138      3,050      5,599
 
Changes from:       November 19, 2019                                Total Change is:    -2,438
      -917     -1,069        128        923     -1,355        -52     -1,686        -64         20     -1,131        -95         72        205        -23
 
Percent of Open Interest Represented by Each Category of Trader
      69.0        1.7        0.4        7.0       43.5        0.3       15.3       41.0        0.9        2.6        4.1        0.2        4.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       100 
         9          .          .          6         24          .         19         26          8          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    15,336
Positions
       973      1,649          0     12,100      3,187          0      1,456      8,262         54          0        374          0        753      1,810
 
Changes from:       November 19, 2019                                Total Change is:        44
         0        149          0         42        -34          0        -52       -114         54          0          5          0          0        -16
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       10.8        0.0       78.9       20.8        0.0        9.5       53.9        0.4        0.0        2.4        0.0        4.9       11.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          4          0          4         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    54,104
Positions
    11,398     30,330      1,687     15,838      1,636      1,967     11,248      4,794      2,296        710      2,064          0      8,960      9,330
 
Changes from:       November 19, 2019                                Total Change is:    -1,390
    -2,149     -1,968        205        206        112        353       -903       -816        558         93         40          0        248        128
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       56.1        3.1       29.3        3.0        3.6       20.8        8.9        4.2        1.3        3.8        0.0       16.6       17.2
 
Number of Traders in Each Category                                    Total Traders:       110 
         9         24          8         18          4          8         32         11         10          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   108,207
Positions
    22,796     60,660      3,374     31,675      3,272      3,934     22,496      9,589      4,591      1,420      4,127          0     17,921     18,660
 
Changes from:       November 19, 2019                                Total Change is:    -2,779
    -4,298     -3,936        409        411        223        706     -1,806     -1,633      1,117        186         79          0        496        256
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       56.1        3.1       29.3        3.0        3.6       20.8        8.9        4.2        1.3        3.8        0.0       16.6       17.2
 
Number of Traders in Each Category                                    Total Traders:       110 
         9         24          8         18          4          8         32         11         10          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    27,863
Positions
     2,966     19,390          0     22,008        840        269          0      5,232          0          0        448          0      2,620      1,684
 
Changes from:       November 19, 2019                                Total Change is:    -1,935
       250       -966          0     -2,582          0        -23          0       -987          0          0          0          0        420         41
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       69.6        0.0       79.0        3.0        1.0        0.0       18.8        0.0        0.0        1.6        0.0        9.4        6.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          7          0         13          .          .          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   820,022
Positions
    62,583    145,010     78,404    290,625    110,716     61,802     40,507    100,151    169,503     19,566     59,970      6,060     90,971     88,405
 
Changes from:       November 19, 2019                                Total Change is:    25,141
     4,488      9,554     10,792        738      1,621     -1,097      3,211      5,227      2,297        971     -4,710         55      3,686      1,402
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       17.7        9.6       35.4       13.5        7.5        4.9       12.2       20.7        2.4        7.3        0.7       11.1       10.8
 
Number of Traders in Each Category                                    Total Traders:       630 
        34         37         50        171         94        129         76        105        102         46         66         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    73,561
Positions
    10,029     11,605      1,906      2,016      1,711      6,135      3,556      2,882     25,727         39         70        393     23,759     23,132
 
Changes from:       November 19, 2019                                Total Change is:     6,865
       928      1,172          6         -1        266        652        548        510      4,252         14         21          4        461        -19
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       15.8        2.6        2.7        2.3        8.3        4.8        3.9       35.0        0.1        0.1        0.5       32.3       31.4
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          7          7          .          .          .          9         15         21          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    11,560
Positions
     6,189      7,697        500        948      1,479        249        352        580          0          0          0          0      3,322      1,055
 
Changes from:       November 19, 2019                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      53.5       66.6        4.3        8.2       12.8        2.2        3.0        5.0        0.0        0.0        0.0        0.0       28.7        9.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          7          .          .          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 3,732,303
Positions
   315,517    719,774    329,746  1,445,415    547,391    275,966    205,840    507,435    697,789     97,636    299,503     28,333    336,060    326,365
 
Changes from:       November 19, 2019                                Total Change is:    91,379
    20,151     44,260     51,578      3,608      6,689     -8,659     19,804     30,073    -16,268      4,783    -23,654        256     16,126      7,104
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       19.3        8.8       38.7       14.7        7.4        5.5       13.6       18.7        2.6        8.0        0.8        9.0        8.7
 
Number of Traders in Each Category                                    Total Traders:       616 
        36         35         50        172         92        128         77         99         96         41         63         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    25,704
Positions
    11,659     14,256          0      7,651      2,640        982        435      2,386      2,000          0        357          0      2,977      3,083
 
Changes from:       November 19, 2019                                Total Change is:     1,861
      -206        -90          0         35          0          0          0          0      2,000          0          0          0         32        -49
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       55.5        0.0       29.8       10.3        3.8        1.7        9.3        7.8        0.0        1.4        0.0       11.6       12.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          9          0          5          .          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    22,271
Positions
     5,003     10,642        840     12,946          0          0        845      1,241          3          0          0          0      2,634      9,545
 
Changes from:       November 19, 2019                                Total Change is:        44
         0        469          0         -2          0          0         -7       -429          3          0          0          0         50          1
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       47.8        3.8       58.1        0.0        0.0        3.8        5.6        0.0        0.0        0.0        0.0       11.8       42.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          .          6          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    11,644
Positions
     4,486      8,986          0      4,726      1,773          0      1,057          0          0          0          0          0      1,375        885
 
Changes from:       November 19, 2019                                Total Change is:       508
        14        351          0        397          0          0         -7          0          0          0          0          0        104        157
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       77.2        0.0       40.6       15.2        0.0        9.1        0.0        0.0        0.0        0.0        0.0       11.8        7.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          9          0          6          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                              
CFTC Code #13874N                                                    Open Interest is   271,022
Positions
   177,400    177,000     93,622          0          0          0          0          0          0          0          0          0          0        400
 
Changes from:       November 19, 2019                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      65.5       65.3       34.5        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        20 
        10         10         10          0          0          0          0          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    75,719
Positions
     4,994     22,471        296     52,031     35,617      2,625      3,967      3,490      1,062          0      6,410          0     10,744      3,748
 
Changes from:       November 19, 2019                                Total Change is:     2,135
       351      2,359         20      1,361        286         89        593       -171         14          0       -236          0       -293       -226
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       29.7        0.4       68.7       47.0        3.5        5.2        4.6        1.4        0.0        8.5        0.0       14.2        4.9
 
Number of Traders in Each Category                                    Total Traders:        93 
         4         10          .         37         22         12         11          7          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    48,354
Positions
     6,667      8,757      1,043     19,636      7,640        790      8,224     13,817      3,781        818      2,591        136      7,259      9,801
 
Changes from:       November 19, 2019                                Total Change is:    -1,451
       273     -1,224         48        196        -85       -248     -2,088         -2        118         44         20         21        185        -99
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       18.1        2.2       40.6       15.8        1.6       17.0       28.6        7.8        1.7        5.4        0.3       15.0       20.3
 
Number of Traders in Each Category                                    Total Traders:       260 
        17         24         10         61         27         30         43         53         24         12         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   241,770
Positions
    33,334     43,783      5,213     98,182     38,198      3,951     41,119     69,084     18,905      4,091     12,955        678     36,297     49,003
 
Changes from:       November 19, 2019                                Total Change is:    -7,254
     1,365     -6,120        238        980       -424     -1,240    -10,440         -8        591        222        101        105        925       -497
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       18.1        2.2       40.6       15.8        1.6       17.0       28.6        7.8        1.7        5.4        0.3       15.0       20.3
 
Number of Traders in Each Category                                    Total Traders:       260 
        17         24         10         61         27         30         43         53         24         12         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   491,669
Positions
    60,586    124,768     11,099    263,293    187,573     37,012     71,614     66,778     15,054      8,783     30,752        683     23,544     17,949
 
Changes from:       November 19, 2019                                Total Change is:    10,585
      -109     10,189      1,046        826     -8,749      3,296      7,166      2,652      1,486     -1,398      2,176         92     -1,820     -1,602
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       25.4        2.3       53.6       38.2        7.5       14.6       13.6        3.1        1.8        6.3        0.1        4.8        3.7
 
Number of Traders in Each Category                                    Total Traders:       312 
        18         25          9         82         57         41         51         47         28         15         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    34,628
Positions
     4,175      6,664          0     12,334      1,083         20     10,597     21,937         42      1,456        555        406      5,598      3,921
 
Changes from:       November 19, 2019                                Total Change is:       123
        -4       -303          0       -124          0        -11          0        785          4         20          0          1        237       -353
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       19.2        0.0       35.6        3.1        0.1       30.6       63.4        0.1        4.2        1.6        1.2       16.2       11.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         5          .          0         13          .          .          4          5          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    71,077
Positions
     9,511     24,195        421     17,417     12,384        920     33,566     19,313        510        605      1,701        385      7,742     11,248
 
Changes from:       November 19, 2019                                Total Change is:       644
        48       -274         11      1,101     -1,178         86        963        416        -36          1       -660          0     -1,530      2,279
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       34.0        0.6       24.5       17.4        1.3       47.2       27.2        0.7        0.9        2.4        0.5       10.9       15.8
 
Number of Traders in Each Category                                    Total Traders:        80 
         8         11          .         15         10          7         18         14          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   380,217
Positions
    43,235    228,093      3,721    273,048     92,713     27,187     21,615     12,228        397      1,163      8,686          0      9,851      7,192
 
Changes from:       November 19, 2019                                Total Change is:    10,674
       185      7,450      1,182      5,664      1,670      2,061      1,618     -1,850         -1         -7     -2,231          0        -28      2,393
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       60.0        1.0       71.8       24.4        7.2        5.7        3.2        0.1        0.3        2.3        0.0        2.6        1.9
 
Number of Traders in Each Category                                    Total Traders:       172 
        15         15          5         68         37         34         21          9          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,439,685
Positions
    73,246    943,843      6,954  1,015,291    271,475    111,250    119,395     68,807      4,343     73,356     14,749      3,384     32,466     14,880
 
Changes from:       November 19, 2019                                Total Change is:    19,918
    -2,182     16,781        217     15,437       -957      4,567       -658      1,849        654      2,770      1,240         26       -913     -4,459
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       65.6        0.5       70.5       18.9        7.7        8.3        4.8        0.3        5.1        1.0        0.2        2.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       430 
        29         19          7        171         72         90         61         30         20         39          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   126,844
Positions
    49,007     90,778     34,088     19,852          0        486     18,656          0        164      3,294          0          0      1,297      1,328
 
Changes from:       November 19, 2019                                Total Change is:     4,898
     5,888      5,551     -1,978       -439          0         66     -1,198          0         -8      1,300          0          0      1,267      1,267
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       71.6       26.9       15.7        0.0        0.4       14.7        0.0        0.1        2.6        0.0        0.0        1.0        1.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         6         16         15          8          0          .         10          0          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,235,027
Positions
     4,571    146,769     44,921    478,703    286,262    227,804     63,739    212,830    128,449     82,971     18,351      9,269    194,599    160,371
 
Changes from:       November 19, 2019                                Total Change is:   -46,501
    -1,129     19,972    -12,368         65     -2,332     17,042      3,580      8,561    -71,958      4,797    -10,662     -1,462     14,932      6,706
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       11.9        3.6       38.8       23.2       18.4        5.2       17.2       10.4        6.7        1.5        0.8       15.8       13.0
 
Number of Traders in Each Category                                    Total Traders:       187 
         7         14         15         60         28         51         22         33         45         14          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 1,243,792
Positions
    44,340    152,170     11,263    684,736     78,941    191,772     72,483    685,753     24,470     43,409      6,357          0    171,319     93,066
 
Changes from:       November 19, 2019                                Total Change is:    25,934
    -2,444      1,388       -990     13,314      5,210      7,211      2,496     19,064     -2,030       -528       -140         -1      8,905     -3,778
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       12.2        0.9       55.1        6.3       15.4        5.8       55.1        2.0        3.5        0.5        0.0       13.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       139 
         6         12          6         67         13         53          9         25         21          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,766,731
Positions
    99,159    240,993     39,317  1,654,261    722,623    344,712    814,380  1,843,317    203,276    380,945    137,368     14,476    216,205    220,649
 
Changes from:       November 19, 2019                                Total Change is:  -299,201
    11,302     -4,764    -60,583   -123,439   -147,407     23,981    -20,539    -74,599   -133,300    -22,243    -16,811      5,578     20,043    108,705
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        6.4        1.0       43.9       19.2        9.2       21.6       48.9        5.4       10.1        3.6        0.4        5.7        5.9
 
Number of Traders in Each Category                                    Total Traders:       357 
        23         26         21        121         33         73         73         42         61         25         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 4,556,549
Positions
   197,549    306,919    254,189  1,641,300    731,315    854,316    366,348  1,223,470    456,226    207,375    167,742     61,217    518,030    501,156
 
Changes from:       November 19, 2019                                Total Change is:  -296,656
     2,876      3,984    -98,573    -61,449      1,012    -42,700      6,245    -37,417   -214,737         80     -5,263     24,410     87,191     72,627
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        6.7        5.6       36.0       16.0       18.7        8.0       26.9       10.0        4.6        3.7        1.3       11.4       11.0
 
Number of Traders in Each Category                                    Total Traders:       390 
        21         38         45        103         67        114         61         57         83         28         15         21
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   911,269
Positions
    91,502     39,882      3,897    249,097    305,515    174,452    191,526    150,199     28,666     48,654     33,071      6,199    117,276    169,388
 
Changes from:       November 19, 2019                                Total Change is:    22,930
       -92      9,068     -4,578    -42,219     -6,255     16,328     24,586    -26,484     12,818     -3,094      8,875      6,175     13,006      6,983
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        4.4        0.4       27.3       33.5       19.1       21.0       16.5        3.1        5.3        3.6        0.7       12.9       18.6
 
Number of Traders in Each Category                                    Total Traders:       109 
         6          6          7         24         39         40         17          9         13          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,886,726
Positions
   102,192    429,851    146,627  1,980,086    831,062    892,267    560,578  1,498,793    479,190    301,859    197,161     10,148    413,779    401,627
 
Changes from:       November 19, 2019                                Total Change is:   -78,175
   -14,703     44,586    -78,012    -42,446      3,205    -84,413     44,202    -41,442     41,846    -17,101    -27,112     -3,549     76,001     66,717
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        8.8        3.0       40.5       17.0       18.3       11.5       30.7        9.8        6.2        4.0        0.2        8.5        8.2
 
Number of Traders in Each Category                                    Total Traders:       325 
        12         33         23         89         52         87         42         63         62         23         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,219,852
Positions
   367,971    419,981    619,217      6,534    138,569     29,270    614,817    442,843    502,145     27,842     21,461      7,927     44,129     38,438
 
Changes from:       November 19, 2019                                Total Change is:   183,332
   117,883     41,411     -4,867        182     -6,986      4,953     64,848    145,298     -4,356      4,508     12,511       -396        577     -4,236
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       18.9       27.9        0.3        6.2        1.3       27.7       19.9       22.6        1.3        1.0        0.4        2.0        1.7
 
Number of Traders in Each Category                                    Total Traders:       161 
        33         27         50          7          6          9         47         25         56          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is24,278,941
Positions
 2,876,754  1,825,154  4,955,841    521,869  2,378,973  1,619,723  1,210,132    298,045 11,866,399    204,633    144,396    236,233    787,356    954,178
 
Changes from:       November 19, 2019                                Total Change is:   180,896
   -19,415     19,814      3,846    -93,869     -1,077     44,925    103,158     10,377    102,499     -5,543     -5,391    -19,189     64,482     25,090
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        7.5       20.4        2.1        9.8        6.7        5.0        1.2       48.9        0.8        0.6        1.0        3.2        3.9
 
Number of Traders in Each Category                                    Total Traders:       275 
        39         38         74         17         19         26         62         52        100         26         17         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   182,646
Positions
     8,807     90,830     24,196     18,179      3,600      9,685     83,927     17,330     35,767          0        312        836      1,249         90
 
Changes from:       November 19, 2019                                Total Change is:    10,216
    -3,888      4,100      1,742      3,135          0          0      5,059      1,195      4,040          0       -435        253       -125       -679
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       49.7       13.2       10.0        2.0        5.3       46.0        9.5       19.6        0.0        0.2        0.5        0.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        55 
         .         15          5          .          .          .         16         16         19          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   381,497
Positions
    23,859     64,316     44,950     16,239     10,670     28,435    223,194    183,960     36,961      6,876      8,101        715        268      3,389
 
Changes from:       November 19, 2019                                Total Change is:    72,702
    -2,599     11,957     11,681     10,252      3,311      3,235     50,343     42,362       -802        578        150         90        -76        718
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       16.9       11.8        4.3        2.8        7.5       58.5       48.2        9.7        1.8        2.1        0.2        0.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        97 
         7         21         15          .          8          4         22         30         35          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    96,325
Positions
         0     47,790          0      1,479      3,305        122     41,536      8,590     32,664     20,460      1,042          0         64      2,812
 
Changes from:       November 19, 2019                                Total Change is:    11,914
         0      9,959          0          0        -51        -54      1,239      1,009        659     10,066          0          0          4        392
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       49.6        0.0        1.5        3.4        0.1       43.1        8.9       33.9       21.2        1.1        0.0        0.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        34 
         0          5          0          .          9          .          5          7          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    58,301
Positions
       957     24,828          0      1,281        488        115     26,900      2,118     29,045          0          0          0          3      1,707
 
Changes from:       November 19, 2019                                Total Change is:     2,871
       -21       -105          0          0         34          0        -22          7      2,921          0          0          0         -7         14
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       42.6        0.0        2.2        0.8        0.2       46.1        3.6       49.8        0.0        0.0        0.0        0.0        2.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0          .          7          .          6          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    51,196
Positions
    11,499          0     17,652          0        160          0      6,454     17,444     11,733      3,600      3,861        246         12        100
 
Changes from:       November 19, 2019                                Total Change is:       461
         0        -60          0          0          0          0        -27         -5        490          0          0          0         -2         36
 
Percent of Open Interest Represented by Each Category of Trader
      22.5        0.0       34.5        0.0        0.3        0.0       12.6       34.1       22.9        7.0        7.5        0.5        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          0          .          0          .          0          .          9          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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     3,554
Positions
        38          0          0         56        298          1      1,155      1,669        263        334        626         38      1,669        659
 
Changes from:       November 19, 2019                                Total Change is:       397
         0          0          0        -11          6          1         96       -245        179       -132        292         -3        267        167
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0        1.6        8.4        0.0       32.5       47.0        7.4        9.4       17.6        1.1       47.0       18.5
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          0          0          .          .          .         10         14          5          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    42,208
Positions
       708     32,256          0     13,483      2,704        618     20,252      1,914      2,202      1,474        657        233      3,238      1,624
 
Changes from:       November 19, 2019                                Total Change is:    -3,099
       -50     -1,221          0          6         79        125     -3,296     -1,938        206        -18         43         -1        -72       -393
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       76.4        0.0       31.9        6.4        1.5       48.0        4.5        5.2        3.5        1.6        0.6        7.7        3.8
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          .          0         14          6          4         32         10          9         11          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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   504,704
Positions
   126,910     21,442     20,076    138,473    144,542     22,661     51,175    151,851     93,861     14,816      3,379     14,404     22,328     32,488
 
Changes from:       November 19, 2019                                Total Change is:   -44,602
   -13,944     -2,414     -2,086       -406     -1,314      1,474     -8,518    -23,581    -18,155     -3,122        253        764       -609        457
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        4.2        4.0       27.4       28.6        4.5       10.1       30.1       18.6        2.9        0.7        2.9        4.4        6.4
 
Number of Traders in Each Category                                    Total Traders:       214 
        13         11         12         20         43         23         40         59         51         10          9         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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    17,459
Positions
     4,142        671        821      5,481      2,266        966      5,098     12,534        100        565         60          0        286         41
 
Changes from:       November 19, 2019                                Total Change is:       -22
       -22          0          0        -35          0          0         -4        -24          0          0         10          0         39         -8
 
Percent of Open Interest Represented by Each Category of Trader
      23.7        3.8        4.7       31.4       13.0        5.5       29.2       71.8        0.6        3.2        0.3        0.0        1.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          .          .          9          6          .          .          6          .          9          .          0
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Updated December 02, 2019