Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   171,046
Positions
     5,035     71,537      3,871     54,816     16,494      6,413     33,711     42,302     10,309     16,843      1,869        233     39,815     18,018
 
Changes from:       December 17, 2019                                Total Change is:   -33,806
    -1,686         57    -25,790     11,100     -5,431        413     -3,325     10,012     -8,680        426        162        213     -6,477     -4,762
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       41.8        2.3       32.0        9.6        3.7       19.7       24.7        6.0        9.8        1.1        0.1       23.3       10.5
 
Number of Traders in Each Category                                    Total Traders:       110 
         4         10          5         25         11         14         23         23         13          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    61,839
Positions
    26,603      3,650          0      2,403     22,120        558     20,423     12,298        680        747      1,821          0     10,425     20,712
 
Changes from:       December 17, 2019                                Total Change is:    -1,085
    -1,579      1,317          0      1,065     -4,608        -99        585      2,510         -2        -33        336          0     -1,022       -539
 
Percent of Open Interest Represented by Each Category of Trader
      43.0        5.9        0.0        3.9       35.8        0.9       33.0       19.9        1.1        1.2        2.9        0.0       16.9       33.5
 
Number of Traders in Each Category                                    Total Traders:        58 
         .          4          0          4         16          .         13         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   227,988
Positions
     4,352     47,228     10,307     73,577     65,196      6,817     60,004     47,726     18,403     18,176      8,019        205     36,148     24,086
 
Changes from:       December 17, 2019                                Total Change is:     1,168
    -3,185     10,028     -2,489     -1,171     -3,540     -1,200      8,735      4,013     -1,333        799       -524        -42      1,055     -3,744
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       20.7        4.5       32.3       28.6        3.0       26.3       20.9        8.1        8.0        3.5        0.1       15.9       10.6
 
Number of Traders in Each Category                                    Total Traders:       130 
         .         10          6         25         24         18         28         28         17          7          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   192,224
Positions
    51,917     18,668      5,272     42,972     54,746     14,253     29,257     39,973     14,606      2,457      9,156        531     30,958     35,018
 
Changes from:       December 17, 2019                                Total Change is:    -6,683
    -3,758      5,108        911     -1,656     -3,553        218     -2,007     -6,823     -1,669        -33       -438        283      1,028       -719
 
Percent of Open Interest Represented by Each Category of Trader
      27.0        9.7        2.7       22.4       28.5        7.4       15.2       20.8        7.6        1.3        4.8        0.3       16.1       18.2
 
Number of Traders in Each Category                                    Total Traders:       126 
         6          9          7         17         28         15         24         32         19          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   582,686
Positions
    27,388    134,042      7,627    338,667    153,890     30,840     36,759    159,947     27,644     23,142     10,332      1,417     89,202     56,946
 
Changes from:       December 17, 2019                                Total Change is:    -9,022
    -3,209     -3,022       -481     -4,748     -7,269        827       -585     10,995     -6,478     -1,122        256         27      6,746     -3,878
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       23.0        1.3       58.1       26.4        5.3        6.3       27.4        4.7        4.0        1.8        0.2       15.3        9.8
 
Number of Traders in Each Category                                    Total Traders:       285 
        13         13         13         90         44         50         31         50         25         27         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    23,580
Positions
         0      3,548        100      8,545      6,272      2,959        845      3,999          0          0          0          0     11,131      6,702
 
Changes from:       December 17, 2019                                Total Change is:      -224
         0        -22          0         82       -479        -70       -510        281          0          0          0          0        274         66
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.0        0.4       36.2       26.6       12.5        3.6       17.0        0.0        0.0        0.0        0.0       47.2       28.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          .         11          6          8          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   173,619
Positions
    64,557      7,186      3,424     23,596     54,758      3,163     31,347     52,172     13,587      8,451     10,260        205     25,289     28,864
 
Changes from:       December 17, 2019                                Total Change is:     4,531
    -2,276        697        444      5,323     -6,053       -398      3,810     11,345         72       -472       -526         87     -2,057     -1,136
 
Percent of Open Interest Represented by Each Category of Trader
      37.2        4.1        2.0       13.6       31.5        1.8       18.1       30.0        7.8        4.9        5.9        0.1       14.6       16.6
 
Number of Traders in Each Category                                    Total Traders:        99 
         5          5          5         11         23         11         18         28         13          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    55,278
Positions
         0     45,156         41     43,278          0         31      7,897      8,992          0      1,814        156          0      2,217        902
 
Changes from:       December 17, 2019                                Total Change is:    -1,039
         0       -682         -1     -1,036          0          0         94       -424          0         60          0          0       -156         68
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       81.7        0.1       78.3        0.0        0.1       14.3       16.3        0.0        3.3        0.3        0.0        4.0        1.6
 
Number of Traders in Each Category                                    Total Traders:        47 
         0          6          .         13          0          .         16          6          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   275,319
Positions
       668    183,800        862    142,834      5,960        888    105,960     63,659      1,708     16,219     15,293          0      6,180      3,149
 
Changes from:       December 17, 2019                                Total Change is:   -13,828
      -264      2,119         -1    -11,906       -832       -333     -3,401    -15,667         34      2,632        306          0       -589        546
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       66.8        0.3       51.9        2.2        0.3       38.5       23.1        0.6        5.9        5.6        0.0        2.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       181 
         4          8          .         32          9          4         65         31         11         14         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    53,904
Positions
    39,136        784      1,502      3,149     25,501          3      3,671     21,983      1,675      2,007        850          0      2,761      1,606
 
Changes from:       December 17, 2019                                Total Change is:      -424
       106         42         29       -775    -12,396       -213     -1,010     11,019      1,110        220       -175          0        109        160
 
Percent of Open Interest Represented by Each Category of Trader
      72.6        1.5        2.8        5.8       47.3        0.0        6.8       40.8        3.1        3.7        1.6        0.0        5.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        53 
         4          .          .          6          8          .          9         17          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    47,334
Positions
    17,475      2,080         80      8,659     15,258        376     15,414     20,297        562      1,461      2,875         48      3,258      5,756
 
Changes from:       December 17, 2019                                Total Change is:     2,389
      -163      1,574         10       -180     -2,567        -43      3,773      4,108       -725       -145        113       -120        -19         38
 
Percent of Open Interest Represented by Each Category of Trader
      36.9        4.4        0.2       18.3       32.2        0.8       32.6       42.9        1.2        3.1        6.1        0.1        6.9       12.2
 
Number of Traders in Each Category                                    Total Traders:        95 
         7          .          .         11         14          4         28         17          4          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    18,206
Positions
       832      8,184         18     12,849      2,621          0      3,162      5,638         43          0        326          0      1,302      1,376
 
Changes from:       December 17, 2019                                Total Change is:       401
       832         23         16      1,046       -320          0     -1,525        645         15          0        106          0         17        -84
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       45.0        0.1       70.6       14.4        0.0       17.4       31.0        0.2        0.0        1.8        0.0        7.2        7.6
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          7          4          0          7         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    51,701
Positions
    13,302     25,379        682     17,979      4,308        834      9,561      9,321        247        626      1,266        370      8,102      9,295
 
Changes from:       December 17, 2019                                Total Change is:    -9,604
     1,113      1,182     -8,677       -898        681         97        946     -1,592     -1,471       -261         73        288       -741       -184
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       49.1        1.3       34.8        8.3        1.6       18.5       18.0        0.5        1.2        2.4        0.7       15.7       18.0
 
Number of Traders in Each Category                                    Total Traders:        95 
         9         19          .         17          .          4         25         14          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   103,402
Positions
    26,603     50,757      1,363     35,958      8,616      1,668     19,122     18,642        494      1,251      2,532        740     16,204     18,591
 
Changes from:       December 17, 2019                                Total Change is:   -19,207
     2,225      2,363    -17,354     -1,795      1,362        193      1,892     -3,184     -2,941       -522        145        576     -1,481       -368
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       49.1        1.3       34.8        8.3        1.6       18.5       18.0        0.5        1.2        2.4        0.7       15.7       18.0
 
Number of Traders in Each Category                                    Total Traders:        95 
         9         19          .         17          .          4         25         14          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    34,005
Positions
       200     27,653          0     31,288        720        145        350      4,663          0          0        464          0      2,022        360
 
Changes from:       December 17, 2019                                Total Change is:   -13,331
    -1,887      3,707    -14,085      2,125         60        -98        100     -1,897          0          0         16          0        514     -1,034
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       81.3        0.0       92.0        2.1        0.4        1.0       13.7        0.0        0.0        1.4        0.0        5.9        1.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          6          0         12          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   752,081
Positions
    51,065    184,366     29,494    310,780     98,064     55,473     49,051     93,257    151,464     17,415     60,612      4,862     82,478     74,490
 
Changes from:       December 17, 2019                                Total Change is:  -175,945
    -2,007     21,551    -72,825     29,796     -8,227    -31,973    -12,819     -5,513    -57,576      5,641      1,121     -2,827    -31,353    -19,676
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       24.5        3.9       41.3       13.0        7.4        6.5       12.4       20.1        2.3        8.1        0.6       11.0        9.9
 
Number of Traders in Each Category                                    Total Traders:       607 
        29         37         38        174         83        124         75        101         90         49         59         57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    58,494
Positions
       769      6,657      2,937      1,017         23      6,698      1,941      2,114     24,200         33         49        358     20,541     15,458
 
Changes from:       December 17, 2019                                Total Change is:   -33,219
   -10,653     -4,521     -4,022     -1,000       -331     -2,787     -4,310     -4,393     -8,145         -6          1        -35     -2,261     -8,986
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       11.4        5.0        1.7        0.0       11.5        3.3        3.6       41.4        0.1        0.1        0.6       35.1       26.4
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          6          6          .          .          .         11         10         19          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 3,467,937
Positions
   255,325    892,387    128,940  1,548,813    490,207    243,875    250,553    470,719    621,316     86,908    302,815     22,520    309,688    295,158
 
Changes from:       December 17, 2019                                Total Change is:  -713,629
    -2,851     84,284   -297,940    153,978    -39,479   -145,928    -64,949    -28,005   -224,753     28,234      5,602    -13,961   -145,460    -53,450
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       25.7        3.7       44.7       14.1        7.0        7.2       13.6       17.9        2.5        8.7        0.6        8.9        8.5
 
Number of Traders in Each Category                                    Total Traders:       592 
        29         36         36        174         82        123         74         96         84         44         57         54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    28,610
Positions
    16,459     10,158          0      7,404          0        982        698     11,745          0          0        357          0      3,067      5,368
 
Changes from:       December 17, 2019                                Total Change is:   -12,787
     3,015     -6,780     -4,382         12          0          0        236      6,963     -8,270          0          0          0     -3,398       -318
 
Percent of Open Interest Represented by Each Category of Trader
      57.5       35.5        0.0       25.9        0.0        3.4        2.4       41.1        0.0        0.0        1.2        0.0       10.7       18.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          7          0          5          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    11,221
Positions
     3,939      6,532          0      3,705        954      1,002        547      1,702          0          0          0          0      2,028      1,031
 
Changes from:       December 17, 2019                                Total Change is:    -8,517
    -1,627     -1,167     -6,033       -113        146       -146          0        270       -367          0          0          0       -231     -1,220
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       58.2        0.0       33.0        8.5        8.9        4.9       15.2        0.0        0.0        0.0        0.0       18.1        9.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          0          6          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    78,647
Positions
     5,405     29,144        138     54,754     34,188      3,066      3,849      1,209        241          0      7,812          0     11,194      2,849
 
Changes from:       December 17, 2019                                Total Change is:   -10,897
       466      2,009     -9,465     -1,293        303        464        144     -3,170       -396          0          0          0       -817       -642
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       37.1        0.2       69.6       43.5        3.9        4.9        1.5        0.3        0.0        9.9        0.0       14.2        3.6
 
Number of Traders in Each Category                                    Total Traders:        87 
         4         11          .         36         21         14         10          .          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    45,147
Positions
     4,406      9,996        433     16,747      8,397      1,682     10,543     11,134      3,353        983      2,251         55      6,946      7,847
 
Changes from:       December 17, 2019                                Total Change is:   -14,362
    -4,189      2,485     -6,499      3,622        -57     -3,742       -842     -2,999     -1,889       -170        156        -40       -614     -1,778
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       22.1        1.0       37.1       18.6        3.7       23.4       24.7        7.4        2.2        5.0        0.1       15.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       245 
        17         24          6         57         30         30         43         44         21         14         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   225,736
Positions
    22,028     49,979      2,167     83,735     41,985      8,411     52,713     55,670     16,763      4,916     11,254        273     34,729     39,233
 
Changes from:       December 17, 2019                                Total Change is:   -71,812
   -20,945     12,426    -32,493     18,111       -284    -18,712     -4,211    -14,996     -9,443       -851        779       -199     -3,069     -8,890
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       22.1        1.0       37.1       18.6        3.7       23.4       24.7        7.4        2.2        5.0        0.1       15.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       245 
        17         24          6         57         30         30         43         44         21         14         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   482,703
Positions
    53,773    146,601      6,907    264,882    163,321     37,444     72,688     71,094     12,081     10,519     29,209        177     24,232     15,869
 
Changes from:       December 17, 2019                                Total Change is:   -68,273
    -8,609     -1,304    -35,184    -15,712      7,733     -3,850      2,487     -6,965     -7,610      1,228     -2,553       -169       -855    -18,371
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       30.4        1.4       54.9       33.8        7.8       15.1       14.7        2.5        2.2        6.1        0.0        5.0        3.3
 
Number of Traders in Each Category                                    Total Traders:       311 
        16         25          7         90         47         36         53         48         31         17         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    22,457
Positions
       859      6,989          0     13,589        363         16      2,204     10,113         33          0      1,151          0      5,756      3,792
 
Changes from:       December 17, 2019                                Total Change is:      -330
         0          0          0         78          0          0        135       -536         -2          0         25          0       -541        183
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       31.1        0.0       60.5        1.6        0.1        9.8       45.0        0.1        0.0        5.1        0.0       25.6       16.9
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0         14          .          .          5          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    59,413
Positions
     7,047      3,253        690     20,438      4,566        279     20,101      6,334        889      1,260        873          0      8,709     42,529
 
Changes from:       December 17, 2019                                Total Change is:     1,546
       966     -1,172        -11     -1,201       -417        -62        763        113        400         30       -832          0        661      3,527
 
Percent of Open Interest Represented by Each Category of Trader
      11.9        5.5        1.2       34.4        7.7        0.5       33.8       10.7        1.5        2.1        1.5        0.0       14.7       71.6
 
Number of Traders in Each Category                                    Total Traders:        59 
         7          5          .         15          4          4         17          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   383,301
Positions
    46,593    247,488      4,043    284,205     70,772     22,525     14,870     22,873        642      1,726      9,427          0      8,697      5,531
 
Changes from:       December 17, 2019                                Total Change is:   -59,660
     2,715      9,282    -62,369      8,947     -3,015     -1,527     -1,359      4,638     -3,106          8        -57          0     -2,969     -3,506
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       64.6        1.1       74.1       18.5        5.9        3.9        6.0        0.2        0.5        2.5        0.0        2.3        1.4
 
Number of Traders in Each Category                                    Total Traders:       184 
        14         13          5         74         37         33         21         18          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,455,018
Positions
    81,674    997,474      6,283  1,051,861    246,415     96,488    124,794     72,499      5,124     54,088     16,954      3,034     31,672     10,747
 
Changes from:       December 17, 2019                                Total Change is:  -201,974
    17,812     39,401   -140,113      6,475    -15,482    -17,469     -4,541    -20,989     -4,012     -4,075      1,278       -839    -55,212    -43,749
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       68.6        0.4       72.3       16.9        6.6        8.6        5.0        0.4        3.7        1.2        0.2        2.2        0.7
 
Number of Traders in Each Category                                    Total Traders:       442 
        28         19          8        185         62         79         66         30         16         45          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    79,546
Positions
    12,409     51,206     27,159     16,315          0        946     20,525          0        174      1,994          0          0         24         61
 
Changes from:       December 17, 2019                                Total Change is:   -50,681
   -34,388    -40,418    -10,226     -3,536          0        -40     -2,398          0          3        -90          0          0         -6          0
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       64.4       34.1       20.5        0.0        1.2       25.8        0.0        0.2        2.5        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        46 
         8         14         11          8          0          .         13          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,241,924
Positions
     5,496    137,543     49,368    506,576    303,162    219,243     67,112    231,943    120,192     88,098     33,768     10,339    175,500    136,365
 
Changes from:       December 17, 2019                                Total Change is:    14,725
       495     -3,983      4,089      1,134      4,749     11,154       -218    -12,647      5,371       -747      7,280        365     -6,920     -1,654
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       11.1        4.0       40.8       24.4       17.7        5.4       18.7        9.7        7.1        2.7        0.8       14.1       11.0
 
Number of Traders in Each Category                                    Total Traders:       188 
         7         18         19         57         28         54         28         28         34         14          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,243,263
Positions
    45,046    137,314         33    724,547     99,262    194,836     60,606    708,237     13,867     49,160      4,890          0    155,168     84,824
 
Changes from:       December 17, 2019                                Total Change is:    18,938
    -1,258       -570       -483     15,746      6,970      1,641      4,388      9,518       -656      3,235        600          0     -3,675      1,918
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       11.0        0.0       58.3        8.0       15.7        4.9       57.0        1.1        4.0        0.4        0.0       12.5        6.8
 
Number of Traders in Each Category                                    Total Traders:       142 
         8         11          .         68         14         52         11         23         14          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 3,691,601
Positions
   102,497    260,618      8,598  1,736,327    872,369    303,131    934,556  1,892,283     96,621    329,837    144,227      3,363    176,671    110,393
 
Changes from:       December 17, 2019                                Total Change is:    21,405
    20,730     19,689     -1,372     -5,587     18,604     11,595     29,224    -16,869    -13,513    -15,692       -370     -1,843     -2,138      5,484
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        7.1        0.2       47.0       23.6        8.2       25.3       51.3        2.6        8.9        3.9        0.1        4.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       366 
        22         31         12        122         35         69         71         42         45         29         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 4,500,633
Positions
   174,545    280,717    251,374  1,610,416    835,531    844,418    356,835  1,132,211    477,313    292,723    187,641     93,969    399,041    397,459
 
Changes from:       December 17, 2019                                Total Change is:   145,782
      -768     23,653     21,420    -80,307     25,814     48,831     17,415    -65,278     67,327     36,990        920     44,176     -9,301    -21,081
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        6.2        5.6       35.8       18.6       18.8        7.9       25.2       10.6        6.5        4.2        2.1        8.9        8.8
 
Number of Traders in Each Category                                    Total Traders:       425 
        28         39         47        102         80        111         57         68         86         30         21         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   909,722
Positions
    87,638     67,860      2,853    299,362    290,058    137,089    208,812    175,659     16,295     51,794     33,554          0    105,879    186,354
 
Changes from:       December 17, 2019                                Total Change is:    -9,347
     2,158      7,971       -241      2,910     -6,847    -11,001       -836      1,344     -6,216     -1,513       -200          0      5,392      5,843
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        7.5        0.3       32.9       31.9       15.1       23.0       19.3        1.8        5.7        3.7        0.0       11.6       20.5
 
Number of Traders in Each Category                                    Total Traders:       114 
         5          8          4         24         39         40         17         14         11          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 4,551,958
Positions
    56,867    463,887     97,692  2,177,653    805,051    828,904    521,788  1,548,416    260,277    299,555    219,151     11,625    297,596    316,954
 
Changes from:       December 17, 2019                                Total Change is:   -25,258
    -7,972     46,565       -641      9,485    -15,584      8,925     17,996    -31,202    -34,320    -10,065      3,922     -2,575     -6,091       -349
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       10.2        2.1       47.8       17.7       18.2       11.5       34.0        5.7        6.6        4.8        0.3        6.5        7.0
 
Number of Traders in Each Category                                    Total Traders:       333 
        15         35         23         86         55         84         46         56         50         24         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,895,530
Positions
   396,518    516,609    444,233     15,816     14,990     29,991    485,394    393,162    435,869     38,963     19,800      6,605     42,141     34,271
 
Changes from:       December 17, 2019                                Total Change is:    24,512
    16,695      1,080      8,420      1,519        776     -4,314      3,461     21,521     -2,421      3,627          0       -371     -2,105       -179
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       27.3       23.4        0.8        0.8        1.6       25.6       20.7       23.0        2.1        1.0        0.3        2.2        1.8
 
Number of Traders in Each Category                                    Total Traders:       149 
        34         22         44          8          4          7         40         26         47          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is19,395,206
Positions
 2,859,619  1,464,296  3,790,662    426,837  2,364,648  1,301,544  1,033,489    249,479  9,177,529     71,541     93,771    102,006    631,979    851,270
 
Changes from:       December 17, 2019                                Total Change is:   185,764
   138,892     92,141    -41,024      5,529    -57,967     -5,421    -69,227    -24,368    210,069    -18,677        476     -5,537    -28,842     17,394
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        7.5       19.5        2.2       12.2        6.7        5.3        1.3       47.3        0.4        0.5        0.5        3.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       259 
        38         35         69         16         20         28         59         46        100         25         16         25
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   131,195
Positions
     3,856     69,305     18,462     16,649          0      6,854     58,797     10,538     24,245          0        590      1,107      1,225         94
 
Changes from:       December 17, 2019                                Total Change is:   -44,068
    -2,263    -24,485     -6,034     -2,319     -2,600     -2,981    -24,707     -2,351     -6,110          0        166        331         15         -4
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       52.8       14.1       12.7        0.0        5.2       44.8        8.0       18.5        0.0        0.4        0.8        0.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        51 
         .         13          4          4          0          .         11         19         19          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   370,622
Positions
    38,639     77,415     41,994          0     35,336     19,664    222,755    140,074     43,761      1,217      7,680      1,596        996      3,102
 
Changes from:       December 17, 2019                                Total Change is:     2,542
    -3,453      5,327      4,810     -1,408      2,426     -4,622     -2,041    -10,310      7,894      1,217     -1,969       -789        934       -225
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       20.9       11.3        0.0        9.5        5.3       60.1       37.8       11.8        0.3        2.1        0.4        0.3        0.8
 
Number of Traders in Each Category                                    Total Traders:        95 
         5         24         16          0          9          .         19         31         27          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    61,649
Positions
       838     22,591          0      1,164      3,089        171     13,351      7,309     24,191     21,888      1,045          0         46      3,253
 
Changes from:       December 17, 2019                                Total Change is:    -4,582
         0        -69          0          0        285         18        988        188     -5,542        -60          0          0         14        538
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       36.6        0.0        1.9        5.0        0.3       21.7       11.9       39.2       35.5        1.7        0.0        0.1        5.3
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0          .          9          .          .          4          .          5          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    14,220
Positions
       167      4,011          0        808        545        115      8,014      2,618      5,116          0          0          0          0      1,815
 
Changes from:       December 17, 2019                                Total Change is:     1,180
        41         72          0          0          3          0       -184       -468      1,323          0          0          0          0        250
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       28.2        0.0        5.7        3.8        0.8       56.4       18.4       36.0        0.0        0.0        0.0        0.0       12.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          0          .          6          .          4          6          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    47,212
Positions
    11,499         93     16,080          0        160          0          0     12,226     15,567      3,810      2,692        246         10        148
 
Changes from:       December 17, 2019                                Total Change is:    -1,921
         0          0     -1,572          0          0          0          0         -3       -359          0          0          0         10         13
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        0.2       34.1        0.0        0.3        0.0        0.0       25.9       33.0        8.1        5.7        0.5        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          .          0          0          9          .          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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     3,541
Positions
       137          0          0        133        283          1      1,179      2,256        100        276        514         25      1,690        362
 
Changes from:       December 17, 2019                                Total Change is:      -299
         3          0          0         95       -161          1       -399       -190        -25        -19        183         13         32       -120
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        0.0        0.0        3.8        8.0        0.0       33.3       63.7        2.8        7.8       14.5        0.7       47.7       10.2
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          0          0          .          .          .         11         14          4          7          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    33,054
Positions
       565     18,093          0      9,678      3,251        595     16,503      6,822      1,446      1,773      1,003        129      2,366      1,715
 
Changes from:       December 17, 2019                                Total Change is:        91
      -143         10          0        559        265       -356       -437       -911        848         53        210          8       -441         17
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       54.7        0.0       29.3        9.8        1.8       49.9       20.6        4.4        5.4        3.0        0.4        7.2        5.2
 
Number of Traders in Each Category                                    Total Traders:        93 
         .          .          0         13          6          5         30         13          8         15         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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   411,894
Positions
    86,161      6,080     17,468    110,682    121,572     20,246     42,998    108,261     86,253     10,928      3,667     17,011     20,147     31,336
 
Changes from:       December 17, 2019                                Total Change is:   -48,949
   -13,422    -12,469     -7,624     -3,316      2,009     -6,982     -4,765    -15,084     -8,863     -2,097         99       -497     -1,383        462
 
Percent of Open Interest Represented by Each Category of Trader
      20.9        1.5        4.2       26.9       29.5        4.9       10.4       26.3       20.9        2.7        0.9        4.1        4.9        7.6
 
Number of Traders in Each Category                                    Total Traders:       194 
        17          5         14         14         40         22         32         57         47          7         12         14
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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    14,715
Positions
     4,955        717        380      7,120      3,187      1,091         98      9,167        100        736         60          0        235         13
 
Changes from:       December 17, 2019                                Total Change is:    -5,765
        10        -21       -239        605      1,440          1     -4,447     -4,915     -1,488        -50          0          0       -157       -543
 
Percent of Open Interest Represented by Each Category of Trader
      33.7        4.9        2.6       48.4       21.7        7.4        0.7       62.3        0.7        5.0        0.4        0.0        1.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          .          9          5          .          .          7          .         11          .          0
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Updated December 30, 2019