Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   189,996
Positions
     7,230     97,043        534     68,873     14,950      4,073     40,869     44,126      6,508     18,063      2,072        172     43,674     20,518
 
Changes from:       December 31, 2019                                Total Change is:    14,330
     3,354     19,805       -132     10,566      1,857     -1,442      2,438    -11,865      4,164     -1,570         11         26     -3,074      1,906
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       51.1        0.3       36.2        7.9        2.1       21.5       23.2        3.4        9.5        1.1        0.1       23.0       10.8
 
Number of Traders in Each Category                                    Total Traders:       121 
         4         11          .         25         12         11         27         27         12         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    49,365
Positions
    17,336      5,776          0      3,353     11,011        541     15,146     10,984          7        740      2,046          0     12,242     19,000
 
Changes from:       December 31, 2019                                Total Change is:    -6,149
    -4,314        291          0        339     -2,466       -443     -2,807     -4,291         -1       -521      1,178          0      1,598       -417
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       11.7        0.0        6.8       22.3        1.1       30.7       22.3        0.0        1.5        4.1        0.0       24.8       38.5
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          7          0          5         12          .          9         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   197,490
Positions
     3,585     48,565        282     76,523     63,953      5,850     57,997     40,353      7,180     11,911      8,370          0     34,162     22,937
 
Changes from:       December 31, 2019                                Total Change is:    -9,294
    -1,385      2,169     -6,706      4,272      3,045     -1,524     -2,937     -2,803     -2,907        200        807          0      1,693     -1,375
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       24.6        0.1       38.7       32.4        3.0       29.4       20.4        3.6        6.0        4.2        0.0       17.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       114 
         .          9          .         24         21         12         24         27         10          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   162,094
Positions
    37,708     24,086      1,009     41,065     38,986     12,961     35,369     43,313      3,324      2,431      4,976          0     28,227     33,439
 
Changes from:       December 31, 2019                                Total Change is:   -12,872
   -13,013      3,525       -362     -2,139     -8,701      1,058      2,682       -375     -1,717         28     -2,239          0        591     -4,061
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       14.9        0.6       25.3       24.1        8.0       21.8       26.7        2.1        1.5        3.1        0.0       17.4       20.6
 
Number of Traders in Each Category                                    Total Traders:       118 
         4          9          4         19         24         13         21         31         15          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   555,940
Positions
    25,266    157,726      2,156    341,010    139,549     26,807     42,151    159,703      5,619     22,969     10,774         45     89,917     53,561
 
Changes from:       December 31, 2019                                Total Change is:    -1,645
      -376     12,935        758      2,703        -10     -1,177     -2,676    -12,319        205     -1,240       -234        -39        197     -1,764
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       28.4        0.4       61.3       25.1        4.8        7.6       28.7        1.0        4.1        1.9        0.0       16.2        9.6
 
Number of Traders in Each Category                                    Total Traders:       279 
        13         13         10         91         40         42         33         50         20         23         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,493
Positions
         0      3,549        100      7,390      6,207      2,959        845      2,708          0          0          0          0     11,199      6,970
 
Changes from:       December 31, 2019                                Total Change is:      -997
         0          1          0     -1,165         15          0          0     -1,037          0          0          0          0        168         24
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.8        0.4       32.9       27.6       13.2        3.8       12.0        0.0        0.0        0.0        0.0       49.8       31.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          .         10          6          8          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    23,229
Positions
     3,759      3,614        617      5,848     12,922      2,157      2,874          0          0          0          0          0      7,974      3,919
 
Changes from:       December 31, 2019                                Total Change is:       397
        50          8         -7          4        -26         25        581          0          0          0          0          0       -256        397
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       15.6        2.7       25.2       55.6        9.3       12.4        0.0        0.0        0.0        0.0        0.0       34.3       16.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          5         10          9          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   157,739
Positions
    34,551     16,447      3,160     26,601     32,861      1,842     42,542     65,479      3,614      9,797     10,293          0     35,632     24,043
 
Changes from:       December 31, 2019                                Total Change is:    -6,566
   -23,160      1,043      1,811      1,067     -4,412       -547      6,541     -4,496        895     -1,863        108          0      8,690       -968
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       10.4        2.0       16.9       20.8        1.2       27.0       41.5        2.3        6.2        6.5        0.0       22.6       15.2
 
Number of Traders in Each Category                                    Total Traders:        87 
         5          7          6         13         15          9         20         19          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    55,490
Positions
         0     45,333         50     42,122          0         41      8,895      8,781          0      1,966        325          0      2,416        960
 
Changes from:       December 31, 2019                                Total Change is:    -1,300
         0         -9          9     -2,210          0         10        784     -1,274          0        153          0          0        -46        -36
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       81.7        0.1       75.9        0.0        0.1       16.0       15.8        0.0        3.5        0.6        0.0        4.4        1.7
 
Number of Traders in Each Category                                    Total Traders:        48 
         0          6          .         12          0          .         18          5          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   283,332
Positions
       590    188,164        878    137,419      4,343      3,225    113,360     66,208      1,563     19,284     15,839          0      7,013      3,112
 
Changes from:       December 31, 2019                                Total Change is:     5,386
        12      3,361         16      7,739        297       -217      6,439      2,057        120        770       -297          0     -9,493         49
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       66.4        0.3       48.5        1.5        1.1       40.0       23.4        0.6        6.8        5.6        0.0        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       181 
         .          9          .         34          8          .         67         30          9         14         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    35,290
Positions
    21,629      2,259         60      3,630     17,912          0      4,310     11,637      1,457      1,434        865          0      2,770      1,100
 
Changes from:       December 31, 2019                                Total Change is:   -18,816
   -16,767      1,564     -1,904         51     -5,919          0        346    -11,123       -223         60        -10          0       -379     -1,201
 
Percent of Open Interest Represented by Each Category of Trader
      61.3        6.4        0.2       10.3       50.8        0.0       12.2       33.0        4.1        4.1        2.5        0.0        7.8        3.1
 
Number of Traders in Each Category                                    Total Traders:        54 
         .          .          .          7          6          0          9         20          5          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,802
Positions
    10,535      6,241          0     14,023     11,878        537     16,674     24,823        102      4,931      2,220          0      4,000      5,001
 
Changes from:       December 31, 2019                                Total Change is:     2,058
    -1,436      3,269          0      3,831     -1,003        182        979       -399       -225         81        452         -6     -1,348       -212
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       12.3        0.0       27.6       23.4        1.1       32.8       48.9        0.2        9.7        4.4        0.0        7.9        9.8
 
Number of Traders in Each Category                                    Total Traders:       101 
         7          5          0         15          8          .         29         22          4          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    18,327
Positions
       832      8,170         32     14,068      1,901          0      1,577      6,492         61          0        377          0      1,757      1,294
 
Changes from:       December 31, 2019                                Total Change is:      -186
         0         -7          7         24       -407          0       -400        371          0          0       -111          0        183        -39
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       44.6        0.2       76.8       10.4        0.0        8.6       35.4        0.3        0.0        2.1        0.0        9.6        7.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          7          .          0          5         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    49,078
Positions
    12,762     26,393        697     16,599      1,931      1,182      8,250      8,755        625        338      1,251          0      8,627      8,244
 
Changes from:       December 31, 2019                                Total Change is:    -4,538
      -807       -970         39     -1,498     -2,343        290     -2,677     -1,260        334       -164       -397       -419        365        188
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       53.8        1.4       33.8        3.9        2.4       16.8       17.8        1.3        0.7        2.5        0.0       17.6       16.8
 
Number of Traders in Each Category                                    Total Traders:        91 
         9         18          .         17          .          5         22         15          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    98,155
Positions
    25,524     52,786      1,394     33,197      3,862      2,363     16,499     17,510      1,250        675      2,502          0     17,253     16,488
 
Changes from:       December 31, 2019                                Total Change is:    -9,076
    -1,614     -1,940         77     -2,996     -4,686        580     -5,354     -2,519        667       -327       -793       -838        729        376
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       53.8        1.4       33.8        3.9        2.4       16.8       17.8        1.3        0.7        2.5        0.0       17.6       16.8
 
Number of Traders in Each Category                                    Total Traders:        91 
         9         18          .         17          .          5         22         15          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,516
Positions
       200     32,376          0     36,617        720        145        900      4,719          0          0        464          0      1,654      1,092
 
Changes from:       December 31, 2019                                Total Change is:       820
         0      1,173          0       -118          0          0        350       -409          0          0          0          0        588         56
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       81.9        0.0       92.7        1.8        0.4        2.3       11.9        0.0        0.0        1.2        0.0        4.2        2.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          7          0         14          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   567,613
Positions
    42,283    168,846     19,082    304,136    100,790     45,738     57,404     98,263     13,739     17,955     59,601        820     66,456     60,733
 
Changes from:       December 31, 2019                                Total Change is:       685
      -910     -6,156        819         10       -745       -852      1,922      2,377      1,722     -1,352       -307        -12       -662      3,838
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       29.7        3.4       53.6       17.8        8.1       10.1       17.3        2.4        3.2       10.5        0.1       11.7       10.7
 
Number of Traders in Each Category                                    Total Traders:       565 
        29         39         23        166         85        122         70        103         51         30         43         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    25,696
Positions
     8,560      8,868         74      1,017      4,000          0      3,016      5,817         85          0          0          0     12,944      6,852
 
Changes from:       December 31, 2019                                Total Change is:     2,825
       404        264          0          0          0          0        950      1,213         85          0          0          0      1,386      1,263
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       34.5        0.3        4.0       15.6        0.0       11.7       22.6        0.3        0.0        0.0        0.0       50.4       26.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          4          .          .          .          0          4          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,709,583
Positions
   211,413    842,691     52,239  1,517,347    485,703    226,936    306,634    496,926     33,576     89,775    298,006      4,102    267,561    269,404
 
Changes from:       December 31, 2019                                Total Change is:   -10,701
    -4,548    -30,078      2,076     -1,034     -4,807     -3,177     13,285     14,246       -242     -6,762     -1,533        -61    -10,238     12,875
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       31.1        1.9       56.0       17.9        8.4       11.3       18.3        1.2        3.3       11.0        0.2        9.9        9.9
 
Number of Traders in Each Category                                    Total Traders:       564 
        29         38         20        167         84        121         72        101         47         30         43         11
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    26,480
Positions
    14,344     11,657          0      7,400          0        982        462      9,286          0          0        332          0      3,292      4,223
 
Changes from:       December 31, 2019                                Total Change is:    -2,202
    -2,115      1,049          0          1          0          0          0     -2,238          0          0        -25          0        -88       -988
 
Percent of Open Interest Represented by Each Category of Trader
      54.2       44.0        0.0       27.9        0.0        3.7        1.7       35.1        0.0        0.0        1.3        0.0       12.4       15.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          7          0          5          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is     8,654
Positions
     2,405      3,613          0      3,587      1,257        109        790      2,702          0          0          0          0      1,763        973
 
Changes from:       December 31, 2019                                Total Change is:        -6
        99       -764          0        -14          1          0         94        502          0          0          0          0       -185        255
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       41.7        0.0       41.4       14.5        1.3        9.1       31.2        0.0        0.0        0.0        0.0       20.4       11.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          .          0          4          4          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    12,111
Positions
     3,438      7,623          0      3,867        951      1,005        912      1,414          2          0          0          0      2,887      1,116
 
Changes from:       December 31, 2019                                Total Change is:       731
      -501      1,091          0         65         -5          5        365       -288          2          0          0          0        795        -74
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       62.9        0.0       31.9        7.9        8.3        7.5       11.7        0.0        0.0        0.0        0.0       23.8        9.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          0          6          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    77,324
Positions
     4,868     26,262        343     52,540     33,422      2,911      4,271      3,601        198          0      7,803          0     12,193      2,784
 
Changes from:       December 31, 2019                                Total Change is:      -688
       220     -2,584        204       -474       -352        -61       -598      1,561        -73          0          0          0         94        617
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       34.0        0.4       67.9       43.2        3.8        5.5        4.7        0.3        0.0       10.1        0.0       15.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        83 
         4         10          .         33         19         14         11          4          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,058
Positions
     4,366      9,501        449     15,583      8,952      1,866     10,937     10,204        739        963      2,328         10      7,144      8,009
 
Changes from:       December 31, 2019                                Total Change is:    -1,289
        17     -2,028         66       -646        862        179       -847     -1,397        206          9         99        -74       -199        797
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       22.6        1.1       37.1       21.3        4.4       26.0       24.3        1.8        2.3        5.5        0.0       17.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       245 
        16         25          .         57         30         29         43         46         15         13         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   210,289
Positions
    21,830     47,504      2,247     77,914     44,759      9,330     54,684     51,020      3,696      4,817     11,639         49     35,722     40,045
 
Changes from:       December 31, 2019                                Total Change is:    -6,445
        87    -10,139        332     -3,232      4,312        894     -4,237     -6,987      1,032         43        494       -370       -994      3,987
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       22.6        1.1       37.1       21.3        4.4       26.0       24.3        1.8        2.3        5.5        0.0       17.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       245 
        16         25          .         57         30         29         43         46         15         13         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   487,072
Positions
    47,538    145,168      7,610    269,210    156,099     38,452     78,724     82,144     11,211      9,175     30,399         50     25,102     15,939
 
Changes from:       December 31, 2019                                Total Change is:     1,420
    -3,805     -7,481       -463      3,717     -5,105     -1,634      2,706     11,696      1,565        284      1,625         50     -1,000      1,167
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       29.8        1.6       55.3       32.0        7.9       16.2       16.9        2.3        1.9        6.2        0.0        5.2        3.3
 
Number of Traders in Each Category                                    Total Traders:       306 
        18         24          6         89         45         43         55         46         24         15         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    20,507
Positions
       228      6,989          0     11,559        345         34      1,201     10,794         30          0        425          0      7,455      1,890
 
Changes from:       December 31, 2019                                Total Change is:    -1,937
      -631          0          0     -1,096        -18         12       -886        -83          2          0       -726          0        662     -1,124
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       34.1        0.0       56.4        1.7        0.2        5.9       52.6        0.1        0.0        2.1        0.0       36.4        9.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0         11          .          .          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    58,196
Positions
     8,770      3,649          0     18,201      4,150        514     20,740      9,373        341        462        250          0      9,168     39,919
 
Changes from:       December 31, 2019                                Total Change is:    -2,323
      -308      1,085          0     -1,365       -229        138       -360      2,484        -34       -792       -750          0        398     -5,017
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        6.3        0.0       31.3        7.1        0.9       35.6       16.1        0.6        0.8        0.4        0.0       15.8       68.6
 
Number of Traders in Each Category                                    Total Traders:        65 
         9          7          0         14          5          5         20          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   378,279
Positions
    52,849    256,581        294    272,105     68,352     22,733     16,934     13,502        978      2,693      9,354          0      9,693      6,485
 
Changes from:       December 31, 2019                                Total Change is:   -16,275
     4,207      1,146     -3,744    -20,225     -3,023        392      2,382    -13,223        561         96        -55          0         56      1,671
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       67.8        0.1       71.9       18.1        6.0        4.5        3.6        0.3        0.7        2.5        0.0        2.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       180 
        16         12          .         73         37         35         22         11          8          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,462,808
Positions
    82,472    995,353      7,867  1,057,624    270,573     96,787    136,740     57,976      4,474     41,965     15,595      2,573     32,306     11,610
 
Changes from:       December 31, 2019                                Total Change is:    -3,560
     1,780      9,531        229      4,325     -2,388     -5,331       -109        509        381         10     -3,249       -379     -4,466     -2,863
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       68.0        0.5       72.3       18.5        6.6        9.3        4.0        0.3        2.9        1.1        0.2        2.2        0.8
 
Number of Traders in Each Category                                    Total Traders:       447 
        29         21          9        185         61         79         76         25         15         42          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    77,755
Positions
    10,702     52,554     24,006     16,319          0        946     22,351          0        188      3,219          0          0         24         61
 
Changes from:       December 31, 2019                                Total Change is:    -2,781
    -1,137        348     -3,133          4          0          0      1,481          0          4          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       67.6       30.9       21.0        0.0        1.2       28.7        0.0        0.2        4.1        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        47 
         7         15         11          8          0          .         13          0          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,010,901
Positions
     4,784    119,547      3,793    507,470    295,483    185,919     53,733    256,304      6,408     82,956     29,128          9    165,829    114,310
 
Changes from:       December 31, 2019                                Total Change is:     5,704
    -1,768     -4,431      3,284     -6,862      5,750      4,267      5,263      6,716       -304         40      2,440          9      1,775    -12,027
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       11.8        0.4       50.2       29.2       18.4        5.3       25.4        0.6        8.2        2.9        0.0       16.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       178 
         8         19          4         58         29         51         18         29          9          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,236,648
Positions
    44,947    126,001         34    736,982    112,348    191,869     42,168    693,659     17,154     46,416      7,643          0    157,078     87,940
 
Changes from:       December 31, 2019                                Total Change is:    -8,593
    -2,199     -7,570          3      5,664      8,481         96    -19,125    -16,148      2,163        137      1,557          0      4,668      2,825
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       10.2        0.0       59.6        9.1       15.5        3.4       56.1        1.4        3.8        0.6        0.0       12.7        7.1
 
Number of Traders in Each Category                                    Total Traders:       145 
         7         12          .         68         17         52         12         22         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,537,903
Positions
   102,861    229,643      8,995  1,724,199    828,023    298,740    853,143  1,863,594     44,794    316,973    152,730      1,835    186,363    109,549
 
Changes from:       December 31, 2019                                Total Change is:   -42,179
     4,499    -43,052       -571    -11,134    -54,510      9,521    -56,503     28,243      9,869    -13,521      7,329        -81     15,742      1,073
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        6.5        0.3       48.7       23.4        8.4       24.1       52.7        1.3        9.0        4.3        0.1        5.3        3.1
 
Number of Traders in Each Category                                    Total Traders:       357 
        22         32          8        120         31         67         64         50         35         23         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,753,965
Positions
   142,605    265,227     56,805  1,684,086    829,155    702,214    479,653  1,169,911     84,823    195,874    230,668      6,833    401,072    408,329
 
Changes from:       December 31, 2019                                Total Change is:   129,936
    -9,376    -14,665     10,955     58,681      9,776    -11,800     87,242    120,169     -8,507    -18,386     13,962        207     20,920      9,839
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        7.1        1.5       44.9       22.1       18.7       12.8       31.2        2.3        5.2        6.1        0.2       10.7       10.9
 
Number of Traders in Each Category                                    Total Traders:       410 
        25         36         11        107         75         98         54         71         42         20         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   916,731
Positions
    85,288     59,549      1,189    328,051    311,856    134,611    182,799    182,472     17,684     49,918     32,100          0    117,191    177,270
 
Changes from:       December 31, 2019                                Total Change is:    -6,645
    -4,886     -9,985       -956      8,909     19,947     -4,957    -12,628     -1,646        920         49         46          0      6,904    -10,014
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        6.5        0.1       35.8       34.0       14.7       19.9       19.9        1.9        5.4        3.5        0.0       12.8       19.3
 
Number of Traders in Each Category                                    Total Traders:       112 
         4          7          .         24         41         40         16         14          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 4,251,556
Positions
    51,942    531,195     26,800  2,214,056    811,684    736,808    516,235  1,506,797     94,184    287,490    241,849        420    323,621    301,819
 
Changes from:       December 31, 2019                                Total Change is:   -26,538
    -3,247     93,549     -6,450     -5,524    -23,813    -20,156    -29,718    -84,482      9,076     -4,758     11,998       -358     34,597     -5,902
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       12.5        0.6       52.1       19.1       17.3       12.1       35.4        2.2        6.8        5.7        0.0        7.6        7.1
 
Number of Traders in Each Category                                    Total Traders:       314 
        13         32          8         88         53         76         38         55         32         18         17          .
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,782,381
Positions
   372,988    428,871    387,987     13,383     15,681     27,623    506,749    473,281    389,411     37,944     22,500      3,783     42,513     33,244
 
Changes from:       December 31, 2019                                Total Change is:  -129,239
   -44,324    -74,872    -54,812     -8,186     -1,988     -2,729     31,461     53,768    -39,674     -2,695     -2,300     -1,714     -6,566     -4,918
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       24.1       21.8        0.8        0.9        1.5       28.4       26.6       21.8        2.1        1.3        0.2        2.4        1.9
 
Number of Traders in Each Category                                    Total Traders:       141 
        34         19         41          5          5          6         37         31         43          7          .          .
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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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 is10,988,558
Positions
 2,624,961  1,621,148  2,150,900    351,608  2,337,142    570,485  1,900,859    640,297  2,690,020     80,861     90,324     45,555    573,309    842,687
 
Changes from:       December 31, 2019                                Total Change is:    48,599
   137,693     82,753    -12,486      5,710      7,635      8,129     17,725     81,577   -120,129     19,951     -8,030     -2,971     -5,023     12,121
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       14.8       19.6        3.2       21.3        5.2       17.3        5.8       24.5        0.7        0.8        0.4        5.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       223 
        37         33         65         14         16         23         45         43         79         14         14         15
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   131,476
Positions
     3,937     71,416     18,379     17,193          0      6,750     59,991     10,400     22,998          0        511        967      1,261         55
 
Changes from:       December 31, 2019                                Total Change is:       950
        81      2,256        -83        358          0        -27      1,266       -210       -774          0       -228         92         37        -76
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       54.3       14.0       13.1        0.0        5.1       45.6        7.9       17.5        0.0        0.4        0.7        1.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        51 
         .         14          5          .          0          .         16         13         20          0          .          .
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   208,807
Positions
     8,896     39,900     32,958     13,338      8,929     14,006    103,042     76,951     34,416      1,175         60        897         79        690
 
Changes from:       December 31, 2019                                Total Change is:  -166,425
   -29,479    -33,658    -15,838     13,338    -25,316     -9,417   -115,414    -64,177     -7,936     -1,257     -7,350       -416         -6     -2,317
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       19.1       15.8        6.4        4.3        6.7       49.3       36.9       16.5        0.6        0.0        0.4        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        84 
         5         24         11          .          6          .         21         23         21          .          .          .
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    71,812
Positions
       838     27,071          0        892      3,306        165     10,440      7,802     30,326     29,114      1,045          0         37      2,097
 
Changes from:       December 31, 2019                                Total Change is:     3,737
      -331        -52          0       -272          0        -14     -2,749        305      5,036      2,076          0          0         -9     -1,538
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       37.7        0.0        1.2        4.6        0.2       14.5       10.9       42.2       40.5        1.5        0.0        0.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          4          0          .          9          .          .          4          .          5          .          0
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    18,621
Positions
       175      6,904          0        476        615        115     11,456      3,093      6,399          0          0          0          0      1,495
 
Changes from:       December 31, 2019                                Total Change is:     2,118
         4        619          0       -332         70          0      1,518        827        928          0          0          0          0       -326
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       37.1        0.0        2.6        3.3        0.6       61.5       16.6       34.4        0.0        0.0        0.0        0.0        8.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          4          0          .          7          .          .          7          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    46,677
Positions
    11,499        100     16,080          0        266          0          0     12,282     15,042      3,810      2,586        246          0         75
 
Changes from:       December 31, 2019                                Total Change is:      -966
         0        -93          0          0          0          0          0         86       -956          0          0          0        -10         -3
 
Percent of Open Interest Represented by Each Category of Trader
      24.6        0.2       34.4        0.0        0.6        0.0        0.0       26.3       32.2        8.2        5.5        0.5        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          .          0          0          9          .          .          5          .
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     5,400
Positions
        66         42          0        338        331          0      2,517      3,661        238        464        786         20      1,757        322
 
Changes from:       December 31, 2019                                Total Change is:     2,214
       -71         42          0        179       -106         -1      1,480      1,821        136         98        335        -10        403         -3
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.8        0.0        6.3        6.1        0.0       46.6       67.8        4.4        8.6       14.6        0.4       32.5        6.0
 
Number of Traders in Each Category                                    Total Traders:        58 
         .          .          0          5          4          0         15         18          5         11          .          .
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    35,179
Positions
       450     18,093          0      5,774      3,465        880     22,182      7,087      2,453        725      1,093          0      2,715      2,108
 
Changes from:       December 31, 2019                                Total Change is:      -788
      -215          0          0       -958         33        -39       -558     -1,644        976         15         97        -19         10       -192
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       51.4        0.0       16.4        9.8        2.5       63.1       20.1        7.0        2.1        3.1        0.0        7.7        6.0
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          .          0         11          8          5         27         13          9          9         13          0
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   429,698
Positions
    80,793     10,069     19,266    120,829    108,480     19,173     41,795    122,722     94,289     11,357      3,935     19,851     22,345     31,913
 
Changes from:       December 31, 2019                                Total Change is:     8,036
    -3,066        840      1,935      5,473      4,978     -2,558      5,502      4,970        149        524        586     -1,384      1,461     -1,480
 
Percent of Open Interest Represented by Each Category of Trader
      18.8        2.3        4.5       28.1       25.2        4.5        9.7       28.6       21.9        2.6        0.9        4.6        5.2        7.4
 
Number of Traders in Each Category                                    Total Traders:       197 
        15          8         16         14         39         24         32         56         46         10         11         19
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Traders in Financial Futures - Futures Only Positions as of January 7, 2020                                                                                
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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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    17,156
Positions
     4,955        665        445      9,780      2,637        567        257     12,676        100        792         34          0        260         32
 
Changes from:       December 31, 2019                                Total Change is:     1,830
         0        -86         86      1,966          0       -402        257      2,212          0         50          0          0       -127         20
 
Percent of Open Interest Represented by Each Category of Trader
      28.9        3.9        2.6       57.0       15.4        3.3        1.5       73.9        0.6        4.6        0.2        0.0        1.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .         11          .          .          .          7          .         11          .          0
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Updated January 10, 2020