Traders in Financial Futures - Futures Only Positions as of February 11, 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   166,914
Positions
    12,389     48,979        436     38,188     40,651      5,396     57,146     38,168      3,893     11,737      1,252        209     37,520     27,930
 
Changes from:       February 4, 2020                                 Total Change is:    -7,086
    -1,561    -26,796        -75     -5,866      9,249        673      3,994      4,814       -350       -364       -497          2     -3,539      5,894
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       29.3        0.3       22.9       24.4        3.2       34.2       22.9        2.3        7.0        0.8        0.1       22.5       16.7
 
Number of Traders in Each Category                                    Total Traders:       112 
         6          9          .         19         15         12         29         23         12          9          .          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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    51,465
Positions
    10,173     11,464          4      5,836     13,155        563     21,539      5,951        116        740        868          0     12,494     19,344
 
Changes from:       February 4, 2020                                 Total Change is:     1,610
       661     -2,264          0       -215      2,952         18      1,646      1,533         99          0     -2,075          0       -599      1,347
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       22.3        0.0       11.3       25.6        1.1       41.9       11.6        0.2        1.4        1.7        0.0       24.3       37.6
 
Number of Traders in Each Category                                    Total Traders:        53 
         4          7          .          6         13          .         13          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   212,228
Positions
    17,389     46,465      3,888     68,601     67,267      7,636     63,250     42,175      8,909     11,816      9,264          0     30,739     26,624
 
Changes from:       February 4, 2020                                 Total Change is:     4,063
    -4,906      4,259      3,056     -3,514      1,294       -511      7,908     -4,984        352      1,045         60          0        633        537
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       21.9        1.8       32.3       31.7        3.6       29.8       19.9        4.2        5.6        4.4        0.0       14.5       12.5
 
Number of Traders in Each Category                                    Total Traders:       124 
         7          9          .         22         23         13         28         27         16          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   193,822
Positions
    74,571     24,227      1,275     39,076     70,684     11,681     36,627     40,000      3,648      1,973      3,127          0     24,971     39,180
 
Changes from:       February 4, 2020                                 Total Change is:     3,743
     7,342     -1,300        603      1,282      7,212       -583     -5,522     -4,275        632       -500       -818          0        489      2,272
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       12.5        0.7       20.2       36.5        6.0       18.9       20.6        1.9        1.0        1.6        0.0       12.9       20.2
 
Number of Traders in Each Category                                    Total Traders:       124 
         7          6          .         18         28          9         21         36         15          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   612,444
Positions
    27,850    145,522      2,823    374,399    171,729     30,239     44,521    178,070      9,003     32,894     13,586        130     90,585     61,342
 
Changes from:       February 4, 2020                                 Total Change is:    17,746
    -2,886     -2,325        550     19,569     -4,279      1,704     -2,237     14,140      2,353      1,341        403         29     -2,677      5,171
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       23.8        0.5       61.1       28.0        4.9        7.3       29.1        1.5        5.4        2.2        0.0       14.8       10.0
 
Number of Traders in Each Category                                    Total Traders:       296 
        14         14         12         84         44         40         44         52         23         26         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    23,488
Positions
         0      4,047          0      7,757      6,179      2,488        856      3,819          0          0          0          0     12,387      6,955
 
Changes from:       February 4, 2020                                 Total Change is:      -353
         0         -2          0       -279         88       -173         -3       -246          0          0          0          0        102        -20
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       17.2        0.0       33.0       26.3       10.6        3.6       16.3        0.0        0.0        0.0        0.0       52.7       29.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0          9          7          8          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   177,528
Positions
    71,235     10,059      2,494     19,276     77,360      4,637     45,950     33,547      3,534      1,703     10,436          0     28,699     35,461
 
Changes from:       February 4, 2020                                 Total Change is:    -3,328
    -2,955      2,368       -194       -187       -117        770       -386     -6,758      1,338        365        527          0     -2,079     -1,262
 
Percent of Open Interest Represented by Each Category of Trader
      40.1        5.7        1.4       10.9       43.6        2.6       25.9       18.9        2.0        1.0        5.9        0.0       16.2       20.0
 
Number of Traders in Each Category                                    Total Traders:       107 
         6          4          .         11         26          8         26         26         10          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    53,196
Positions
       440     44,971         85     30,640        427         41     12,928      3,629      2,864      4,024        156          0      2,174      1,023
 
Changes from:       February 4, 2020                                 Total Change is:     2,494
        53          9         -9     -2,065        -87          0        512        155      2,815      1,123          0          0         65       -389
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       84.5        0.2       57.6        0.8        0.1       24.3        6.8        5.4        7.6        0.3        0.0        4.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          5          .         12          .          .         20          4          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   302,445
Positions
     2,982    220,550        951    156,767      5,823        627    124,747     49,922      4,016      4,180     16,878          0      8,175      3,678
 
Changes from:       February 4, 2020                                 Total Change is:    -6,449
       137        818         -2        707      2,245     -2,223        324     -9,000      1,093     -6,455        275          0        -30        345
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       72.9        0.3       51.8        1.9        0.2       41.2       16.5        1.3        1.4        5.6        0.0        2.7        1.2
 
Number of Traders in Each Category                                    Total Traders:       188 
         .         11          .         36         10          4         64         34         10         15         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    49,327
Positions
    20,492      1,842          0      3,381     32,046        196     20,292     10,831        563      1,935      1,359        104      2,364      2,386
 
Changes from:       February 4, 2020                                 Total Change is:     2,924
      -580        -29          0        -10      1,819        196      4,943        424         54     -1,512         96          0       -167        364
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        3.7        0.0        6.9       65.0        0.4       41.1       22.0        1.1        3.9        2.8        0.2        4.8        4.8
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          4          0          5         12          .         15         20          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    48,946
Positions
    15,436      5,588          0      5,560     13,642      1,439     17,363     19,135      1,611      3,537      1,610          6      3,994      5,915
 
Changes from:       February 4, 2020                                 Total Change is:     5,254
     3,663        385        -31     -2,083      1,801      1,053      1,387      1,182        679        992        -41          0       -406        226
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       11.4        0.0       11.4       27.9        2.9       35.5       39.1        3.3        7.2        3.3        0.0        8.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       101 
         8          .          0          8         15          5         28         27          6          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    17,625
Positions
       832      8,099          2      6,946      2,406          0      8,684      5,587          1        119          0          0      1,041      1,530
 
Changes from:       February 4, 2020                                 Total Change is:     1,418
         0         -2          2     -2,093        445          0      3,762        938          1        119          0          0       -373         34
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       46.0        0.0       39.4       13.7        0.0       49.3       31.7        0.0        0.7        0.0        0.0        5.9        8.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          .          4          0          6          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    51,211
Positions
    14,950     27,551         19     12,083      2,853      3,396      9,515      6,106      2,095        105        535          0      9,049      8,659
 
Changes from:       February 4, 2020                                 Total Change is:       -80
     3,392     -2,957       -726     -4,872        541      2,039     -1,187       -484      1,108        -10        160          0        177        240
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       53.8        0.0       23.6        5.6        6.6       18.6       11.9        4.1        0.2        1.0        0.0       17.7       16.9
 
Number of Traders in Each Category                                    Total Traders:        92 
        10         18          .         17          6          7         24         13          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   102,421
Positions
    29,900     55,101         37     24,165      5,705      6,792     19,030     12,211      4,189        210      1,069          0     18,098     17,317
 
Changes from:       February 4, 2020                                 Total Change is:      -160
     6,784     -5,914     -1,451     -9,744      1,082      4,077     -2,374       -967      2,215        -20        319          0        353        479
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       53.8        0.0       23.6        5.6        6.6       18.6       11.9        4.1        0.2        1.0        0.0       17.7       16.9
 
Number of Traders in Each Category                                    Total Traders:        92 
        10         18          .         17          6          7         24         13          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    40,576
Positions
       882     33,837          0     36,618        720        145        600      3,830          0          0        464          0      2,331      1,580
 
Changes from:       February 4, 2020                                 Total Change is:       642
        -7        330          0      1,604          0          0         50        116          0          0          0          0     -1,005        196
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       83.4        0.0       90.2        1.8        0.4        1.5        9.4        0.0        0.0        1.1        0.0        5.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0         13          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   596,376
Positions
    40,604    192,090     30,488    310,645     92,233     49,438     50,960    105,232     21,209     20,045     38,635      1,246     71,742     65,805
 
Changes from:       February 4, 2020                                 Total Change is:    20,928
     4,936      1,143      1,456      5,153     -3,690      3,482      1,412     12,616      4,840       -715         53        -13        377      1,040
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       32.2        5.1       52.1       15.5        8.3        8.5       17.6        3.6        3.4        6.5        0.2       12.0       11.0
 
Number of Traders in Each Category                                    Total Traders:       589 
        30         39         27        170         82        114         74        109         54         34         51         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    40,550
Positions
    16,408     14,008         74      2,016      4,000          0     10,250      7,796        521          0          0          0     11,281     14,151
 
Changes from:       February 4, 2020                                 Total Change is:     4,590
     1,828        955          0         -1          0          0      3,396      1,770        359          0          0          0       -992      1,506
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       34.5        0.2        5.0        9.9        0.0       25.3       19.2        1.3        0.0        0.0        0.0       27.8       34.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          8          .          .          .          0          8         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    13,759
Positions
     8,607      8,101          0      2,230      2,749        229          0      1,375          7          0          0          0      2,686      1,298
 
Changes from:       February 4, 2020                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      62.6       58.9        0.0       16.2       20.0        1.7        0.0       10.0        0.1        0.0        0.0        0.0       19.5        9.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          7          0          .          .          .          0          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    14,720
Positions
     6,925     11,636         16      3,969        686         75        937        814         46          0          0          0      2,752      1,447
 
Changes from:       February 4, 2020                                 Total Change is:      -948
      -226        134         -8      2,262     -1,771          0        -43        175         40          0          0          0     -2,973        482
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       79.0        0.1       27.0        4.7        0.5        6.4        5.5        0.3        0.0        0.0        0.0       18.7        9.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          7          .          6          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 2,779,131
Positions
   177,530    946,960     95,517  1,544,700    442,721    245,637    264,185    547,817     42,804    100,223    193,173      6,230    302,305    258,272
 
Changes from:       February 4, 2020                                 Total Change is:    81,688
    13,426     -1,171      9,394     27,325    -16,894     15,855      4,023     68,173      8,460     -3,573        267        -66      6,844     -2,330
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       34.1        3.4       55.6       15.9        8.8        9.5       19.7        1.5        3.6        7.0        0.2       10.9        9.3
 
Number of Traders in Each Category                                    Total Traders:       587 
        30         38         26        171         81        113         76        106         51         34         51         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    32,087
Positions
    19,117     18,461          1      7,161        907        982        918      8,228          0        650        332          0      3,258      3,176
 
Changes from:       February 4, 2020                                 Total Change is:       255
       408        718          1       -338        907          0          0       -593          0          0          0          0        184       -778
 
Percent of Open Interest Represented by Each Category of Trader
      59.6       57.5        0.0       22.3        2.8        3.1        2.9       25.6        0.0        2.0        1.0        0.0       10.2        9.9
 
Number of Traders in Each Category                                    Total Traders:        27 
         5          8          .          5          .          .          .          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    11,962
Positions
     3,823      7,835          1      4,127      1,200        112        369      2,216          1        200          0          0      3,329        597
 
Changes from:       February 4, 2020                                 Total Change is:       992
      -255        926          0       -117          0          0          0         -6          0        200          0          0      1,164         72
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       65.5        0.0       34.5       10.0        0.9        3.1       18.5        0.0        1.7        0.0        0.0       27.8        5.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          7          .          4          4          .          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    17,272
Positions
     7,957      9,035          0      3,115      4,497        837        547        559          0        616        900          0      4,200      1,444
 
Changes from:       February 4, 2020                                 Total Change is:     3,535
     4,797      1,505          0     -2,287      3,734         36          0          0          0          0          0          0        989     -1,740
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       52.3        0.0       18.0       26.0        4.8        3.2        3.2        0.0        3.6        5.2        0.0       24.3        8.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         5          9          0          4          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    78,717
Positions
     5,185     35,647        375     56,566     33,243      2,302      2,897      2,079        464          0        925          0     10,928      3,682
 
Changes from:       February 4, 2020                                 Total Change is:       766
      -609        433        241        586        508         45        -85       -249        138          0          0          0        450       -350
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       45.3        0.5       71.9       42.2        2.9        3.7        2.6        0.6        0.0        1.2        0.0       13.9        4.7
 
Number of Traders in Each Category                                    Total Traders:        79 
         4         10          .         34         19         14          8          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    41,566
Positions
     6,763      8,378        166     14,578      9,953      1,502      9,466     11,487        633      1,251      1,573          3      7,204      7,871
 
Changes from:       February 4, 2020                                 Total Change is:       609
      -129        -79        -72       -271      1,592       -365      1,093        835         98         26       -255         -9        239     -1,135
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       20.2        0.4       35.1       23.9        3.6       22.8       27.6        1.5        3.0        3.8        0.0       17.3       18.9
 
Number of Traders in Each Category                                    Total Traders:       278 
        22         28          5         65         33         29         48         54         17         16         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   207,829
Positions
    33,813     41,890        828     72,888     49,763      7,512     47,331     57,433      3,167      6,257      7,867         13     36,020     39,356
 
Changes from:       February 4, 2020                                 Total Change is:     3,043
      -647       -396       -360     -1,357      7,958     -1,826      5,466      4,175        490        129     -1,276        -46      1,194     -5,676
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       20.2        0.4       35.1       23.9        3.6       22.8       27.6        1.5        3.0        3.8        0.0       17.3       18.9
 
Number of Traders in Each Category                                    Total Traders:       278 
        22         28          5         65         33         29         48         54         17         16         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   485,582
Positions
    53,180    149,410      5,377    283,179    160,186     36,119     68,673     82,654      5,726      8,074     28,941         10     25,244     17,159
 
Changes from:       February 4, 2020                                 Total Change is:   -10,837
     4,069        994       -711     -9,049     -3,139     -2,329        132       -354     -3,664         98       -430         -7        624     -1,197
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       30.8        1.1       58.3       33.0        7.4       14.1       17.0        1.2        1.7        6.0        0.0        5.2        3.5
 
Number of Traders in Each Category                                    Total Traders:       300 
        21         22          5         88         42         44         53         47         21         12         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    18,958
Positions
     1,247      6,489          0     10,276        177         76      1,066      7,528        386          0        920          0      5,907      3,382
 
Changes from:       February 4, 2020                                 Total Change is:     1,402
       -49          0          0        712          0        -13        212        854        363          0       -470          0        177        668
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       34.2        0.0       54.2        0.9        0.4        5.6       39.7        2.0        0.0        4.9        0.0       31.2       17.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0         10          .          .          .          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    56,300
Positions
     8,980      6,645          1     20,477      3,594        409     16,591      7,616        777      1,258        250          0      7,807     37,008
 
Changes from:       February 4, 2020                                 Total Change is:     4,939
    -2,062      2,129         -1      4,482     -1,303         44      4,162        581        418       -208          0          0     -1,896      3,071
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       11.8        0.0       36.4        6.4        0.7       29.5       13.5        1.4        2.2        0.4        0.0       13.9       65.7
 
Number of Traders in Each Category                                    Total Traders:        79 
        15          8          .         16          5          7         17         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   364,689
Positions
    43,091    251,085        309    264,144     63,653     27,057     17,232     16,205        201      2,757        785          0      9,898      5,394
 
Changes from:       February 4, 2020                                 Total Change is:   -10,207
    -5,335     -3,262         48     -5,269       -186        -22        501     -1,791       -234        -46     -5,031          0        150        271
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       68.8        0.1       72.4       17.5        7.4        4.7        4.4        0.1        0.8        0.2        0.0        2.7        1.5
 
Number of Traders in Each Category                                    Total Traders:       177 
        15         14          .         71         34         37         20         14          5          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 1,516,042
Positions
    98,424  1,066,995      6,039  1,099,485    248,157     97,367    121,664     57,315      3,709     41,633     15,327      2,051     45,670     19,082
 
Changes from:       February 4, 2020                                 Total Change is:   -36,261
   -10,698    -21,448       -274       -421    -12,889    -19,874    -16,086     15,879       -577        840        143       -192     11,021      2,971
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       70.4        0.4       72.5       16.4        6.4        8.0        3.8        0.2        2.7        1.0        0.1        3.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       448 
        26         23          8        185         57         82         73         30         17         42         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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    98,445
Positions
    13,256     74,734     22,225     20,135          0        836     37,923        500         89      3,957          0          0         24         61
 
Changes from:       February 4, 2020                                 Total Change is:     7,085
     1,789      7,515       -937        800          0          0      5,433        500          0          0          0          0          0          7
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       75.9       22.6       20.5        0.0        0.8       38.5        0.5        0.1        4.0        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        50 
         7         15         12         10          0          .         13          .          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 1,245,938
Positions
     8,121    164,114     22,401    547,162    306,051    199,392     73,482    249,567    135,769     83,322     42,701        322    175,967    125,621
 
Changes from:       February 4, 2020                                 Total Change is:    30,151
    -7,726      2,113     10,341    -17,117     -2,748        770      3,771    -18,701     40,355      3,306      2,423         70     -3,619     -4,472
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       13.2        1.8       43.9       24.6       16.0        5.9       20.0       10.9        6.7        3.4        0.0       14.1       10.1
 
Number of Traders in Each Category                                    Total Traders:       203 
         7         20         11         59         34         56         23         42         27         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 1,237,142
Positions
    45,449     99,613      6,689    646,051     96,695    215,634     30,549    653,312     67,366     51,451          0          3    173,950     97,830
 
Changes from:       February 4, 2020                                 Total Change is:    36,284
     2,824    -13,372      2,489        864     -3,558      6,188     -4,218     10,254     28,404        984          0          0     -1,251      5,879
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        8.1        0.5       52.2        7.8       17.4        2.5       52.8        5.4        4.2        0.0        0.0       14.1        7.9
 
Number of Traders in Each Category                                    Total Traders:       141 
         7         10         10         68         14         49          9         27         15          6          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 3,999,037
Positions
    86,005    258,847     53,227  1,673,178    906,607    321,019    908,901  1,871,261    330,809    390,724    112,627     41,632    193,542    103,008
 
Changes from:       February 4, 2020                                 Total Change is:   115,054
     2,814     -8,679     10,267     50,083    -12,962     -1,176    -68,543     37,072     83,026      8,750    -17,901     28,424      1,409     -3,017
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        6.5        1.3       41.8       22.7        8.0       22.7       46.8        8.3        9.8        2.8        1.0        4.8        2.6
 
Number of Traders in Each Category                                    Total Traders:       370 
        23         31         16        124         30         67         69         49         49         29         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 4,160,257
Positions
   245,867    168,109    113,355  1,733,144    966,697    794,601    385,504  1,179,970    253,622    167,776    214,769     24,471    441,917    444,663
 
Changes from:       February 4, 2020                                 Total Change is:    85,965
    46,049    -34,573      6,142    -44,383     49,687     34,262     17,393     -5,310     15,195      3,255     -1,495        140      7,912     21,917
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        4.0        2.7       41.7       23.2       19.1        9.3       28.4        6.1        4.0        5.2        0.6       10.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       431 
        31         36         24        109         74        100         55         79         55         25         22          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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   937,254
Positions
    89,827     27,728      3,436    335,375    304,561    143,437    156,557    215,669     25,979     58,139     35,161          0    124,504    181,283
 
Changes from:       February 4, 2020                                 Total Change is:     2,741
     2,085     -2,806     -1,631     -1,428       -409       -725        -68      6,705      3,019      2,228       -621          0       -739       -791
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        3.0        0.4       35.8       32.5       15.3       16.7       23.0        2.8        6.2        3.8        0.0       13.3       19.3
 
Number of Traders in Each Category                                    Total Traders:       112 
         5          .          4         25         37         38         16         18         13          4          4          0
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,637,112
Positions
   166,594    517,997     72,627  2,177,560    817,073    784,781    533,869  1,624,237    273,210    294,670    234,488      4,467    329,334    308,232
 
Changes from:       February 4, 2020                                 Total Change is:    40,714
     6,102    -19,608     13,444    -44,099    -57,603     27,153    -19,835     -3,136     73,500     -7,759     13,159      3,014    -10,806     -9,209
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       11.2        1.6       47.0       17.6       16.9       11.5       35.0        5.9        6.4        5.1        0.1        7.1        6.6
 
Number of Traders in Each Category                                    Total Traders:       345 
        21         29         22         94         51         77         41         70         53         17         22          5
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Traders in Financial Futures - Futures Only Positions as of February 11, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,748,246
Positions
   330,426    419,460    394,975      1,937     71,135     13,993    462,801    345,267    437,042     58,234     21,600      8,025     40,813     36,749
 
Changes from:       February 4, 2020                                 Total Change is:    85,462
    25,059     10,303    -10,481        559     11,006     -5,191     31,643     29,905     40,883         70      3,500       -771      3,691      6,308
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       24.0       22.6        0.1        4.1        0.8       26.5       19.7       25.0        3.3        1.2        0.5        2.3        2.1
 
Number of Traders in Each Category                                    Total Traders:       142 
        37         20         51          .          6          5         40         23         42          7          .          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is11,797,176
Positions
 2,333,769  1,843,460  2,220,046    526,024  2,280,914    630,511  2,372,063    799,021  2,903,585     81,562    112,697     49,627    679,989    957,315
 
Changes from:       February 4, 2020                                 Total Change is:    33,789
  -191,168     -6,956    -25,291     53,810    -75,661     29,568    132,109      2,649     10,960     10,240      8,440    -12,555     26,116    102,635
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       15.6       18.8        4.5       19.3        5.3       20.1        6.8       24.6        0.7        1.0        0.4        5.8        8.1
 
Number of Traders in Each Category                                    Total Traders:       253 
        32         43         70         17         18         24         52         50         86         19         14         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   167,656
Positions
     8,112     92,673     20,209      6,296          0     14,567     91,824     13,114     24,073        427        615        784      1,364      1,621
 
Changes from:       February 4, 2020                                 Total Change is:    14,511
       430      5,406      1,366     -7,969          0      7,402      9,057     -3,917      4,245        109        121       -144         15         32
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       55.3       12.1        3.8        0.0        8.7       54.8        7.8       14.4        0.3        0.4        0.5        0.8        1.0
 
Number of Traders in Each Category                                    Total Traders:        59 
         4         16          5          4          0          .         11         18         20          .          .          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   212,852
Positions
     3,029     73,602     23,275     13,909      2,915      4,317    108,352     59,125     47,724      9,540        796        266      2,440        832
 
Changes from:       February 4, 2020                                 Total Change is:    35,559
     2,051     24,737     -2,335      1,141       -368     -1,121     16,973      2,707     11,429      5,175        648       -123      2,369        -15
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       34.6       10.9        6.5        1.4        2.0       50.9       27.8       22.4        4.5        0.4        0.1        1.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        82 
         .         23         12          .          6          .         18         27         27          .          .          .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    93,703
Positions
       838     38,293          0        922      3,349         34     19,845     10,341     38,427     33,614      1,140          0         23      2,119
 
Changes from:       February 4, 2020                                 Total Change is:     2,159
         0        225          0          4       -392         -1     -1,649       -704      3,132        675        -22          0         -2        -79
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       40.9        0.0        1.0        3.6        0.0       21.2       11.0       41.0       35.9        1.2        0.0        0.0        2.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          4          0          .          9          .          .          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    32,227
Positions
       165     12,514          0      1,293        671        115     15,942      2,819     14,710          0          0          0          2      1,398
 
Changes from:       February 4, 2020                                 Total Change is:     3,281
        36      2,594          0          0        114          0      2,444        -66        814          0          0          0        -13       -175
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       38.8        0.0        4.0        2.1        0.4       49.5        8.7       45.6        0.0        0.0        0.0        0.0        4.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          0          .          7          .          .          6          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of February 11, 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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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    44,589
Positions
    10,601          0     16,188          0        111          0      1,388     12,612     12,291      3,860      3,011        246         15        130
 
Changes from:       February 4, 2020                                 Total Change is:      -114
         0          0          0          0          0          0        847        913     -1,001         50        -40          0        -10         14
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        0.0       36.3        0.0        0.2        0.0        3.1       28.3       27.6        8.7        6.8        0.6        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          0          .          0          .          0          .          8          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     6,106
Positions
        76         50          0        367        148          0      2,237      4,553        244        924        533        146      2,112        432
 
Changes from:       February 4, 2020                                 Total Change is:     1,739
         5          0          0        235       -286          0        801      1,417        148        246        365         43        261         52
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.8        0.0        6.0        2.4        0.0       36.6       74.6        4.0       15.1        8.7        2.4       34.6        7.1
 
Number of Traders in Each Category                                    Total Traders:        59 
         .          .          0          4          .          0         20         13          5         14          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    49,634
Positions
       450     20,281          0     19,652      1,773        622     22,692     22,766      1,215      1,611      1,075         77      3,315      1,825
 
Changes from:       February 4, 2020                                 Total Change is:    12,760
       -40      2,188          0      3,257       -150        -44      8,742      9,939        -42        468        602        -10        429        277
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       40.9        0.0       39.6        3.6        1.3       45.7       45.9        2.4        3.2        2.2        0.2        6.7        3.7
 
Number of Traders in Each Category                                    Total Traders:       105 
         .          .          0         19          .          4         39         15          6         14         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   424,215
Positions
    84,585     20,203     26,807    107,933    107,700     21,984     49,182    116,749     79,730     12,168      2,243     16,174     25,652     32,625
 
Changes from:       February 4, 2020                                 Total Change is:    -4,048
      -327     -1,317      1,049     -6,899     11,181     -4,465      5,983     -9,077      1,596        668     -2,015     -1,848        195        848
 
Percent of Open Interest Represented by Each Category of Trader
      19.9        4.8        6.3       25.4       25.4        5.2       11.6       27.5       18.8        2.9        0.5        3.8        6.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       200 
        15         13         19         22         31         25         37         47         57         13          8         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    20,019
Positions
     7,573        855        269      9,318      4,752      1,487         97     12,407        100        843         40          0        332        109
 
Changes from:       February 4, 2020                                 Total Change is:       811
     2,574         96        -95     -1,595        122          0       -120        662          0        -15          0          0         62         26
 
Percent of Open Interest Represented by Each Category of Trader
      37.8        4.3        1.3       46.5       23.7        7.4        0.5       62.0        0.5        4.2        0.2        0.0        1.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          .          .         10          5          .          .          8          .         12          .          0
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Updated February 14, 2020