8-K

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C.  20549

FORM 8-K

Current Report Pursuant to Section 13 or 15(d) of

the Securities Exchange Act of 1934

Date of Report (Date of earliest event reported): September 30, 2019

GRANT PARK FUTURES FUND

LIMITED PARTNERSHIP

(Exact Name of Registrant as Specified in its Charter)

____________________________

Illinois	000-50316	36-3596839
(State or other jurisdiction of incorporation)	(Commission file number)	(I.R.S. employer identification no.)
c/o Dearborn Capital Management, L.L.C. 555 W. Jackson, Suite 600 Chicago, Illinois		60661 (Zip Code)
(Address of principal executive offices)

Registrant’s telephone number, including area code:  (312) 756-4450

Not Applicable

(Former name or former address, if changed since last report)

Check the appropriate box below if the Form 8‑K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (See General Instruction A.2 below):

◻ Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425)

◻ Soliciting material pursuant to Rule 14a‑12 under the Exchange Act (17 CFR 240.14a‑12)

◻ Pre-commencement communications pursuant to Rule 14d‑2(b) under the Exchange Act (17 CFR 240.14d‑2(b))

◻ Pre-commencement communications pursuant to Rule 13e‑4(c) under the Exchange Act (17 CFR 240.13e‑4(c))

Indicate by check mark whether the registrant is an emerging growth company as defined in Rule 405 of the Securities Act of 1933 (§230.405 of this chapter) or Rule 12b-2 of the Securities Exchange Act of 1934 (§240.12b-2 of this chapter).

Emerging growth company     □

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act.□

Item 7.01.  Regulation FD Disclosure.

Attached as Exhibit 99.1 and Exhibit 99.2 is a copy of the Monthly Flash Report and monthly investor letter, respectively, of Grant Park Futures Fund Limited Partnership for the month of September 2019, each of which is incorporated herein by reference.

Note: the information in this report (including the exhibits) is furnished pursuant to Item 7.01 and shall not be deemed to be “filed” for the purposes of Section 18 of the Securities Exchange Act of 1934 or otherwise subject to the liabilities of that section, or incorporated by reference in any filing under the Securities Act of 1933, as amended, or the Exchange Act, except as shall be expressly set forth by specific reference in such a filing.  This report will not be deemed a determination or an admission as to the materiality of any information in the report that is required to be disclosed solely by Regulation FD.

Item 9.01.  Financial Statements and Exhibits.

(d) Exhibits

99.1 Monthly Performance Report, September 2019 – Class A, B, Legacy 1, Legacy 2, Global 1, Global 2, and Global 3 Units

99.2 Monthly Investor Letter – September 2019

SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

	GRANT PARK FUTURES FUND LIMITED PARTNERSHIP
	By:	Dearborn Capital Management, L.L.C.
Date: October 21, 2019		its General Partner
	By:	/s/Maureen O’Rourke
		Maureen O’Rourke
		Chief Financial Officer

INDEX TO EXHIBITS

Exhibit
99.1	Monthly Performance Report, September 2019 – Class A, B, Legacy 1, Legacy 2, Global 1, Global 2, and Global 3 Units
99.2	Monthly Investor Letter – September 2019

EX-99.1

EXHIBIT 99.1

EX-99.2

EXHIBIT 99.2

Grant Park Fund September 2019 Update

October 21, 2019

Class	Sep ROR	YTD ROR	Net Asset Value	Net Asset Value per Unit
A	-1.44%	5.82%	$4.43M	$1,001.284
B	-1.49%	5.37%	$44.03M	$808.498
Legacy 1	-1.30%	7.60%	$0.43M	$835.336
Legacy 2	-1.28%	7.31%	$0.35M	$811.619
Global 1	-1.21%	7.90%	$16.87M	$838.800
Global 2	-1.23%	7.78%	$0.71M	$818.299
Global 3	-1.37%	6.50%	$0.48M	$682.192

ALL PERFORMANCE REPORTED IS NET OF FEES AND EXPENSES

Sector Commentary

Overall Fund performance was negative for the month., The fixed income, grains/foods, metals  and energies sectors contributed to losses while gains in the equities and currencies sectors partially offset trading losses.

Negative fixed income performance was driven by positions in the German Bund, U.S. Treasury Bonds and Euro-OAT futures.  Negative performance in grains/foods was driven by positions in cocoa, cotton, soybean meal, wheat and coffee.  The metals sector negative performance was led by positions in gold and zinc; small gains from positions in palladium reduced negative performance.  The energies sector negative performance was led by positions in gas oil, heating oil and natural gas.

The equities sector performance was positive, led by positions in the FTSE, Euro Stoxx and S&P 500 indices.  Performance in the currencies sector was positive, led by gains in foreign exchange positions in the U.S. dollar against the euro and Japanese yen  and in euro positions.

Additional Information:   Grant Park  no longer offers units for sale in connection with the prospectus that forms its registration statement on Form S-1 (Reg. No. 333-223480), which was initially filed with the Securities and Exchange Commission on July 13, 2018.  For existing investors in Grant Park, business continues to be conducted as usual.  There was no change in the trading, operations, or monthly statements, etc., and redemption requests continue to be offered on a monthly basis.  For the Fund’s monthly Account Statement, including the net asset value per unit, and related information, please visit our website at grantparkfunds.com.

Sincerely,

David Kavanagh
President

Daily fund performance and weekly commentaries are available on our website at grantparkfunds.com.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

FUTURES TRADING INVOLVES A HIGH DEGREE OF RISK AND IS NOT SUITABLE FOR ALL INVESTORS

THIS DOES NOT CONSTITUTE AN OFFER OF ANY SECURITY FOR SALE NOR SHALL THERE BE ANY SALE OF SECURITIES IN ANY JURISDICTION IN WHICH AN OFFER, SOLICITATION OR SALE

WOULD BE UNLAWFUL PRIOR TO REGISTRATION OR QUALIFICATION UNDER THE SECURITIES LAWS OF ANY SUCH JURISDICTION OFFERING BY PROSPECTUS ONLY.

Account Statement

(Prepared from books without audit)

For the month ended September 30, 2019
STATEMENT OF INCOME
Trading Income (Loss)	Monthly Performance	Year to Date Performance
Realized Trading Income (Loss)	$1,588,000	$8,242,535
Change In Unrealized Income (Loss)	-2,480,438	-796,157
Brokerage Commission	-16,630	-154,460
Exchange, Clearing Fee and NFA Charges	0	0
Other Trading Costs	-65,306	-643,161
Change in Accrued Commission	3,420	4,719
Net Trading Income (Loss)	-970,954	6,653,476
Other Income	Monthly Performance	Year to Date Performance
Interest, U.S. Obligations	$79,108	$630,525
Interest, Other	21,305	256,594
Income from Securities	0	2,216
Dividend Income	0	0
Total Income (Loss)	-870,541	7,542,811
Expenses	Monthly Performance	Year to Date Performance
Management Fee	$0	$0
Incentive Fee	-183,198	439,477
Operating Expenses	14,300	138,294
Organization and Offering Expenses	16,420	159,055
Brokerage Expenses	263,593	2,512,606
Dividend Expenses	0	0
Total Expenses	111,115	3,249,432
Net Income (Loss)	-$981,656	$4,293,379
Statement of Changes in Net Asset Value	Monthly Performance	Year to Date Performance
Beginning Balance	$69,447,120	$77,934,699
Additions	0	0
Net Income (Loss)	-981,656	4,293,379
Redemptions	-1,171,271	-14,933,885
Balance at September 30, 2019	$67,294,193	$67,294,193

PERFORMANCE SUMMARY BY CLASS
Class	Net Asset Value per Unit	Units	Net Asset Value	Monthly ROR	Year to Date ROR
A	$1,001.284	4,420.97029	$4,426,649	-1.44%	5.82%
B	$808.498	54,461.42889	$44,031,940	-1.49%	5.37%
Legacy 1	$835.336	510.59559	$426,519	-1.30%	7.60%
Legacy 2	$811.619	430.02681	$349,018	-1.28%	7.31%
Global 1	$838.800	20,111.98145	$16,869,925	-1.21%	7.90%
Global 2	$818.299	868.83830	$710,969	-1.23%	7.78%
Global 3	$682.192	702.40276	$479,174	-1.37%	6.50%

To the best of my knowledge and belief the information contained herein is accurate and complete.

__________________________________________________________

David Kavanagh, President

For Dearborn Capital Management, LLC

General Partner of Grant Park Futures Fund, Limited Partnership