Traders in Financial Futures - Futures Only Positions as of May 5, 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   119,300
Positions
    28,962      6,620      1,877     31,053     30,786      3,908      9,892     39,311      6,146     12,360      2,034        359     24,743     28,259
 
Changes from:       April 28, 2020                                   Total Change is:     1,640
      -998        626        741        573      1,564       -344      2,109      1,181        384     -1,002        580         13        164     -3,105
 
Percent of Open Interest Represented by Each Category of Trader
      24.3        5.5        1.6       26.0       25.8        3.3        8.3       33.0        5.2       10.4        1.7        0.3       20.7       23.7
 
Number of Traders in Each Category                                    Total Traders:        97 
        10          4          5         13         15         10         17         24         11         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    36,257
Positions
     4,050     12,502         77      4,801      4,768        319     15,807      5,185         11        696        487          0     10,496     12,908
 
Changes from:       April 28, 2020                                   Total Change is:       -69
       998      1,020          0         52       -465        -40        485     -1,340         -1          0         37          0     -1,563        720
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       34.5        0.2       13.2       13.2        0.9       43.6       14.3        0.0        1.9        1.3        0.0       28.9       35.6
 
Number of Traders in Each Category                                    Total Traders:        40 
         4          4          .          5          6          .         11          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   161,083
Positions
    56,658     11,079      1,466     40,236     64,549      2,620     31,626     37,810      6,612      3,720      7,600          0     18,145     29,347
 
Changes from:       April 28, 2020                                   Total Change is:    -1,785
     1,636     -4,566       -175        120      1,961       -672     -3,676      1,471        863          0       -861          0        119        194
 
Percent of Open Interest Represented by Each Category of Trader
      35.2        6.9        0.9       25.0       40.1        1.6       19.6       23.5        4.1        2.3        4.7        0.0       11.3       18.2
 
Number of Traders in Each Category                                    Total Traders:        99 
         8          6          6          8         27          6         15         28         12          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   152,042
Positions
    12,326     72,132      1,567     57,388     15,652      9,116     33,055     31,856        602     11,765        517          0     26,223     20,600
 
Changes from:       April 28, 2020                                   Total Change is:     8,207
       582      9,998       -304      1,637     -3,085      3,471      2,575       -512       -243        441         46          0         48     -1,164
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       47.4        1.0       37.7       10.3        6.0       21.7       21.0        0.4        7.7        0.3        0.0       17.2       13.5
 
Number of Traders in Each Category                                    Total Traders:       102 
         5         11          .         24         13         10         20         23          8          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   541,624
Positions
    37,803    287,314      1,632    316,209     93,995     21,265     54,435     78,604      3,685     31,352      6,197        157     75,086     48,775
 
Changes from:       April 28, 2020                                   Total Change is:    -3,458
     1,363     -7,960        -97     -5,002      2,340       -239       -693      3,971        654      5,113        740     -4,918        361      2,051
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       53.0        0.3       58.4       17.4        3.9       10.1       14.5        0.7        5.8        1.1        0.0       13.9        9.0
 
Number of Traders in Each Category                                    Total Traders:       256 
        14         11          9         83         40         36         41         34         17         21         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   129,293
Positions
    62,996     19,988        437     21,230     39,723      3,106     21,862     35,326      1,140      4,118        550          0     14,404     29,023
 
Changes from:       April 28, 2020                                   Total Change is:       131
       295      1,619        -17        693        686       -398      1,507     -1,467        -23        -16       -503          0     -1,910        234
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       15.5        0.3       16.4       30.7        2.4       16.9       27.3        0.9        3.2        0.4        0.0       11.1       22.4
 
Number of Traders in Each Category                                    Total Traders:        77 
         5          8          .          6         17          6         16         20         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    24,904
Positions
       228     18,297          0     10,811        596         41     12,432      2,788         75        329      1,534          0        988      1,573
 
Changes from:       April 28, 2020                                   Total Change is:     1,130
         0        -78          0        592        208          0        742      1,739         -4        -50       -287          0       -150       -448
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       73.5        0.0       43.4        2.4        0.2       49.9       11.2        0.3        1.3        6.2        0.0        4.0        6.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          4          0          4          .          .         10          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   100,220
Positions
    21,294     39,261        800     39,442     12,197        430     23,402     24,236      1,204      9,419     16,711          0      4,229      5,381
 
Changes from:       April 28, 2020                                   Total Change is:    -3,139
    -4,965      1,101          0        569     -4,704       -246       -239        304        717      1,058       -393          0        -33         82
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       39.2        0.8       39.4       12.2        0.4       23.4       24.2        1.2        9.4       16.7        0.0        4.2        5.4
 
Number of Traders in Each Category                                    Total Traders:       123 
         5          8          .          8         21          .         28         35          8          5         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    22,702
Positions
     9,315        849         52        430     10,256          0      9,097      7,683        129      2,277        690          0      1,402      3,043
 
Changes from:       April 28, 2020                                   Total Change is:    -4,145
     1,849       -191     -3,026       -450       -346          0     -1,377      1,218       -849        -79       -665          0       -213       -286
 
Percent of Open Interest Represented by Each Category of Trader
      41.0        3.7        0.2        1.9       45.2        0.0       40.1       33.8        0.6       10.0        3.0        0.0        6.2       13.4
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          .          .         10          0          8         17          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    44,372
Positions
    21,622      4,433          0      1,406     11,746      1,425     16,275     19,506        241      1,812        938          6      1,585      6,077
 
Changes from:       April 28, 2020                                   Total Change is:     3,105
     1,456       -778          0       -325        706        223      1,959      2,955       -117        170       -373          0       -261        489
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       10.0        0.0        3.2       26.5        3.2       36.7       44.0        0.5        4.1        2.1        0.0        3.6       13.7
 
Number of Traders in Each Category                                    Total Traders:        84 
         8          4          0          5         18          5         18         24          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    16,774
Positions
     5,781          0          0          0      5,245          0     10,399      9,220          0        176        130          0        418      2,179
 
Changes from:       April 28, 2020                                   Total Change is:     1,353
         0          0          0          0        592          0      1,396        644          0         16        130          0        -59        -13
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        0.0        0.0        0.0       31.3        0.0       62.0       55.0        0.0        1.0        0.8        0.0        2.5       13.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          0          0          0          6          0          9          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    33,234
Positions
    16,040      1,955      1,122      2,767      7,166        699      6,979      7,516        193          0      6,368          0      5,435      8,217
 
Changes from:       April 28, 2020                                   Total Change is:      -518
       410       -135       -466        187        978        133        134         41     -1,189       -100        109          0        373         11
 
Percent of Open Interest Represented by Each Category of Trader
      48.3        5.9        3.4        8.3       21.6        2.1       21.0       22.6        0.6        0.0       19.2        0.0       16.4       24.7
 
Number of Traders in Each Category                                    Total Traders:        84 
        22          6          5         12          9          8         13         12          4          0         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    66,467
Positions
    32,079      3,909      2,243      5,534     14,332      1,397     13,958     15,031        386          0     12,735          0     10,870     16,434
 
Changes from:       April 28, 2020                                   Total Change is:    -1,035
       820       -270       -931        374      1,955        266        267         82     -2,377       -200        218          0        746         22
 
Percent of Open Interest Represented by Each Category of Trader
      48.3        5.9        3.4        8.3       21.6        2.1       21.0       22.6        0.6        0.0       19.2        0.0       16.4       24.7
 
Number of Traders in Each Category                                    Total Traders:        84 
        22          6          5         12          9          8         13         12          4          0         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    39,991
Positions
     1,263     34,922          0     34,099      1,250        537        980      2,361          0        925        454          0      2,187        467
 
Changes from:       April 28, 2020                                   Total Change is:    -1,898
       224     -2,123          0        254          0       -309     -1,636        383          0          0          0          0       -431        151
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       87.3        0.0       85.3        3.1        1.3        2.5        5.9        0.0        2.3        1.1        0.0        5.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          8          0         10          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   750,913
Positions
   107,002     75,830     61,935    280,106    181,601     67,034     50,548    103,256     33,330     20,886     73,639      2,001    128,070    152,287
 
Changes from:       April 28, 2020                                   Total Change is:   -14,078
     9,593    -18,218      2,119    -19,697        129      1,266       -342        124     -2,278       -772      2,108         92     -4,058        580
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       10.1        8.2       37.3       24.2        8.9        6.7       13.8        4.4        2.8        9.8        0.3       17.1       20.3
 
Number of Traders in Each Category                                    Total Traders:       621 
        39         32         29        150        124        137         64        120         56         31         61         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   101,865
Positions
    71,166      4,945          0          0          0          0     24,246     16,551        358          7          0         11      6,077     80,000
 
Changes from:       April 28, 2020                                   Total Change is:     2,426
     5,664        -46          0          0          0          0     -2,572      3,425        358          7         -3         -4     -1,027     -1,304
 
Percent of Open Interest Represented by Each Category of Trader
      69.9        4.9        0.0        0.0        0.0        0.0       23.8       16.2        0.4        0.0        0.0        0.0        6.0       78.5
 
Number of Traders in Each Category                                    Total Traders:        30 
        12          .          0          0          0          0         10          5          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    11,177
Positions
     4,030      6,117          0      2,844        603         24        696      3,296        101          0          0          0      3,482      1,036
 
Changes from:       April 28, 2020                                   Total Change is:     1,031
    -1,599      2,778          0        239     -1,141         24        361       -319         30          0          0          0      1,976       -341
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       54.7        0.0       25.4        5.4        0.2        6.2       29.5        0.9        0.0        0.0        0.0       31.2        9.3
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          6          0          7          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 3,245,239
Positions
   440,028    615,275     48,828  1,400,529    908,003    335,171    251,820    553,833     44,551    104,431    368,229      9,915    609,966    361,434
 
Changes from:       April 28, 2020                                   Total Change is:   -82,520
    23,000    -87,506      7,239    -98,487        645      6,328     -1,305    -28,960       -723     -3,862     10,592        446    -15,156      9,419
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       19.0        1.5       43.2       28.0       10.3        7.8       17.1        1.4        3.2       11.3        0.3       18.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       620 
        37         34         24        150        124        137         62        121         53         31         61         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    71,780
Positions
    18,286        698        218     38,042     53,547      4,308      2,351      5,828        817          0      2,169          1      7,757      4,194
 
Changes from:       April 28, 2020                                   Total Change is:        52
     1,665     -1,512         -1     -2,526        426        536       -450       -674        500          0      1,208          1        327       -432
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        1.0        0.3       53.0       74.6        6.0        3.3        8.1        1.1        0.0        3.0        0.0       10.8        5.8
 
Number of Traders in Each Category                                    Total Traders:        77 
        11          .          .         27         25         15          5          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    36,901
Positions
     6,938      9,508        980     12,891      6,352        923      6,962      9,611        442      1,971      2,774          4      5,792      6,307
 
Changes from:       April 28, 2020                                   Total Change is:       551
       169      2,506         62        205     -1,073       -117        141       -747       -118          3       -111          0        206        149
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       25.8        2.7       34.9       17.2        2.5       18.9       26.0        1.2        5.3        7.5        0.0       15.7       17.1
 
Number of Traders in Each Category                                    Total Traders:       248 
        19         26          6         64         34         33         36         45         14         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   184,505
Positions
    34,688     47,540      4,899     64,453     31,762      4,615     34,810     48,055      2,210      9,854     13,872         18     28,958     31,534
 
Changes from:       April 28, 2020                                   Total Change is:     2,754
       846     12,531        308      1,025     -5,367       -585        703     -3,734       -589         15       -555          0      1,031        745
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       25.8        2.7       34.9       17.2        2.5       18.9       26.0        1.2        5.3        7.5        0.0       15.7       17.1
 
Number of Traders in Each Category                                    Total Traders:       248 
        19         26          6         64         34         33         36         45         14         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   520,425
Positions
   140,352     54,878      6,888    212,113    243,490     53,071     66,780     92,002      6,116     19,068     43,063         26     16,011     20,891
 
Changes from:       April 28, 2020                                   Total Change is:   -13,391
    -3,260     -5,173     -1,845    -14,974      5,176        804      5,141    -13,698      1,103       -446      1,387        -27        113     -1,118
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       10.5        1.3       40.8       46.8       10.2       12.8       17.7        1.2        3.7        8.3        0.0        3.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       311 
        27         17          4         74         69         51         37         57         16         14         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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    34,735
Positions
     6,847     11,814        231     12,997      6,066        431      7,672      5,011        764      1,018      1,598          0      4,775      8,820
 
Changes from:       April 28, 2020                                   Total Change is:       663
       -46        -60       -125       -405        189         12      2,050        504        229       -119      1,109          0       -933     -1,195
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       34.0        0.7       37.4       17.5        1.2       22.1       14.4        2.2        2.9        4.6        0.0       13.7       25.4
 
Number of Traders in Each Category                                    Total Traders:        70 
         5         13          .         15          7          8         13         11          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   503,934
Positions
    41,367    298,594        783    398,725    119,496     36,462     17,524     40,781      1,352        879      1,746          0      6,842      4,720
 
Changes from:       April 28, 2020                                   Total Change is:     1,041
     5,277     -7,553          0     -3,651      8,880      1,361     -1,442     -1,563        447       -622        -15          0       -329       -516
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       59.3        0.2       79.1       23.7        7.2        3.5        8.1        0.3        0.2        0.3        0.0        1.4        0.9
 
Number of Traders in Each Category                                    Total Traders:       179 
        15         13          4         68         50         41         13         14          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 1,209,149
Positions
    65,642    541,075     14,645    833,335    345,685    135,587     91,019     54,902      6,896     35,825     83,444      6,053     20,147     20,862
 
Changes from:       April 28, 2020                                   Total Change is:   -14,323
    -5,472    -14,473      6,598    -18,678     15,658      6,184      8,223    -24,697         32    -11,175     -7,442        294       -329      3,523
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       44.7        1.2       68.9       28.6       11.2        7.5        4.5        0.6        3.0        6.9        0.5        1.7        1.7
 
Number of Traders in Each Category                                    Total Traders:       407 
        24         21          9        153         92         83         41         41         19         23         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   144,070
Positions
    52,306     98,529     43,927      6,017          0        368     38,551          0      1,119      1,465         55         18        299         54
 
Changes from:       April 28, 2020                                   Total Change is:    -1,984
    -1,135     -3,802      1,813     -1,537          0          0       -995          0          0       -135          0          0          5          5
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       68.4       30.5        4.2        0.0        0.3       26.8        0.0        0.8        1.0        0.0        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        59 
         9         19         16          6          0          .         19          0          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   989,523
Positions
    13,554    137,626      2,611    525,400    197,841    189,460     52,959    288,857      6,183     52,564     28,607        120    146,672    138,218
 
Changes from:       April 28, 2020                                   Total Change is:     8,423
      -260     -8,602        111      2,088    -13,657      6,621       -414     21,013       -396     -3,274     -1,577         15      3,932      4,895
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       13.9        0.3       53.1       20.0       19.1        5.4       29.2        0.6        5.3        2.9        0.0       14.8       14.0
 
Number of Traders in Each Category                                    Total Traders:       176 
         7         17          4         58         31         49         16         34         17          7          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 1,049,059
Positions
    25,072    168,129        445    585,283    129,808    134,991    109,937    511,795     13,485     47,506      3,915          0    132,340     86,491
 
Changes from:       April 28, 2020                                   Total Change is:    15,861
     1,646      3,011        445     11,673     16,471     -7,986     15,951     15,218     -2,276     -1,730       -553          0     -1,862     -8,469
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       16.0        0.0       55.8       12.4       12.9       10.5       48.8        1.3        4.5        0.4        0.0       12.6        8.2
 
Number of Traders in Each Category                                    Total Traders:       138 
         .         20          .         64         16         49          5         23         12          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 2,406,883
Positions
    63,867    223,026     25,344  1,012,600    571,836    289,474    524,200  1,000,028     81,528    232,130    115,349      3,512    174,228     96,786
 
Changes from:       April 28, 2020                                   Total Change is:   -95,697
    -7,554    -23,869      7,676    -87,012      6,640     -6,975    -46,807   -120,392     42,877     -3,798      1,493      1,388      4,508     -4,535
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        9.3        1.1       42.1       23.8       12.0       21.8       41.5        3.4        9.6        4.8        0.1        7.2        4.0
 
Number of Traders in Each Category                                    Total Traders:       323 
        15         26         10        110         33         71         52         51         32         18         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,385,230
Positions
   229,693    151,484     27,171  1,400,963    907,877    590,551    463,170  1,071,389    112,342    128,834    144,083     22,974    409,532    357,359
 
Changes from:       April 28, 2020                                   Total Change is:   100,315
    43,382    -10,305      1,446     42,759    -17,429      5,475      8,467    114,950      9,918    -17,415    -13,585      1,460      4,823      8,385
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        4.5        0.8       41.4       26.8       17.4       13.7       31.6        3.3        3.8        4.3        0.7       12.1       10.6
 
Number of Traders in Each Category                                    Total Traders:       364 
        23         23         18         99         73         98         53         65         52         14         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   870,705
Positions
    96,196     25,374      3,799    285,064    269,763    126,857    187,629    218,953     14,567     50,954     22,823        270    105,369    188,299
 
Changes from:       April 28, 2020                                   Total Change is:    26,048
    -1,782     -3,697     -2,874      5,923      3,326      8,649     16,249     24,740        877         20     -3,680          0     -1,014     -1,293
 
Percent of Open Interest Represented by Each Category of Trader
      11.0        2.9        0.4       32.7       31.0       14.6       21.5       25.1        1.7        5.9        2.6        0.0       12.1       21.6
 
Number of Traders in Each Category                                    Total Traders:       113 
         6          4          4         29         37         39         19         11          9          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2020                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,617,662
Positions
    67,503    344,422     41,380  1,724,382    604,499    584,749    494,877  1,433,917    126,879    256,528    192,431      3,289    318,075    286,096
 
Changes from:       April 28, 2020                                   Total Change is:    42,074
      -447    -36,703     15,630     32,989        769      6,478    -14,474     46,924     12,605      2,422     -3,179      2,870    -15,999     -3,320
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.5        1.1       47.7       16.7       16.2       13.7       39.6        3.5        7.1        5.3        0.1        8.8        7.9
 
Number of Traders in Each Category                                    Total Traders:       298 
         8         33          8         84         45         73         38         60         42         17         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 1,595,563
Positions
   199,623    446,996    348,212     15,705     17,051     29,136    602,577    331,042    340,481      3,856     19,341      6,110     49,863     57,194
 
Changes from:       April 28, 2020                                   Total Change is:  -170,289
   -74,672   -105,342    -28,136    -20,960     -1,719     -4,144    -94,021    -81,897     26,448     -2,572     -3,720        886     26,882     27,335
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       28.0       21.8        1.0        1.1        1.8       37.8       20.7       21.3        0.2        1.2        0.4        3.1        3.6
 
Number of Traders in Each Category                                    Total Traders:       115 
        20         30         41          .          6          .         19         30         35          4          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is10,771,315
Positions
 1,742,662  1,345,318  2,388,705    571,840    121,378    667,475  1,214,699  1,969,833  3,281,284    110,346     86,746     84,710    709,594    825,866
 
Changes from:       April 28, 2020                                   Total Change is:    82,369
  -260,995    -33,312    102,186      6,925     31,218    -51,656    114,787   -121,212     31,376     -8,708      2,876     -1,695    150,149    122,588
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       12.5       22.2        5.3        1.1        6.2       11.3       18.3       30.5        1.0        0.8        0.8        6.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       226 
        31         45         70         13         13         17         43         50         75         10         13         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   160,848
Positions
     4,556     80,929     19,126          0      8,182      8,211    107,883     19,682     19,265        716        224        983        108      4,246
 
Changes from:       April 28, 2020                                   Total Change is:     3,596
     4,000      2,868     -1,399          0          0          0         62      1,329        955         20       -125        -78         36         46
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       50.3       11.9        0.0        5.1        5.1       67.1       12.2       12.0        0.4        0.1        0.6        0.1        2.6
 
Number of Traders in Each Category                                    Total Traders:        53 
         .         15          8          0          .          .         18         13         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   254,069
Positions
    47,974    106,612     17,996          0     23,658      2,563    159,577     78,458     20,601      3,909        430        418      1,031      3,333
 
Changes from:       April 28, 2020                                   Total Change is:  -120,961
   -16,410    -58,845     -4,500          0    -22,364      1,599    -91,231    -29,232     -7,361     -4,045       -105        -15      1,002       -138
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       42.0        7.1        0.0        9.3        1.0       62.8       30.9        8.1        1.5        0.2        0.2        0.4        1.3
 
Number of Traders in Each Category                                    Total Traders:        88 
         6         30         10          0          5          .         18         26         26          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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     7,784
Positions
        48        160          0        316          0          1      3,312      4,269        557      1,330      2,302        149      2,071        346
 
Changes from:       April 28, 2020                                   Total Change is:     1,673
        -5        130          0         -8        -35          1      1,288        890        155         97        518         85         60        -71
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        2.1        0.0        4.1        0.0        0.0       42.5       54.8        7.2       17.1       29.6        1.9       26.6        4.4
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          .          0          .          0          .         16         20          5         19          6          .
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Traders in Financial Futures - Futures Only Positions as of May 5, 2020                                                                                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    31,555
Positions
       875     10,787          0     13,721      1,376        393     11,003     14,714      1,092        902      1,709         45      3,524      1,439
 
Changes from:       April 28, 2020                                   Total Change is:    -1,067
      -180        835          0       -329       -516       -100     -1,287       -992         13        110       -183          1        705       -125
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       34.2        0.0       43.5        4.4        1.2       34.9       46.6        3.5        2.9        5.4        0.1       11.2        4.6
 
Number of Traders in Each Category                                    Total Traders:        64 
         .          .          0          8          4          .         22         11          4          9          6          .
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Traders in Financial Futures - Futures Only Positions as of May 5, 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   220,455
Positions
    54,623     31,495     21,523     57,249     10,810     17,344     13,504     82,344     23,231      6,751      1,881      6,363     19,867     25,464
 
Changes from:       April 28, 2020                                   Total Change is:     9,789
     4,275      1,822       -620      5,433      2,834      1,648     -3,638      2,914      2,877      1,048        130     -1,191        -43       -625
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       14.3        9.8       26.0        4.9        7.9        6.1       37.4       10.5        3.1        0.9        2.9        9.0       11.6
 
Number of Traders in Each Category                                    Total Traders:       137 
        11         16         21         16         12         17         19         46         39          7          5          7
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Traders in Financial Futures - Futures Only Positions as of May 5, 2020                                                                                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    20,034
Positions
     4,619      3,625        220     12,775      5,307      1,461        247      9,386          0        508          0          0        204         35
 
Changes from:       April 28, 2020                                   Total Change is:       343
        55         27        -50      1,434       -208         80     -1,183        494          0          0          0          0          7          0
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       18.1        1.1       63.8       26.5        7.3        1.2       46.9        0.0        2.5        0.0        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          .          .          5          7          .          .          8          0          8          0          0
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Updated May 08, 2020