Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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   148,374
Positions
    29,995      5,872      8,749     30,596     29,737      6,473     15,438     48,222     16,004     11,420      1,819        811     28,887     30,686
 
Changes from:       May 12, 2020                                     Total Change is:    10,504
      -623         95      2,427       -109        168        634      6,129      8,566       -157       -209       -115        -24      2,435     -1,090
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        4.0        5.9       20.6       20.0        4.4       10.4       32.5       10.8        7.7        1.2        0.5       19.5       20.7
 
Number of Traders in Each Category                                    Total Traders:       107 
         8          6          9         12         17         12         19         30         14         11          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    40,936
Positions
     4,029     14,333        769      6,760      5,441        327     16,397      5,064        533        696        487          0     11,425     13,982
 
Changes from:       May 12, 2020                                     Total Change is:    -1,312
      -572     -1,343        141      1,445       -861          2      1,039       -566        134     -3,156          0          0       -344      1,182
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       35.0        1.9       16.5       13.3        0.8       40.1       12.4        1.3        1.7        1.2        0.0       27.9       34.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          4          4          6          6          .          8          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   210,421
Positions
    65,521      9,582      6,115     42,339     74,830      5,614     35,719     44,220     29,198      6,644      7,599         87     19,184     33,176
 
Changes from:       May 12, 2020                                     Total Change is:    13,991
     6,063        378        752      1,564      7,855         84      3,896      3,586        226         50        -56        -41      1,398      1,208
 
Percent of Open Interest Represented by Each Category of Trader
      31.1        4.6        2.9       20.1       35.6        2.7       17.0       21.0       13.9        3.2        3.6        0.0        9.1       15.8
 
Number of Traders in Each Category                                    Total Traders:       116 
         9          6          8         11         32         13         19         26         15          7          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   171,654
Positions
    10,463     70,520      4,701     58,941     16,595      8,821     31,276     25,952     19,050     12,678        522         10     25,714     25,484
 
Changes from:       May 12, 2020                                     Total Change is:    -4,357
      -464     -2,030         56     -4,747         88         21        793     -4,287        206       -468         -1          6        241      1,584
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       41.1        2.7       34.3        9.7        5.1       18.2       15.1       11.1        7.4        0.3        0.0       15.0       14.8
 
Number of Traders in Each Category                                    Total Traders:       112 
         4         11          7         26         13         13         20         27         16          6          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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   601,044
Positions
    43,393    280,817     12,529    322,760    105,987     25,846     43,156     78,905     38,946     32,392      5,767      1,262     80,760     50,987
 
Changes from:       May 12, 2020                                     Total Change is:     2,432
    -1,887     -6,015       -268      1,668      7,630        157     -2,234      2,379      1,151        882     -4,302        238      2,726      1,462
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       46.7        2.1       53.7       17.6        4.3        7.2       13.1        6.5        5.4        1.0        0.2       13.4        8.5
 
Number of Traders in Each Category                                    Total Traders:       272 
        14         11         14         90         39         46         37         40         28         24         17         10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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   155,165
Positions
    63,018     20,227      4,056     17,444     43,321      6,601     25,212     34,950     15,360      5,171        849        300     18,003     29,501
 
Changes from:       May 12, 2020                                     Total Change is:     5,163
       442      1,768        176       -422      4,704      1,193      2,039     -1,440        969          0         55          8        759     -2,270
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       13.0        2.6       11.2       27.9        4.3       16.2       22.5        9.9        3.3        0.5        0.2       11.6       19.0
 
Number of Traders in Each Category                                    Total Traders:        87 
         6          8          8          7         18         11         13         26         17          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    23,711
Positions
         0     18,445          0     13,134        637         41      8,974      1,178         57        138      1,754          0      1,367      1,599
 
Changes from:       May 12, 2020                                     Total Change is:      -169
      -165         59          0        480       -112          0       -903         13        -11       -171        -68          0        601        -50
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       77.8        0.0       55.4        2.7        0.2       37.8        5.0        0.2        0.6        7.4        0.0        5.8        6.7
 
Number of Traders in Each Category                                    Total Traders:        34 
         0          4          0          5          .          .         12          4          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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   104,745
Positions
    25,384     35,572      1,043     41,009     13,248      1,158     25,269     26,960      3,147      2,501     17,388          0      5,233      6,229
 
Changes from:       May 12, 2020                                     Total Change is:     2,386
    -1,740         44         89      4,165      1,201         -1        214      1,860     -1,172        312       -530          0        519        896
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       34.0        1.0       39.2       12.6        1.1       24.1       25.7        3.0        2.4       16.6        0.0        5.0        5.9
 
Number of Traders in Each Category                                    Total Traders:       132 
         6          7          .          8         21          4         28         38         14          8         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    24,772
Positions
     9,268        712         99        540     13,457          0     10,835      5,879        229      2,058        750          0      1,743      3,646
 
Changes from:       May 12, 2020                                     Total Change is:     3,644
       -44       -220         44       -450      4,114          0      4,316       -103        -35       -271       -280          0         84        124
 
Percent of Open Interest Represented by Each Category of Trader
      37.4        2.9        0.4        2.2       54.3        0.0       43.7       23.7        0.9        8.3        3.0        0.0        7.0       14.7
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          .          .          .          9          0          9         14          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    44,444
Positions
    21,897      4,262        246      1,642     12,324      1,383     14,877     18,700        280      1,802      1,072          6      2,311      6,171
 
Changes from:       May 12, 2020                                     Total Change is:    -1,222
      -298       -119          1        218      1,012         35     -1,391     -2,227         13         30        -37          0        170        100
 
Percent of Open Interest Represented by Each Category of Trader
      49.3        9.6        0.6        3.7       27.7        3.1       33.5       42.1        0.6        4.1        2.4        0.0        5.2       13.9
 
Number of Traders in Each Category                                    Total Traders:        83 
         8          4          .          7         19          6         19         18          8          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    17,185
Positions
     5,781          0          0          0      5,738          0     10,594      9,477          0        346        222          0        464      1,748
 
Changes from:       May 12, 2020                                     Total Change is:      -422
         0          0          0       -168        452          0       -376       -860          0          2         92          0        120       -106
 
Percent of Open Interest Represented by Each Category of Trader
      33.6        0.0        0.0        0.0       33.4        0.0       61.6       55.1        0.0        2.0        1.3        0.0        2.7       10.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          0          0          0          6          0          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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    37,152
Positions
    17,159      3,896      1,358      4,339      6,506      1,047      6,801      8,648        405        200      5,924          0      5,844      9,368
 
Changes from:       May 12, 2020                                     Total Change is:     2,077
     1,232      1,216       -254        616       -125        281        258         91       -114       -150        -67          0        208      1,048
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       10.5        3.7       11.7       17.5        2.8       18.3       23.3        1.1        0.5       15.9        0.0       15.7       25.2
 
Number of Traders in Each Category                                    Total Traders:        86 
        19          9          7         16          9          9         13         12          7          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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    74,304
Positions
    34,318      7,792      2,715      8,677     13,011      2,093     13,602     17,297        811        400     11,848          0     11,688     18,737
 
Changes from:       May 12, 2020                                     Total Change is:     4,153
     2,465      2,432       -508      1,231       -250        561        516        183       -228       -300       -134          0        416      2,097
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       10.5        3.7       11.7       17.5        2.8       18.3       23.3        1.1        0.5       15.9        0.0       15.7       25.2
 
Number of Traders in Each Category                                    Total Traders:        86 
        19          9          7         16          9          9         13         12          7          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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    62,360
Positions
    32,226     31,580          0     22,124     23,616      3,674      1,080      2,176          0        925        454          0      2,331        860
 
Changes from:       May 12, 2020                                     Total Change is:    22,893
    30,888     -2,764          0    -11,290     22,366      3,213         50         88          0          0          0          0         32        -10
 
Percent of Open Interest Represented by Each Category of Trader
      51.7       50.6        0.0       35.5       37.9        5.9        1.7        3.5        0.0        1.5        0.7        0.0        3.7        1.4
 
Number of Traders in Each Category                                    Total Traders:        28 
         5          6          0         10          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   956,328
Positions
   116,597     72,780     90,429    274,717    180,741     66,937     42,780    106,842    189,662     18,026     72,563      4,780    152,401    171,594
 
Changes from:       May 12, 2020                                     Total Change is:   -35,336
     7,576      1,444     -4,787     -8,530      1,161     -1,869     -4,418     -1,493    -20,323       -862     -3,108       -455     -1,668     -5,907
 
Percent of Open Interest Represented by Each Category of Trader
      12.2        7.6        9.5       28.7       18.9        7.0        4.5       11.2       19.8        1.9        7.6        0.5       15.9       17.9
 
Number of Traders in Each Category                                    Total Traders:       652 
        41         31         46        153        128        145         67        124        112         35         73         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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   129,507
Positions
    70,383      5,225         46          0          0          0     26,458     17,199     17,803        187          0        265     14,364     88,968
 
Changes from:       May 12, 2020                                     Total Change is:    -2,062
       -36        -66       -841          0          0          0        280      1,683     -2,842         13          0        -58      1,422         63
 
Percent of Open Interest Represented by Each Category of Trader
      54.3        4.0        0.0        0.0        0.0        0.0       20.4       13.3       13.7        0.1        0.0        0.2       11.1       68.7
 
Number of Traders in Each Category                                    Total Traders:        32 
        10          .          .          0          0          0         10          9         15          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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    11,497
Positions
     3,576      5,838          3      5,138        618          0        834      3,307         16          0          0          0      1,930      1,715
 
Changes from:       May 12, 2020                                     Total Change is:       266
         0       -232          3        545         15        -24         18       -235        -19          0          0          0       -257        758
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       50.8        0.0       44.7        5.4        0.0        7.3       28.8        0.1        0.0        0.0        0.0       16.8       14.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          6          .          9          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 4,134,104
Positions
   481,932    588,638    201,050  1,373,583    903,707    334,685    224,970    591,572    715,936     90,129    363,750     21,637    690,182    413,128
 
Changes from:       May 12, 2020                                     Total Change is:  -166,370
    37,229      6,718    -18,896    -42,648      5,807     -9,345    -15,035     -7,423    -95,859     -4,310    -15,471     -2,052    -15,453    -29,848
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       14.2        4.9       33.2       21.9        8.1        5.4       14.3       17.3        2.2        8.8        0.5       16.7       10.0
 
Number of Traders in Each Category                                    Total Traders:       650 
        39         33         43        153        128        145         66        123        109         35         73         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    13,733
Positions
       962     12,766        135      5,671          0          0        900        446          5          0          0          0      6,060        381
 
Changes from:       May 12, 2020                                     Total Change is:       873
       266        938        -23        466          0          0         52        -24          2          0          0          0        110        -20
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       93.0        1.0       41.3        0.0        0.0        6.6        3.2        0.0        0.0        0.0        0.0       44.1        2.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          8          .          8          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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    70,161
Positions
    15,777      2,411        214     41,712     52,367      2,400      1,537      5,113        816          0      2,392          1      7,704      4,447
 
Changes from:       May 12, 2020                                     Total Change is:      -281
       138        339         -5       -699         31        579        774       -437       -686          0        223          0       -382       -325
 
Percent of Open Interest Represented by Each Category of Trader
      22.5        3.4        0.3       59.5       74.6        3.4        2.2        7.3        1.2        0.0        3.4        0.0       11.0        6.3
 
Number of Traders in Each Category                                    Total Traders:        81 
        12          .          .         28         25         15          5          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    46,103
Positions
     8,058      8,141      1,347     13,034      6,252      1,294      7,895     13,109      6,236      1,643      3,313          7      6,588      6,404
 
Changes from:       May 12, 2020                                     Total Change is:      -315
       839     -2,136         83     -1,192        394         31        493      2,126       -373       -165       -157          0        -31       -283
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       17.7        2.9       28.3       13.6        2.8       17.1       28.4       13.5        3.6        7.2        0.0       14.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       266 
        22         25         15         66         36         35         37         50         25         12         17          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   230,513
Positions
    40,289     40,704      6,736     65,170     31,260      6,470     39,477     65,543     31,179      8,216     16,567         36     32,940     32,018
 
Changes from:       May 12, 2020                                     Total Change is:    -1,576
     4,196    -10,682        415     -5,961      1,972        153      2,467     10,629     -1,865       -826       -785          1       -156     -1,414
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       17.7        2.9       28.3       13.6        2.8       17.1       28.4       13.5        3.6        7.2        0.0       14.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       266 
        22         25         15         66         36         35         37         50         25         12         17          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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   561,724
Positions
   137,728     40,285      9,242    240,293    260,303     46,457     83,322    122,285     14,470     12,083     45,422         14     18,115     23,245
 
Changes from:       May 12, 2020                                     Total Change is:    24,627
    -9,489    -13,799      2,219     13,963     14,585      3,210     16,182     16,040       -168     -2,738      2,384          0      1,448        156
 
Percent of Open Interest Represented by Each Category of Trader
      24.5        7.2        1.6       42.8       46.3        8.3       14.8       21.8        2.6        2.2        8.1        0.0        3.2        4.1
 
Number of Traders in Each Category                                    Total Traders:       332 
        30         15          8         83         68         55         40         62         23         12         22          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    40,276
Positions
     9,390     13,391        560     13,768      4,313        516      8,225      4,167        508      1,378        499          0      5,931     16,322
 
Changes from:       May 12, 2020                                     Total Change is:     3,093
       561        570        128        323     -1,038         34        276        315       -196        585         -7          0      1,382      3,287
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       33.2        1.4       34.2       10.7        1.3       20.4       10.3        1.3        3.4        1.2        0.0       14.7       40.5
 
Number of Traders in Each Category                                    Total Traders:        68 
         5         13          .         14          7          8         14         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   483,284
Positions
    38,238    271,641        676    370,689    133,912     42,033     21,354     25,664      1,246        879      2,528          0      8,169      5,584
 
Changes from:       May 12, 2020                                     Total Change is:   -16,851
      -716    -10,722        -41    -19,979      5,893       -590      3,790    -12,298         -4          0        544          0        689        367
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       56.2        0.1       76.7       27.7        8.7        4.4        5.3        0.3        0.2        0.5        0.0        1.7        1.2
 
Number of Traders in Each Category                                    Total Traders:       180 
        14         13          4         64         51         41         15         14          4          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,194,962
Positions
    65,471    544,396      6,137    839,769    313,090    136,542     84,644     71,374      7,889     24,303     84,581      6,761     23,446     24,192
 
Changes from:       May 12, 2020                                     Total Change is:     4,053
       852     29,711    -13,753     24,089    -22,934        226     -4,580     11,378       -270     -2,142        886        -90       -279     -1,101
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       45.6        0.5       70.3       26.2       11.4        7.1        6.0        0.7        2.0        7.1        0.6        2.0        2.0
 
Number of Traders in Each Category                                    Total Traders:       406 
        20         26          9        149         94         83         37         48         21         18         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   146,422
Positions
    53,294    100,486     43,902      6,063          0        368     39,334        100      1,363      1,758         65         98        242         40
 
Changes from:       May 12, 2020                                     Total Change is:     1,398
       150        818        186          0          0          0        564        100        235        240         10         50        -27         -1
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       68.6       30.0        4.1        0.0        0.3       26.9        0.1        0.9        1.2        0.0        0.1        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        67 
         9         19         16          7          0          .         22          .          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,214,742
Positions
     8,204    141,251     23,514    554,548    223,159    208,510     52,275    305,675    133,266     66,701     22,802     10,372    157,351    146,193
 
Changes from:       May 12, 2020                                     Total Change is:    40,607
     5,132     -5,416        412     16,898     21,829     -3,621     -1,035      4,515     21,771      4,650     -1,123      1,099     -4,698      1,142
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       11.6        1.9       45.7       18.4       17.2        4.3       25.2       11.0        5.5        1.9        0.9       13.0       12.0
 
Number of Traders in Each Category                                    Total Traders:       185 
         7         17         13         60         31         50         21         36         44          8          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 1,131,891
Positions
    21,506    175,326      2,415    591,948    133,464    146,434    100,853    497,456     61,355     56,847      8,511          0    150,533    106,930
 
Changes from:       May 12, 2020                                     Total Change is:    43,029
      -941       -440     -2,283      1,717     -6,162     12,892       -747      1,803     23,681      3,269      1,806          0      5,441     11,732
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       15.5        0.2       52.3       11.8       12.9        8.9       43.9        5.4        5.0        0.8        0.0       13.3        9.4
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         16          5         61         16         49          5         23         18          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,529,594
Positions
    46,320    190,346     57,407    991,125    538,231    271,699    503,778    923,898    258,413    221,232    185,066      7,335    172,286     97,199
 
Changes from:       May 12, 2020                                     Total Change is:   -10,145
   -18,756     -2,954     17,668     -7,765    -32,218    -19,849     26,855    -57,014     -2,073     -2,036     79,561      2,734     -6,923      4,000
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        7.5        2.3       39.2       21.3       10.7       19.9       36.5       10.2        8.7        7.3        0.3        6.8        3.8
 
Number of Traders in Each Category                                    Total Traders:       326 
        12         26         13        112         33         76         59         49         52         21         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,192,642
Positions
   120,854    167,169    285,652  1,461,721    812,143    678,670    446,566  1,087,735    541,259    139,012    143,471     92,591    426,317    383,953
 
Changes from:       May 12, 2020                                     Total Change is:    46,382
   -31,103     21,083     19,856     35,885    -77,446      8,342     11,056     63,710    -13,417      4,221     -1,218     17,535     -5,993      7,938
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        4.0        6.8       34.9       19.4       16.2       10.7       25.9       12.9        3.3        3.4        2.2       10.2        9.2
 
Number of Traders in Each Category                                    Total Traders:       384 
        20         31         37        103         71        109         47         73         83         21         17         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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   956,045
Positions
   100,460     33,928     13,069    299,019    332,649    119,673    241,086    231,186     30,465     51,303     22,335        339    100,631    172,401
 
Changes from:       May 12, 2020                                     Total Change is:    47,559
     4,048      7,151      1,919      9,258     19,498    -10,337     24,875     13,290     15,040       -782       -403         25      3,513      1,376
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        3.5        1.4       31.3       34.8       12.5       25.2       24.2        3.2        5.4        2.3        0.0       10.5       18.0
 
Number of Traders in Each Category                                    Total Traders:       119 
         7          6          7         29         42         40         16         12         14          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 3,989,985
Positions
    49,671    276,227    183,060  1,751,732    639,606    516,367    361,297  1,307,039    518,745    252,787    212,808     39,313    317,012    296,821
 
Changes from:       May 12, 2020                                     Total Change is:   -65,981
     4,219      6,068     29,515     31,266     -4,711   -107,279    -55,084    -41,414     24,635        495     16,363     12,367     -6,114     -1,524
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        6.9        4.6       43.9       16.0       12.9        9.1       32.8       13.0        6.3        5.3        1.0        7.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       320 
        10         32         25         87         50         83         39         61         66         21         19         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 1,786,833
Positions
   200,710    512,160    378,942     15,244     18,857     51,001    700,303    380,291    408,828      4,638      8,690      2,015     25,153     26,050
 
Changes from:       May 12, 2020                                     Total Change is:    16,688
     7,416     46,579    -16,634      2,520        712      4,209     22,743      1,049     -2,618      1,850     -8,980     -1,850       -948     -5,779
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       28.7       21.2        0.9        1.1        2.9       39.2       21.3       22.9        0.3        0.5        0.1        1.4        1.5
 
Number of Traders in Each Category                                    Total Traders:       122 
        23         31         45          .          5          4         26         28         39          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 is26,653,118
Positions
 1,963,630  1,590,707  4,788,436    598,607    183,093  1,758,961    685,544  1,575,311 15,710,091    248,053     69,171    190,871    708,924    786,477
 
Changes from:       May 12, 2020                                     Total Change is:-1,243,902
   -25,415    162,810   -191,235      9,405    -68,954     38,717    -55,782   -156,939 -1,015,168      6,499     -3,161      6,968    -17,889    -16,939
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        6.0       18.0        2.2        0.7        6.6        2.6        5.9       58.9        0.9        0.3        0.7        2.7        3.0
 
Number of Traders in Each Category                                    Total Traders:       268 
        29         50         75         20         14         25         60         53         96         19         17         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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   173,568
Positions
     4,790     74,807     22,968          0      8,182      8,211    112,450     29,588     22,743        425        353      1,761        220      4,955
 
Changes from:       May 12, 2020                                     Total Change is:     4,867
      -449     -7,623      2,026          0          0          0      1,722      7,773        928        -15         43        617         38      1,104
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       43.1       13.2        0.0        4.7        4.7       64.8       17.0       13.1        0.2        0.2        1.0        0.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        56 
         .         16          8          0          .          .         19         11         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   278,523
Positions
    35,714    113,581     26,009          0     22,119      1,659    181,185     86,604     24,629      8,877        120        374         76      3,428
 
Changes from:       May 12, 2020                                     Total Change is:    15,694
     3,851        725      5,831          0       -762        336        999      8,678      1,004      3,948         74       -261        -14         69
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       40.8        9.3        0.0        7.9        0.6       65.1       31.1        8.8        3.2        0.0        0.1        0.0        1.2
 
Number of Traders in Each Category                                    Total Traders:        90 
         4         32         15          0          5          .         21         24         27          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    74,198
Positions
         0      8,336          0      1,061      2,225          0      1,205     11,479     51,259     20,637        500          0         36        399
 
Changes from:       May 12, 2020                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.2        0.0        1.4        3.0        0.0        1.6       15.5       69.1       27.8        0.7        0.0        0.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          .          5          0          .          5          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    42,718
Positions
     9,297         80     16,492          0          0          0          0     12,971     10,988      5,685      1,931        246         10         10
 
Changes from:       May 12, 2020                                     Total Change is:      -431
         0        -25          0          0          0          0          0        835     -1,241        800          0          0         10          0
 
Percent of Open Interest Represented by Each Category of Trader
      21.8        0.2       38.6        0.0        0.0        0.0        0.0       30.4       25.7       13.3        4.5        0.6        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          0          0          0          0          8          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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    11,802
Positions
        41        342          0        342        193         10      5,457      6,842      1,461      1,535      2,566         23      2,933        365
 
Changes from:       May 12, 2020                                     Total Change is:     1,571
        -2         42          0         60         80          9        537        356        577        143        519         -8        255         -4
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        2.9        0.0        2.9        1.6        0.1       46.2       58.0       12.4       13.0       21.7        0.2       24.9        3.1
 
Number of Traders in Each Category                                    Total Traders:        75 
         .          .          0          .          .          .         23         21         12         18          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    31,509
Positions
     1,025     12,288          0     12,419      1,375        442     12,008     13,183      1,246      1,307      1,018         35      3,028      1,922
 
Changes from:       May 12, 2020                                     Total Change is:       353
       160      1,020          0       -134         50         50        254       -579         -8        521       -523        -45       -445        388
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       39.0        0.0       39.4        4.4        1.4       38.1       41.8        4.0        4.1        3.2        0.1        9.6        6.1
 
Number of Traders in Each Category                                    Total Traders:        69 
         .          .          0          9          .          .         24         12          7         13          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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   241,702
Positions
    65,418     27,605     27,020     56,535     22,881     16,806     15,202     84,419     29,043      7,332      3,069      5,558     18,788     25,301
 
Changes from:       May 12, 2020                                     Total Change is:    10,958
     5,157     -3,209      5,114      2,728     -1,077        131       -845      9,069     -1,277        219        510       -764        495      2,461
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       11.4       11.2       23.4        9.5        7.0        6.3       34.9       12.0        3.0        1.3        2.3        7.8       10.5
 
Number of Traders in Each Category                                    Total Traders:       152 
        13         17         21         18         17         20         20         45         41          7          8          7
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    20,278
Positions
     4,929      3,635        210     13,171      5,500      1,266          0      9,604          0        443          0          0        259         63
 
Changes from:       May 12, 2020                                     Total Change is:       408
       310         50        -50        363         -1          0       -266        400          0          0          0          0         51          9
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       17.9        1.0       65.0       27.1        6.2        0.0       47.4        0.0        2.2        0.0        0.0        1.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          .          5          7          .          0          9          0          7          0          0
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Updated May 22, 2020