Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   167,282
Positions
    52,261      4,296      6,427     39,276     33,476      5,494     11,604     61,333      5,807     11,344      1,163         56     35,013     49,230
 
Changes from:       March 12, 2019                                   Total Change is:     7,343
     6,226     -3,245      5,626       -649     -5,668        477     -1,062      8,049     -2,489     -2,216        426        -17      1,447      4,184
 
Percent of Open Interest Represented by Each Category of Trader
      31.2        2.6        3.8       23.5       20.0        3.3        6.9       36.7        3.5        6.8        0.7        0.0       20.9       29.4
 
Number of Traders in Each Category                                    Total Traders:        98 
        10          .          6         14         16         12         14         29         11         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    75,896
Positions
    46,903      2,708        379      3,370     27,295      1,264     15,457     19,754        297        440        919          0      7,786     23,280
 
Changes from:       March 12, 2019                                   Total Change is:    -9,676
       545        545     -4,908        960        270       -196     -3,207        253     -1,343          0          0          0     -1,527     -4,297
 
Percent of Open Interest Represented by Each Category of Trader
      61.8        3.6        0.5        4.4       36.0        1.7       20.4       26.0        0.4        0.6        1.2        0.0       10.3       30.7
 
Number of Traders in Each Category                                    Total Traders:        57 
         5          4          .          4         18          4         11         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   140,283
Positions
    10,466     12,278      3,277     50,963     54,760      4,168     28,346     25,396      5,161     11,509      7,811          0     26,393     27,432
 
Changes from:       March 12, 2019                                   Total Change is:   -51,655
   -42,802    -19,333     -4,106        943     -6,676        -74       -634    -13,219     -4,155       -700        437          0       -127     -4,529
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        8.8        2.3       36.3       39.0        3.0       20.2       18.1        3.7        8.2        5.6        0.0       18.8       19.6
 
Number of Traders in Each Category                                    Total Traders:       101 
         7          6          6         12         23         13         19         27         11          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   158,074
Positions
    57,582      1,395      1,217     35,378     62,093      7,848     26,345     43,563      4,596      3,533      1,456          0     21,575     35,906
 
Changes from:       March 12, 2019                                   Total Change is:   -38,692
   -23,328    -44,004     -2,461      1,257      3,358     -2,183     -1,257      8,127     -1,207       -418     -1,050          0     -9,095        728
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        0.9        0.8       22.4       39.3        5.0       16.7       27.6        2.9        2.2        0.9        0.0       13.6       22.7
 
Number of Traders in Each Category                                    Total Traders:       115 
         9          5          .         20         25         12         22         30         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   483,172
Positions
    32,568     77,657        984    290,890    172,261     28,402     26,752    113,593      8,703     18,177     22,348        272     76,424     58,952
 
Changes from:       March 12, 2019                                   Total Change is:   -53,552
   -21,045    -16,663     -3,331        836     -8,135     -1,048     -8,735     -5,068     -7,155        448         91        140    -13,662    -12,383
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       16.1        0.2       60.2       35.7        5.9        5.5       23.5        1.8        3.8        4.6        0.1       15.8       12.2
 
Number of Traders in Each Category                                    Total Traders:       274 
        17         11          9         90         40         43         34         46         21         20         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    27,017
Positions
         0      6,565          0     10,887      8,252      2,825        535      1,489          0          0        583          8     12,762      7,295
 
Changes from:       March 12, 2019                                   Total Change is:    -6,254
         0     -5,189        -66        522       -653         10     -3,959      1,489     -1,371          0          0          0     -1,390       -474
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       24.3        0.0       40.3       30.5       10.5        2.0        5.5        0.0        0.0        2.2        0.0       47.2       27.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         11          6          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   142,382
Positions
    66,476      2,553        219     13,522     48,216      3,265     23,521     41,608      3,540      5,464      3,380          0     26,375     39,601
 
Changes from:       March 12, 2019                                   Total Change is:   -20,691
    -4,228     -7,802    -11,621       -103     -1,231        407     -1,810      5,424     -4,032        110         31          0        586     -1,867
 
Percent of Open Interest Represented by Each Category of Trader
      46.7        1.8        0.2        9.5       33.9        2.3       16.5       29.2        2.5        3.8        2.4        0.0       18.5       27.8
 
Number of Traders in Each Category                                    Total Traders:        90 
         7          .          .         13         20         12         20         24         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    56,119
Positions
         0     43,344        500     50,072        801          0      3,116      9,620          0        578        972          0      1,853        882
 
Changes from:       March 12, 2019                                   Total Change is:    -9,847
         0     11,591    -12,924      1,147        219          0      1,233     -6,725         -2        279     -1,698          0        420       -308
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       77.2        0.9       89.2        1.4        0.0        5.6       17.1        0.0        1.0        1.7        0.0        3.3        1.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         0          4          .          9          .          0         10          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   235,008
Positions
     2,804    131,080        893    129,854     10,770        780     90,403     57,693         61      2,827     30,848          0      7,386      2,883
 
Changes from:       March 12, 2019                                   Total Change is:   -38,056
   -17,642      3,007     -3,450       -893      1,477       -535      6,488    -13,873    -23,079        705       -203       -331        681     -1,069
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       55.8        0.4       55.3        4.6        0.3       38.5       24.5        0.0        1.2       13.1        0.0        3.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       172 
         .         11          .         30         13          .         57         31          4         11         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    20,594
Positions
     2,205      4,307          0        846      9,688          0     14,378      4,553        442        335        465          0      2,388      1,139
 
Changes from:       March 12, 2019                                   Total Change is:     1,796
    -1,710      4,307       -563        235      2,521          0      4,621     -3,543       -641       -260          5          0        114       -290
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       20.9        0.0        4.1       47.0        0.0       69.8       22.1        2.1        1.6        2.3        0.0       11.6        5.5
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          .          4          0         11         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,146
Positions
    11,496      1,352          0     12,003     13,096        595      6,572     12,383      1,926        138      2,104          0      3,416      4,690
 
Changes from:       March 12, 2019                                   Total Change is:    -6,180
     1,783        191     -3,863        578        240       -227     -3,011        658     -1,275        -84       -542          0        -81     -1,362
 
Percent of Open Interest Represented by Each Category of Trader
      31.8        3.7        0.0       33.2       36.2        1.6       18.2       34.3        5.3        0.4        5.8        0.0        9.5       13.0
 
Number of Traders in Each Category                                    Total Traders:        75 
         4          .          0         12         13          4         18         20          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    13,355
Positions
     6,130      2,167      3,000        504      2,853          1      2,689      3,895          0        131          0          0        900      1,439
 
Changes from:       March 12, 2019                                   Total Change is:   -17,086
     1,486     -8,909     -8,498     -2,548        389          0     -7,283         19       -126        -12          0          0       -105         39
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       16.2       22.5        3.8       21.4        0.0       20.1       29.2        0.0        1.0        0.0        0.0        6.7       10.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          .          5          .          4          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,831
Positions
     7,099     18,129      1,163      9,960      5,048      1,505     11,088      4,488        662      1,768      1,555          0      6,587      7,283
 
Changes from:       March 12, 2019                                   Total Change is:    -8,782
    -3,141     -5,506     -4,518        497      2,148       -406        596        699       -390        248       -254          0     -1,668       -556
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       45.5        2.9       25.0       12.7        3.8       27.8       11.3        1.7        4.4        3.9        0.0       16.5       18.3
 
Number of Traders in Each Category                                    Total Traders:        96 
        13         15          .         16          6          6         18         15          8          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    79,662
Positions
    14,198     36,257      2,326     19,920     10,095      3,009     22,176      8,975      1,324      3,536      3,110          0     13,173     14,566
 
Changes from:       March 12, 2019                                   Total Change is:   -17,563
    -6,282    -11,012     -9,036        994      4,296       -811      1,191      1,398       -779        495       -508          0     -3,335     -1,111
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       45.5        2.9       25.0       12.7        3.8       27.8       11.3        1.7        4.4        3.9        0.0       16.5       18.3
 
Number of Traders in Each Category                                    Total Traders:        96 
        13         15          .         16          6          6         18         15          8          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,202
Positions
     2,142     17,911          0     17,913      1,453        450        370      1,258          0          0        452          0      1,327        678
 
Changes from:       March 12, 2019                                   Total Change is:   -14,430
   -10,017     -9,767     -3,256       -468        764         32        370     -1,178          0          0          6          0     -1,091     -1,031
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       80.7        0.0       80.7        6.5        2.0        1.7        5.7        0.0        0.0        2.0        0.0        6.0        3.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          5          0         11          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   520,024
Positions
    44,218    124,814      6,506    278,096    125,293     55,552     40,446     77,158     10,714     16,936     53,444      1,411     66,144     65,132
 
Changes from:       March 12, 2019                                   Total Change is:  -100,236
     6,925     17,342    -67,705     19,448      3,424    -13,072     -3,239      6,533    -23,670       -183       -702       -499    -18,241    -21,888
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       24.0        1.3       53.5       24.1       10.7        7.8       14.8        2.1        3.3       10.3        0.3       12.7       12.5
 
Number of Traders in Each Category                                    Total Traders:       556 
        25         43         20        161         97        116         62        108         47         33         26         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    20,316
Positions
       186      7,207      1,000      3,663      1,097          0      4,556        615          0          0          0          0     10,911     10,397
 
Changes from:       March 12, 2019                                   Total Change is:   -24,013
    -8,654     -8,543     -4,493        -31          0          0     -4,844     -1,269       -321          0         -3         -9     -5,661     -9,375
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       35.5        4.9       18.0        5.4        0.0       22.4        3.0        0.0        0.0        0.0        0.0       53.7       51.2
 
Number of Traders in Each Category                                    Total Traders:        18 
         .          4          .          .          .          0          6          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    14,160
Positions
     4,573     11,559          0      6,606        857        268        540        349          0          0          0          0      2,173      1,127
 
Changes from:       March 12, 2019                                   Total Change is:    -7,780
     1,458      1,466     -6,389      2,087          0         10         53          5       -229          0          0          0     -4,770     -2,643
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       81.6        0.0       46.7        6.1        1.9        3.8        2.5        0.0        0.0        0.0        0.0       15.3        8.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         6          6          0          7          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,498,540
Positions
   225,422    593,294     22,269  1,377,648    626,463    272,276    196,647    399,911     36,375     84,679    267,219      7,057    276,167    273,676
 
Changes from:       March 12, 2019                                   Total Change is:  -381,117
    -7,504     44,029   -230,663     97,395     17,120    -65,361    -19,217     11,768    -89,503       -914     -3,495     -2,449    -62,901    -62,563
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       23.7        0.9       55.1       25.1       10.9        7.9       16.0        1.5        3.4       10.7        0.3       11.1       11.0
 
Number of Traders in Each Category                                    Total Traders:       555 
        26         41         16        161         97        116         62        108         44         33         26         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     9,668
Positions
     1,024      8,954          1      5,773        359          0        914          0          0          0          0          0      1,956        354
 
Changes from:       March 12, 2019                                   Total Change is:    -9,736
    -4,436     -4,291     -4,607        111          0       -428         10          0          0          0          0          0       -386       -410
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       92.6        0.0       59.7        3.7        0.0        9.5        0.0        0.0        0.0        0.0        0.0       20.2        3.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .         11          .          5          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    10,561
Positions
     2,303      5,193        144      3,609      3,996        694      1,436          0          0          0          0          0      2,375        534
 
Changes from:       March 12, 2019                                   Total Change is:   -10,540
    -6,370     -5,461     -3,506        627        129       -650        317          0       -286          0          0          0       -672       -766
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       49.2        1.4       34.2       37.8        6.6       13.6        0.0        0.0        0.0        0.0        0.0       22.5        5.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          8          .          4          .          .          5          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    63,173
Positions
     8,184     13,286        746     39,510     37,115      2,493      1,183      1,695        269        268      4,048          0     10,520      3,521
 
Changes from:       March 12, 2019                                   Total Change is:   -13,675
      -462     -1,191    -10,519     -1,713       -663         58       -257       -370         45          0       -570          0       -827       -465
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       21.0        1.2       62.5       58.8        3.9        1.9        2.7        0.4        0.4        6.4        0.0       16.7        5.6
 
Number of Traders in Each Category                                    Total Traders:        74 
         5          8          4         31         18         13          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,868
Positions
    13,371      7,370         64     12,976     12,696        701      4,748      9,362        464      1,829      1,524         16      5,700      7,671
 
Changes from:       March 12, 2019                                   Total Change is:   -11,699
    -7,371     -1,875     -3,273      1,900     -1,175       -585     -1,076     -1,429     -1,147        528       -134       -177       -498     -1,905
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       18.5        0.2       32.5       31.8        1.8       11.9       23.5        1.2        4.6        3.8        0.0       14.3       19.2
 
Number of Traders in Each Category                                    Total Traders:       229 
        23         16          .         51         36         26         29         47          9         10         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   199,340
Positions
    66,853     36,852        319     64,879     63,480      3,503     23,740     46,809      2,322      9,144      7,621         79     28,501     38,355
 
Changes from:       March 12, 2019                                   Total Change is:   -58,497
   -36,857     -9,376    -16,363      9,498     -5,873     -2,926     -5,379     -7,147     -5,735      2,639       -669       -885     -2,489     -9,523
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       18.5        0.2       32.5       31.8        1.8       11.9       23.5        1.2        4.6        3.8        0.0       14.3       19.2
 
Number of Traders in Each Category                                    Total Traders:       229 
        23         16          .         51         36         26         29         47          9         10         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   452,624
Positions
    67,597     73,775      3,985    245,417    220,953     39,555     66,800     62,123      3,325      6,178     30,844         30     19,737     18,034
 
Changes from:       March 12, 2019                                   Total Change is:  -122,266
   -32,514    -12,186    -55,829     -4,065     -5,756    -16,600      1,479    -20,934     -8,140       -483         83          0     -6,114     -2,904
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       16.3        0.9       54.2       48.8        8.7       14.8       13.7        0.7        1.4        6.8        0.0        4.4        4.0
 
Number of Traders in Each Category                                    Total Traders:       284 
        26         15          5         73         55         42         43         50         22         11         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    23,372
Positions
     1,922          0          0     10,747      1,968        460      4,174     17,499          9      1,067        216          0      4,993      3,220
 
Changes from:       March 12, 2019                                   Total Change is:      -752
       227          0          0        469       -686         31     -1,956        538         -2          0       -609          0        479        -24
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        0.0        0.0       46.0        8.4        2.0       17.9       74.9        0.0        4.6        0.9        0.0       21.4       13.8
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          0          0         12          5          4          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    55,750
Positions
     3,994     15,076         54     15,046      7,112      2,350     25,999      6,663         20        240        400          0      8,047     24,075
 
Changes from:       March 12, 2019                                   Total Change is:     4,251
     1,831        548         50      1,512       -161        -87      2,524     -1,436         11       -446          0          0     -1,144      5,326
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       27.0        0.1       27.0       12.8        4.2       46.6       12.0        0.0        0.4        0.7        0.0       14.4       43.2
 
Number of Traders in Each Category                                    Total Traders:        64 
        10          7          .         13          7          6         15         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   307,841
Positions
    24,543    185,199      3,741    226,985     78,113     18,553     16,204     13,899        107      7,264      1,409          0     10,444      6,820
 
Changes from:       March 12, 2019                                   Total Change is:   -65,016
   -10,298     -8,708    -29,710     -5,546        328     -6,845      2,082     -1,419     -2,292       -133          0          0    -12,274    -16,370
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       60.2        1.2       73.7       25.4        6.0        5.3        4.5        0.0        2.4        0.5        0.0        3.4        2.2
 
Number of Traders in Each Category                                    Total Traders:       163 
        13         13          4         65         34         27         17         13          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,283,983
Positions
    61,159    885,688      3,107    958,199    181,705    106,626     82,343     77,788      2,306     32,680     14,083      1,517     36,046     11,163
 
Changes from:       March 12, 2019                                   Total Change is:  -301,791
   -22,380     -4,891   -214,124     15,322    -21,237    -15,090      3,406     10,244     -1,566      1,470       -311        144    -68,973    -54,960
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       69.0        0.2       74.6       14.2        8.3        6.4        6.1        0.2        2.5        1.1        0.1        2.8        0.9
 
Number of Traders in Each Category                                    Total Traders:       413 
        23         21          7        180         60         78         61         27         15         34          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    88,961
Positions
    32,057     51,998     36,297      6,467          0        305     12,810          0        300        700          0          0         25         61
 
Changes from:       March 12, 2019                                   Total Change is:       326
       301        610       -239       -156          0          0        420          0          0          0          0          0          0        -45
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       58.5       40.8        7.3        0.0        0.3       14.4        0.0        0.3        0.8        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         4         15          8          7          0          .          4          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   954,431
Positions
     6,143     91,198      6,068    432,101    335,786    179,437    112,443    149,115     12,796     28,046     28,720      3,532    173,865    147,779
 
Changes from:       March 12, 2019                                   Total Change is:   -12,811
       299     -5,369      2,307     -6,021    -16,258     -3,811     -2,572     11,332     -2,942      1,110     -3,343      2,184     -3,365      3,089
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        9.6        0.6       45.3       35.2       18.8       11.8       15.6        1.3        2.9        3.0        0.4       18.2       15.5
 
Number of Traders in Each Category                                    Total Traders:       184 
         6         19          7         59         28         49         28         29         10          8          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,117,572
Positions
     8,930    188,768        517    663,096     47,132    182,542     35,149    577,743     21,763     45,249      2,993        251    160,075     95,863
 
Changes from:       March 12, 2019                                   Total Change is:    -2,955
      -831      6,024        326      5,973     -4,030     -2,940     -2,611      1,442     -5,629      1,545          0          0      1,212      1,852
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       16.9        0.0       59.3        4.2       16.3        3.1       51.7        1.9        4.0        0.3        0.0       14.3        8.6
 
Number of Traders in Each Category                                    Total Traders:       132 
         4         13          4         62         15         50          8         25         13          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,042,838
Positions
   112,847    235,443     12,905  1,475,490    518,321    241,594    494,677  1,661,818     45,571    426,294    166,835     25,015    208,445    135,336
 
Changes from:       March 12, 2019                                   Total Change is:    64,884
    -1,456     21,444     -8,551     49,273      7,799     -7,256      1,723     52,376     -7,365      8,159     -1,253      2,495     27,862      5,195
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        7.7        0.4       48.5       17.0        7.9       16.3       54.6        1.5       14.0        5.5        0.8        6.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       325 
        15         28          4        109         30         69         52         51         27         25         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,862,855
Positions
   159,896    191,813     56,731  1,806,266    937,885    626,692    337,579  1,292,981    110,205    298,166    242,175     19,875    447,445    384,498
 
Changes from:       March 12, 2019                                   Total Change is:    28,359
    14,404    -21,848     -1,895     22,932     77,655    -35,972     24,309     24,277    -11,441     18,077     10,880        229     -2,284    -13,526
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        5.0        1.5       46.8       24.3       16.2        8.7       33.5        2.9        7.7        6.3        0.5       11.6       10.0
 
Number of Traders in Each Category                                    Total Traders:       409 
        29         30          9        112         64         90         61         75         38         20         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   677,231
Positions
    22,302     46,729      1,106    282,219    267,963     83,956    101,402    103,865      5,542     56,528     12,908        500    123,676    154,662
 
Changes from:       March 12, 2019                                   Total Change is:     8,575
     3,433    -11,106     -2,684     -8,040     18,528        853      6,219      4,267       -723     -2,097          0          0     11,614       -560
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        6.9        0.2       41.7       39.6       12.4       15.0       15.3        0.8        8.3        1.9        0.1       18.3       22.8
 
Number of Traders in Each Category                                    Total Traders:       103 
         .          8          .         27         32         36         14         12          8          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,230,113
Positions
    59,449    426,417     32,168  2,422,022    752,435    509,655    475,753  1,745,228    117,941    205,127    290,427      3,072    404,926    352,770
 
Changes from:       March 12, 2019                                   Total Change is:   -23,824
     6,133      7,609    -11,291     33,544    -16,432    -10,542    -30,766     43,363    -28,476      8,323    -16,476        -30      9,281      8,451
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       10.1        0.8       57.3       17.8       12.0       11.2       41.3        2.8        4.8        6.9        0.1        9.6        8.3
 
Number of Traders in Each Category                                    Total Traders:       333 
         8         40         10         94         46         82         48         65         35         10         22          .
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,736,387
Positions
   566,411    274,266    440,473     54,973     17,849     62,903    141,061    476,837    370,916     44,841     13,915     22,545     32,264     56,683
 
Changes from:       March 12, 2019                                   Total Change is:    21,788
    35,760    -24,384     12,962     -4,457      3,000     -3,429    -58,093      1,613     40,143      2,723     -3,712     -3,606       -215       -799
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       15.8       25.4        3.2        1.0        3.6        8.1       27.5       21.4        2.6        0.8        1.3        1.9        3.3
 
Number of Traders in Each Category                                    Total Traders:       154 
        17         41         48          .          7          4         23         41         42          7          4          9
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is11,701,527
Positions
 2,552,200  1,314,956  2,622,123    493,801  1,421,013  1,056,042  1,425,413  1,243,141  2,596,014    138,671    215,731    164,613    652,650  1,067,894
 
Changes from:       March 12, 2019                                   Total Change is:-1,067,873
   -90,942   -261,620   -253,003     10,801    -40,059    -50,447   -272,514     19,328   -382,461      4,524    -46,726    -16,324    -17,507    -36,561
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       11.2       22.4        4.2       12.1        9.0       12.2       10.6       22.2        1.2        1.8        1.4        5.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       272 
        28         40         62         13         36         39         45         64         91         12         17         20
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    69,474
Positions
     8,778     24,564      5,102      1,107          0          0     35,774     21,027     18,150         25          0          0        538        631
 
Changes from:       March 12, 2019                                   Total Change is:     5,014
     2,345      1,015       -369        503          0          0      3,833      5,656       -977          0          0          0       -321       -311
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       35.4        7.3        1.6        0.0        0.0       51.5       30.3       26.1        0.0        0.0        0.0        0.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          7          8          .          0          0         10         13         16          .          0          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    79,953
Positions
    12,619     21,004     12,565      2,313      3,600        984     43,764     35,082      6,193      1,208          0          0        307        525
 
Changes from:       March 12, 2019                                   Total Change is:    12,586
     2,074        520      3,368       -310          0        310      7,068      8,482         20          0          0          0         56       -114
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       26.3       15.7        2.9        4.5        1.2       54.7       43.9        7.7        1.5        0.0        0.0        0.4        0.7
 
Number of Traders in Each Category                                    Total Traders:        58 
         5         11         11          .          .          .         22         15         18          .          0          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    23,668
Positions
     2,368      3,482          0      1,243      7,904          0     12,913      7,500         83      7,002      1,224          0         59      3,475
 
Changes from:       March 12, 2019                                   Total Change is:    -4,068
     1,836     -1,737     -2,335          5        147        -44       -594       -117          0     -2,947        -99          0         11        117
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       14.7        0.0        5.3       33.4        0.0       54.6       31.7        0.4       29.6        5.2        0.0        0.2       14.7
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          4          0          .         11          0          4          6          .          4          4          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    13,492
Positions
     2,906      2,632          0        562      2,175          9     10,004      5,967          0          0        207          0         11      2,502
 
Changes from:       March 12, 2019                                   Total Change is:    -2,970
      -310        129     -2,753          0        159        -44        137       -396          0          0       -200          0          0        135
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       19.5        0.0        4.2       16.1        0.1       74.1       44.2        0.0        0.0        1.5        0.0        0.1       18.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          0          .          8          .          .          5          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    74,159
Positions
     1,830      4,680     32,430          0        220          0     18,283      8,045     21,334         30      7,175        246          6         29
 
Changes from:       March 12, 2019                                   Total Change is:      -373
         0       -614        149          0          0          0       -339        240       -188          0         40          0          5          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        6.3       43.7        0.0        0.3        0.0       24.7       10.8       28.8        0.0        9.7        0.3        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          0          .          0          .          4          .          .          8          .
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     3,350
Positions
        55          0          0          0         27          0        453      2,248         48      1,272        791          0      1,522        236
 
Changes from:       March 12, 2019                                   Total Change is:      -759
         0          0          0          0          0          0       -143          1       -338        -29       -218        -66       -183       -138
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        0.0        0.0        0.0        0.8        0.0       13.5       67.1        1.4       38.0       23.6        0.0       45.4        7.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          0          0          0          .          0          6         11          .         18          .          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     3,681
Positions
         0        124          0        156        177          0      1,460      2,528        129        767        285        166      1,003        272
 
Changes from:       March 12, 2019                                   Total Change is:       201
         0          0          0         59        -18        -40          1        271        -58         16        -58         62        161         42
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        3.4        0.0        4.2        4.8        0.0       39.7       68.7        3.5       20.8        7.7        4.5       27.2        7.4
 
Number of Traders in Each Category                                    Total Traders:        44 
         0          .          0          .          .          0         10         14          5         10          4          .
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    44,215
Positions
       272     25,584          0     19,375      1,570        392     17,578     13,789        818      1,909        345         58      3,813      1,659
 
Changes from:       March 12, 2019                                   Total Change is:   -16,020
       140    -11,402          0     -1,148          0          3     -6,231      4,097     -6,915       -426       -269       -112     -1,331     -1,422
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       57.9        0.0       43.8        3.6        0.9       39.8       31.2        1.9        4.3        0.8        0.1        8.6        3.8
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          .          0         14          6          .         33         18          7         13          .          .
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   401,402
Positions
    61,711     20,470     20,815    119,393    108,757     26,170     46,827    119,403     61,239     13,091      3,889      7,766     44,390     32,893
 
Changes from:       March 12, 2019                                   Total Change is:    44,636
     6,800     -1,528      2,067     18,589     25,548      1,955     -1,544     16,655        895      2,692        463     -6,134     19,316      4,715
 
Percent of Open Interest Represented by Each Category of Trader
      15.4        5.1        5.2       29.7       27.1        6.5       11.7       29.7       15.3        3.3        1.0        1.9       11.1        8.2
 
Number of Traders in Each Category                                    Total Traders:       211 
        17         12         16         17         37         24         38         55         50         17         10          8
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Traders in Financial Futures - Futures Only Positions as of March 19, 2019                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    29,336
Positions
       885        700      1,603     20,138     12,557        213      4,552     13,243        576      1,160        385          0        209         59
 
Changes from:       March 12, 2019                                   Total Change is:    -5,269
      -773        -18        160         -7     -4,418          0       -867      2,827        179          4        -44          0     -3,965     -3,955
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        2.4        5.5       68.6       42.8        0.7       15.5       45.1        2.0        4.0        1.3        0.0        0.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .         11          4          .          .         10          .          7          .          0
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Updated March 22, 2019