Traders in Financial Futures - Futures Only Positions as of March 26, 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   144,311
Positions
    38,297        512        911     42,690     34,226      5,134     13,917     60,123      6,236     11,208      1,563         47     25,871     35,559
 
Changes from:       March 19, 2019                                   Total Change is:   -22,971
   -13,964     -3,784     -5,516      3,414        750       -360      2,313     -1,210        429       -136        400         -9     -9,142    -13,671
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        0.4        0.6       29.6       23.7        3.6        9.6       41.7        4.3        7.8        1.1        0.0       17.9       24.6
 
Number of Traders in Each Category                                    Total Traders:       100 
         8          .          .         15         15         11         20         26         12         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    72,539
Positions
    45,027      2,569        377      3,007     25,263        342     13,875     19,867        317        676        919          0      8,918     22,885
 
Changes from:       March 19, 2019                                   Total Change is:    -3,357
    -1,876       -139         -2       -363     -2,032       -922     -1,582        113         20        236          0          0      1,132       -395
 
Percent of Open Interest Represented by Each Category of Trader
      62.1        3.5        0.5        4.1       34.8        0.5       19.1       27.4        0.4        0.9        1.3        0.0       12.3       31.5
 
Number of Traders in Each Category                                    Total Traders:        52 
         5          .          .          4         17          .          7         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   142,957
Positions
    13,536      9,850      2,925     52,624     58,498      4,417     29,951     25,516      4,710      7,665      8,276          0     27,129     28,765
 
Changes from:       March 19, 2019                                   Total Change is:     2,674
     3,070     -2,428       -352      1,661      3,738        249      1,605        120       -451     -3,844        465          0        736      1,333
 
Percent of Open Interest Represented by Each Category of Trader
       9.5        6.9        2.0       36.8       40.9        3.1       21.0       17.8        3.3        5.4        5.8        0.0       19.0       20.1
 
Number of Traders in Each Category                                    Total Traders:       101 
         7          6          5         17         21         10         19         24         10          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   157,145
Positions
    56,155      3,611        879     33,752     61,032      7,723     25,243     45,442      4,599      4,143      1,537          0     24,651     32,322
 
Changes from:       March 19, 2019                                   Total Change is:      -929
    -1,427      2,216       -338     -1,626     -1,061       -125     -1,102      1,879          3        610         81          0      3,076     -3,584
 
Percent of Open Interest Represented by Each Category of Trader
      35.7        2.3        0.6       21.5       38.8        4.9       16.1       28.9        2.9        2.6        1.0        0.0       15.7       20.6
 
Number of Traders in Each Category                                    Total Traders:       123 
        11          5          4         20         26         10         22         33         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   486,804
Positions
    31,375     79,934      2,001    289,890    169,190     28,009     27,064    115,577      5,685     17,752     20,859        215     84,813     65,334
 
Changes from:       March 19, 2019                                   Total Change is:     3,632
    -1,193      2,277      1,017     -1,000     -3,071       -393        312      1,984     -3,018       -425     -1,489        -57      8,389      6,382
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       16.4        0.4       59.5       34.8        5.8        5.6       23.7        1.2        3.6        4.3        0.0       17.4       13.4
 
Number of Traders in Each Category                                    Total Traders:       273 
        16         12          9         91         41         40         33         44         18         20         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    26,711
Positions
         0      6,021          0     10,358      9,337      2,882        536      1,041          0          0        583          8     12,927      6,839
 
Changes from:       March 19, 2019                                   Total Change is:      -306
         0       -544          0       -529      1,085         57          1       -448          0          0          0          0        165       -456
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       22.5        0.0       38.8       35.0       10.8        2.0        3.9        0.0        0.0        2.2        0.0       48.4       25.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0         11          6          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   141,322
Positions
    68,602      2,620         88     15,724     48,167      3,062     23,472     41,744      3,138      5,534      4,251          0     21,702     38,252
 
Changes from:       March 19, 2019                                   Total Change is:    -1,060
     2,126         67       -131      2,202        -49       -203        -49        136       -402         70        871          0     -4,673     -1,349
 
Percent of Open Interest Represented by Each Category of Trader
      48.5        1.9        0.1       11.1       34.1        2.2       16.6       29.5        2.2        3.9        3.0        0.0       15.4       27.1
 
Number of Traders in Each Category                                    Total Traders:        86 
         7          .          .         13         19         10         20         19          9          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    57,752
Positions
         0     46,111        500     52,243          0          0      2,919      9,063          0        299      1,022          0      1,791      1,056
 
Changes from:       March 19, 2019                                   Total Change is:     1,633
         0      2,767          0      2,171       -801          0       -197       -557          0       -279         50          0        -62        174
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       79.8        0.9       90.5        0.0        0.0        5.1       15.7        0.0        0.5        1.8        0.0        3.1        1.8
 
Number of Traders in Each Category                                    Total Traders:        33 
         0          4          .         10          0          0          9          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   239,526
Positions
       792    142,626        893    133,020     14,262        533     93,252     47,370        444      3,266     30,915          0      7,326      2,483
 
Changes from:       March 19, 2019                                   Total Change is:     4,518
    -2,012     11,546          0      3,166      3,492       -247      2,849    -10,323        383        439         67          0        -60       -400
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       59.5        0.4       55.5        6.0        0.2       38.9       19.8        0.2        1.4       12.9        0.0        3.1        1.0
 
Number of Traders in Each Category                                    Total Traders:       171 
         4          9          .         32         11          .         54         31          4         14         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    34,143
Positions
     2,518      1,518      9,639        937     16,371          0     17,950      4,295        413        135        515          0      2,551      1,392
 
Changes from:       March 19, 2019                                   Total Change is:    13,549
       313     -2,789      9,639         91      6,683          0      3,572       -258        -29       -200         50          0        163        253
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        4.4       28.2        2.7       47.9        0.0       52.6       12.6        1.2        0.4        1.5        0.0        7.5        4.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          .          .          4          0         11         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    42,640
Positions
    11,105      6,812          0     15,553     10,129        594      8,791     16,690      1,988        349      2,304          0      4,260      4,123
 
Changes from:       March 19, 2019                                   Total Change is:     6,494
      -391      5,460          0      3,550     -2,967         -1      2,219      4,307         62        211        200          0        844       -567
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       16.0        0.0       36.5       23.8        1.4       20.6       39.1        4.7        0.8        5.4        0.0       10.0        9.7
 
Number of Traders in Each Category                                    Total Traders:        81 
         5          5          0         15         11          .         19         19          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    39,096
Positions
     6,093     21,113        949      9,891      1,593      2,382     10,351      2,972        363      1,476      1,691          0      7,592      8,034
 
Changes from:       March 19, 2019                                   Total Change is:      -736
    -1,006      2,984       -215        -69     -3,455        877       -737     -1,516       -299       -293        136          0      1,006        751
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       54.0        2.4       25.3        4.1        6.1       26.5        7.6        0.9        3.8        4.3        0.0       19.4       20.5
 
Number of Traders in Each Category                                    Total Traders:        90 
        11         15          .         16          4          5         23         10          5          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    78,191
Positions
    12,186     42,225      1,897     19,782      3,186      4,763     20,702      5,944        726      2,951      3,382          0     15,184     16,068
 
Changes from:       March 19, 2019                                   Total Change is:    -1,471
    -2,012      5,968       -429       -138     -6,909      1,754     -1,474     -3,031       -598       -585        272          0      2,011      1,502
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       54.0        2.4       25.3        4.1        6.1       26.5        7.6        0.9        3.8        4.3        0.0       19.4       20.5
 
Number of Traders in Each Category                                    Total Traders:        90 
        11         15          .         16          4          5         23         10          5          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    22,125
Positions
     2,517     17,819          0     17,232      1,467        436        639      1,237          0          0        452          0      1,301        714
 
Changes from:       March 19, 2019                                   Total Change is:       -77
       375        -92          0       -681         14        -14        269        -21          0          0          0          0        -26         36
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       80.5        0.0       77.9        6.6        2.0        2.9        5.6        0.0        0.0        2.0        0.0        5.9        3.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          5          0         11          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   526,058
Positions
    47,723    136,092      6,007    271,531    119,075     56,230     45,050     69,708     10,099     15,768     54,557      1,766     71,884     72,524
 
Changes from:       March 19, 2019                                   Total Change is:     6,034
     3,505     11,278       -499     -6,564     -6,217        678      4,604     -7,451       -615     -1,168      1,113        354      5,740      7,392
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       25.9        1.1       51.6       22.6       10.7        8.6       13.3        1.9        3.0       10.4        0.3       13.7       13.8
 
Number of Traders in Each Category                                    Total Traders:       549 
        30         39         19        167         88        118         65         97         50         32         31         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    25,217
Positions
     1,838     13,316          0      3,663      1,097          0      4,588        732          0          0          0          0     15,128     10,072
 
Changes from:       March 19, 2019                                   Total Change is:     4,901
     1,652      6,109     -1,000          0          0          0         32        117          0          0          0          0      4,217       -325
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       52.8        0.0       14.5        4.4        0.0       18.2        2.9        0.0        0.0        0.0        0.0       60.0       39.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          7          0          .          .          0          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    14,350
Positions
     4,423     11,909          0      7,090        857        268        540        452          0          0          0          0      2,029        864
 
Changes from:       March 19, 2019                                   Total Change is:       190
      -150        350          0        484          0          0          0        103          0          0          0          0       -144       -263
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       83.0        0.0       49.4        6.0        1.9        3.8        3.1        0.0        0.0        0.0        0.0       14.1        6.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         6          6          0          8          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 2,504,206
Positions
   234,958    619,412     24,504  1,344,827    595,376    275,666    220,875    363,443     31,930     78,838    272,786      8,828    283,780    312,261
 
Changes from:       March 19, 2019                                   Total Change is:     5,666
     9,536     26,118      2,235    -32,821    -31,087      3,390     24,228    -36,468     -4,445     -5,841      5,567      1,771      7,613     38,585
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       24.7        1.0       53.7       23.8       11.0        8.8       14.5        1.3        3.1       10.9        0.4       11.3       12.5
 
Number of Traders in Each Category                                    Total Traders:       547 
        30         37         17        167         88        118         64         98         47         32         31         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    10,144
Positions
     1,835      5,112        112      3,611      3,241      1,107      1,110          0          0          0          0          0      2,369        572
 
Changes from:       March 19, 2019                                   Total Change is:      -417
      -468        -81        -32          2       -755        413       -326          0          0          0          0          0         -6         38
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       50.4        1.1       35.6       31.9       10.9       10.9        0.0        0.0        0.0        0.0        0.0       23.4        5.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          8          .          4          .          .          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    62,817
Positions
     7,861     12,860        885     39,929     36,622      2,613        809      1,853        479        266      4,048          0      9,975      3,457
 
Changes from:       March 19, 2019                                   Total Change is:      -356
      -323       -426        139        419       -493        120       -374        158        210         -2          0          0       -545        -64
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       20.5        1.4       63.6       58.3        4.2        1.3        2.9        0.8        0.4        6.4        0.0       15.9        5.5
 
Number of Traders in Each Category                                    Total Traders:        78 
         6          8          4         33         18         13          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    38,725
Positions
    10,043      9,214         37     13,662      9,631        666      5,958      9,449        694      1,739      1,422         17      5,909      7,596
 
Changes from:       March 19, 2019                                   Total Change is:    -1,143
    -3,327      1,844        -27        686     -3,065        -34      1,210         87        229        -90       -103          1        209        -75
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       23.8        0.1       35.3       24.9        1.7       15.4       24.4        1.8        4.5        3.7        0.0       15.3       19.6
 
Number of Traders in Each Category                                    Total Traders:       231 
        22         21          .         55         33         25         28         48          9          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   193,624
Positions
    50,216     46,072        184     68,311     48,155      3,332     29,788     47,243      3,469      8,696      7,108         83     29,545     37,978
 
Changes from:       March 19, 2019                                   Total Change is:    -5,716
   -16,637      9,220       -135      3,432    -15,325       -171      6,048        434      1,147       -448       -513          4      1,044       -377
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       23.8        0.1       35.3       24.9        1.7       15.4       24.4        1.8        4.5        3.7        0.0       15.3       19.6
 
Number of Traders in Each Category                                    Total Traders:       231 
        22         21          .         55         33         25         28         48          9          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   457,021
Positions
    72,350     65,568      5,002    241,897    215,471     39,877     65,341     74,234      6,487      7,203     32,474         78     18,786     17,830
 
Changes from:       March 19, 2019                                   Total Change is:     4,397
     4,753     -8,207      1,017     -3,520     -5,482        322     -1,459     12,111      3,162      1,025      1,630         48       -951       -204
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       14.3        1.1       52.9       47.1        8.7       14.3       16.2        1.4        1.6        7.1        0.0        4.1        3.9
 
Number of Traders in Each Category                                    Total Traders:       301 
        29         17          5         73         54         42         46         54         22         13         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    23,990
Positions
     1,913          0          0     10,388      1,754        444      4,692     18,475         10      1,069        365          0      5,474      2,942
 
Changes from:       March 19, 2019                                   Total Change is:       618
        -9          0          0       -359       -214        -16        518        976          1          2        149          0        481       -278
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        0.0        0.0       43.3        7.3        1.9       19.6       77.0        0.0        4.5        1.5        0.0       22.8       12.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          0          0         10          4          4          6          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    54,750
Positions
     3,606     15,491         13     15,096      4,837      2,336     25,012      8,543         92          0        400          0      8,595     23,038
 
Changes from:       March 19, 2019                                   Total Change is:    -1,000
      -388        415        -41         50     -2,275        -14       -987      1,880         72       -240          0          0        548     -1,037
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       28.3        0.0       27.6        8.8        4.3       45.7       15.6        0.2        0.0        0.7        0.0       15.7       42.1
 
Number of Traders in Each Category                                    Total Traders:        62 
         8         10          .         12          6          7         14         11          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   317,440
Positions
    29,167    190,256      3,655    235,491     81,643     18,443     14,175     14,611        155      6,773      1,409          0      9,581      7,268
 
Changes from:       March 19, 2019                                   Total Change is:     9,599
     4,624      5,057        -86      8,506      3,530       -110     -2,029        712         48       -491          0          0       -863        448
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       59.9        1.2       74.2       25.7        5.8        4.5        4.6        0.0        2.1        0.4        0.0        3.0        2.3
 
Number of Traders in Each Category                                    Total Traders:       161 
        14         12          6         65         34         27         14         14          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,288,922
Positions
    63,435    901,259      2,063    970,873    174,840    101,091     77,335     76,923      1,640     32,043     14,030      1,563     38,879     15,513
 
Changes from:       March 19, 2019                                   Total Change is:     4,939
     2,276     15,571     -1,044     12,674     -6,865     -5,535     -5,008       -865       -666       -637        -53         46      2,833      4,350
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       69.9        0.2       75.3       13.6        7.8        6.0        6.0        0.1        2.5        1.1        0.1        3.0        1.2
 
Number of Traders in Each Category                                    Total Traders:       408 
        25         21          7        184         57         77         51         29         12         34          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    90,930
Positions
    34,450     52,575     37,689      6,049          0        305     11,412          0        300        700          0          0         25         61
 
Changes from:       March 19, 2019                                   Total Change is:     1,969
     2,393        577      1,392       -418          0          0     -1,398          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       57.8       41.4        6.7        0.0        0.3       12.6        0.0        0.3        0.8        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         4         16          8          7          0          .          .          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   984,867
Positions
     8,728     97,622      2,896    449,864    357,799    176,482    127,396    157,417      7,402     26,992     27,857      4,570    180,537    152,822
 
Changes from:       March 19, 2019                                   Total Change is:    30,436
     2,585      6,424     -3,172     17,763     22,013     -2,955     14,953      8,302     -5,394     -1,054       -863      1,038      6,672      5,043
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        9.9        0.3       45.7       36.3       17.9       12.9       16.0        0.8        2.7        2.8        0.5       18.3       15.5
 
Number of Traders in Each Category                                    Total Traders:       187 
         5         18          .         62         27         50         29         32          7          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,140,212
Positions
     8,774    195,158        198    685,109     47,080    189,939     31,479    582,465     15,712     43,810      6,915      1,729    163,462    101,016
 
Changes from:       March 19, 2019                                   Total Change is:    22,640
      -156      6,390       -319     22,013        -52      7,397     -3,670      4,722     -6,051     -1,439      3,922      1,478      3,387      5,153
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       17.1        0.0       60.1        4.1       16.7        2.8       51.1        1.4        3.8        0.6        0.2       14.3        8.9
 
Number of Traders in Each Category                                    Total Traders:       128 
         .         12          .         62         15         48          9         22         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 3,133,763
Positions
   123,714    305,463      6,500  1,592,236    470,543    226,400    512,280  1,774,450     41,324    421,450    169,017     25,027    184,832    115,039
 
Changes from:       March 19, 2019                                   Total Change is:    90,925
    10,867     70,020     -6,405    116,746    -47,778    -15,194     17,603    112,632     -4,247     -4,844      2,182         12    -23,613    -20,297
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        9.7        0.2       50.8       15.0        7.2       16.3       56.6        1.3       13.4        5.4        0.8        5.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       335 
        15         27          6        116         30         75         50         57         28         24         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 3,946,255
Positions
   235,127    240,903     50,276  1,732,211    970,547    688,726    390,191  1,265,860     89,761    279,343    213,978     21,397    459,223    404,807
 
Changes from:       March 19, 2019                                   Total Change is:    83,400
    75,231     49,090     -6,455    -74,055     32,662     62,034     52,612    -27,121    -20,444    -18,823    -28,197      1,522     11,778     20,309
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        6.1        1.3       43.9       24.6       17.5        9.9       32.1        2.3        7.1        5.4        0.5       11.6       10.3
 
Number of Traders in Each Category                                    Total Traders:       395 
        26         35          7        112         66         97         55         65         33         17         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   714,053
Positions
    31,669     60,391      1,159    303,879    307,130     75,199    117,813     98,080      9,651     61,893      8,908        500    112,290    153,035
 
Changes from:       March 19, 2019                                   Total Change is:    36,822
     9,367     13,662         53     21,660     39,167     -8,757     16,411     -5,785      4,109      5,365     -4,000          0    -11,386     -1,627
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        8.5        0.2       42.6       43.0       10.5       16.5       13.7        1.4        8.7        1.2        0.1       15.7       21.4
 
Number of Traders in Each Category                                    Total Traders:       111 
         5          9          .         30         30         35         19         11         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 4,268,476
Positions
    91,453    377,092     33,696  2,369,498    786,034    582,977    466,565  1,783,596     76,052    231,079    267,922      4,741    412,415    356,366
 
Changes from:       March 19, 2019                                   Total Change is:    38,363
    32,004    -49,325      1,528    -52,524     33,599     73,322     -9,188     38,368    -41,889     25,952    -22,505      1,669      7,489      3,596
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        8.8        0.8       55.5       18.4       13.7       10.9       41.8        1.8        5.4        6.3        0.1        9.7        8.3
 
Number of Traders in Each Category                                    Total Traders:       337 
        14         32          6         96         47         84         47         65         35         11         25          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,828,240
Positions
   562,094    279,709    452,201     36,780     10,409     57,404    189,200    555,170    361,316    105,530     29,025     27,036     36,679     55,970
 
Changes from:       March 19, 2019                                   Total Change is:    91,853
    -4,317      5,443     11,728    -18,193     -7,440     -5,499     48,139     78,333     -9,600     60,689     15,110      4,491      4,415       -713
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       15.3       24.7        2.0        0.6        3.1       10.3       30.4       19.8        5.8        1.6        1.5        2.0        3.1
 
Number of Traders in Each Category                                    Total Traders:       144 
        21         31         47          .          6          .         24         40         49          4          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is12,361,864
Positions
 2,690,662  1,477,051  2,587,504    505,542  1,575,627    924,615  1,464,160  1,209,127  3,114,538    263,516    242,242    159,335    651,992  1,071,825
 
Changes from:       March 19, 2019                                   Total Change is:   660,337
   138,462    162,095    -34,619     11,741    154,614   -131,427     38,747    -34,014    518,524    124,845     26,511     -5,278       -658      3,931
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       11.9       20.9        4.1       12.7        7.5       11.8        9.8       25.2        2.1        2.0        1.3        5.3        8.7
 
Number of Traders in Each Category                                    Total Traders:       265 
        25         41         59         13         33         36         52         54         90         10         19         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    60,829
Positions
     6,442     20,819      3,569      1,107          0          0     32,325     19,008     17,156          0          0          0        230        277
 
Changes from:       March 19, 2019                                   Total Change is:    -8,645
    -2,336     -3,745     -1,533          0          0          0     -3,449     -2,019       -994        -25          0          0       -308       -354
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       34.2        5.9        1.8        0.0        0.0       53.1       31.2       28.2        0.0        0.0        0.0        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          9          6          .          0          0         10         10         16          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    78,306
Positions
    11,250     26,253     10,285      3,135      1,200        500     44,456     32,318      7,207      1,208          0          0        265        543
 
Changes from:       March 19, 2019                                   Total Change is:    -1,647
    -1,369      5,249     -2,280        822     -2,400       -484        692     -2,764      1,014          0          0          0        -42         18
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       33.5       13.1        4.0        1.5        0.6       56.8       41.3        9.2        1.5        0.0        0.0        0.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        57 
         6         11         11          .          .          .         19         17         18          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    23,278
Positions
     2,375      4,307          0      1,266      6,630          0     11,989      7,748         83      7,545      1,200          0         20      3,310
 
Changes from:       March 19, 2019                                   Total Change is:      -390
         7        825          0         23     -1,274          0       -924        248          0        543        -24          0        -39       -165
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       18.5        0.0        5.4       28.5        0.0       51.5       33.3        0.4       32.4        5.2        0.0        0.1       14.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          .         11          0          .          6          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    15,145
Positions
     2,843      4,348          0        562      2,141          9     11,709      6,065          0          0        237          0         22      2,345
 
Changes from:       March 19, 2019                                   Total Change is:     1,653
       -63      1,716          0          0        -34          0      1,705         98          0          0         30          0         11       -157
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       28.7        0.0        3.7       14.1        0.1       77.3       40.0        0.0        0.0        1.6        0.0        0.1       15.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          5          0          .          7          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     3,037
Positions
        55          0          0          0         27          0        229      1,889        137      1,172        784          0      1,444        200
 
Changes from:       March 19, 2019                                   Total Change is:      -313
         0          0          0          0          0          0       -224       -359         89       -100         -7          0        -78        -36
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        0.0        0.0        0.0        0.9        0.0        7.5       62.2        4.5       38.6       25.8        0.0       47.5        6.6
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          0          0          0          .          0          5          9          4         15          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,428
Positions
         0        124          0         35        241          0      1,238      2,105        276        687         88        262        930        332
 
Changes from:       March 19, 2019                                   Total Change is:      -253
         0          0          0       -121         64          0       -222       -423        147        -80       -197         96        -73         60
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        3.6        0.0        1.0        7.0        0.0       36.1       61.4        8.1       20.0        2.6        7.6       27.1        9.7
 
Number of Traders in Each Category                                    Total Traders:        41 
         0          .          0          .          .          0         10         14          6          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    42,802
Positions
       192     25,584          0     18,839      2,650        393     16,249     11,596        822      2,291        274         35      3,981      1,448
 
Changes from:       March 19, 2019                                   Total Change is:    -1,413
       -80          0          0       -536      1,080          1     -1,329     -2,193          4        382        -71        -23        168       -211
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       59.8        0.0       44.0        6.2        0.9       38.0       27.1        1.9        5.4        0.6        0.1        9.3        3.4
 
Number of Traders in Each Category                                    Total Traders:        93 
         .          .          0         14          6          .         32         17          7         16          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   336,816
Positions
    53,236     13,593     13,935    114,945     85,575     25,829     38,867    108,813     44,121     10,382      2,701     11,661     23,840     30,588
 
Changes from:       March 19, 2019                                   Total Change is:   -64,586
    -8,475     -6,877     -6,880     -4,448    -23,182       -341     -7,960    -10,590    -17,118     -2,709     -1,188      3,895    -20,550     -2,305
 
Percent of Open Interest Represented by Each Category of Trader
      15.8        4.0        4.1       34.1       25.4        7.7       11.5       32.3       13.1        3.1        0.8        3.5        7.1        9.1
 
Number of Traders in Each Category                                    Total Traders:       191 
        15         12         15         18         33         23         32         53         48         11          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    24,387
Positions
     1,355        640      1,143     20,088      3,808        204        182     17,958        100      1,145        380          0        170        154
 
Changes from:       March 19, 2019                                   Total Change is:    -4,949
       470        -60       -460        -50     -8,749         -9     -4,370      4,715       -476        -15         -5          0        -39         95
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        2.6        4.7       82.4       15.6        0.8        0.7       73.6        0.4        4.7        1.6        0.0        0.7        0.6
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .         11          4          .          .         10          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated April 3, 2019