Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   166,486
Positions
    41,683          3      3,812     40,818     35,647      8,282     17,341     66,693     14,740     11,031      1,571         52     28,727     35,686
 
Changes from:       March 26, 2019                                   Total Change is:     7,861
     3,676       -677       -453     -1,088      2,020        738      3,864      7,770         29       -190         -5          5      1,279     -1,566
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        0.0        2.3       24.5       21.4        5.0       10.4       40.1        8.9        6.6        0.9        0.0       17.3       21.4
 
Number of Traders in Each Category                                    Total Traders:       103 
        11          .          7         15         18         14         20         24         19         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    74,660
Positions
    45,788      2,426        561      1,466     24,034        680     16,409     20,455        591        676        919          0      8,489     24,994
 
Changes from:       March 26, 2019                                   Total Change is:     1,032
       321       -313        -75     -1,541     -1,229        338      2,534        374        171          0          0          0       -716      1,765
 
Percent of Open Interest Represented by Each Category of Trader
      61.3        3.2        0.8        2.0       32.2        0.9       22.0       27.4        0.8        0.9        1.2        0.0       11.4       33.5
 
Number of Traders in Each Category                                    Total Traders:        53 
         4          4          .          .         17          .         10         14          4          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   177,648
Positions
    16,268      6,741     10,410     54,078     62,745      5,347     33,340     24,263     25,282      3,556     10,155        485     28,880     32,220
 
Changes from:       March 26, 2019                                   Total Change is:     3,351
     4,359     -4,563        580        855      3,213       -204      3,382      1,333        396     -4,304      1,819         85     -1,798        692
 
Percent of Open Interest Represented by Each Category of Trader
       9.2        3.8        5.9       30.4       35.3        3.0       18.8       13.7       14.2        2.0        5.7        0.3       16.3       18.1
 
Number of Traders in Each Category                                    Total Traders:       116 
         8          5         10         18         23         13         20         29         20          5          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   179,351
Positions
    60,675      3,113      4,431     36,848     66,246      7,769     18,873     39,441     19,547      3,947      1,982        525     26,735     36,297
 
Changes from:       March 26, 2019                                   Total Change is:      -164
     2,036     -1,248       -286      3,768      5,212     -1,335     -3,970     -5,017        146       -325        445        -84       -114      2,003
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        1.7        2.5       20.5       36.9        4.3       10.5       22.0       10.9        2.2        1.1        0.3       14.9       20.2
 
Number of Traders in Each Category                                    Total Traders:       120 
        12          .          8         21         27         11         14         33         21          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   565,421
Positions
    36,526     66,172     18,807    294,989    174,740     37,956     23,619    139,301     42,904     19,133     19,661      1,479     90,007     64,401
 
Changes from:       March 26, 2019                                   Total Change is:    20,528
     4,747    -14,456      4,771        -22      7,936      3,600       -465     19,386      5,676      1,182     -1,752        395        645     -5,027
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       11.7        3.3       52.2       30.9        6.7        4.2       24.6        7.6        3.4        3.5        0.3       15.9       11.4
 
Number of Traders in Each Category                                    Total Traders:       296 
        18         10         15         93         42         46         24         61         30         26         22         17
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    27,778
Positions
         0      7,603          0     11,327      8,981      2,786      1,608      1,041          0          0        583          8     12,049      6,776
 
Changes from:       March 26, 2019                                   Total Change is:     1,060
         0      1,582          0        969       -356        -96      1,072          0          0          0          0          0       -885        -70
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       27.4        0.0       40.8       32.3       10.0        5.8        3.7        0.0        0.0        2.1        0.0       43.4       24.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         11          6          8          .          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   164,988
Positions
    67,978      2,826      2,964     15,919     55,437      4,221     28,897     42,726     11,692      5,539      3,407        757     27,020     40,958
 
Changes from:       March 26, 2019                                   Total Change is:     8,660
    -2,071        273      1,090       -124      6,839        -65      5,191        957        413        -83     -1,308        263      4,047        200
 
Percent of Open Interest Represented by Each Category of Trader
      41.2        1.7        1.8        9.6       33.6        2.6       17.5       25.9        7.1        3.4        2.1        0.5       16.4       24.8
 
Number of Traders in Each Category                                    Total Traders:        92 
         9          .          6         13         21         13         18         21         15          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    58,867
Positions
         0     46,105        500     54,268          0          0      2,191      9,831          0        299      1,103          0      1,609      1,328
 
Changes from:       March 26, 2019                                   Total Change is:     1,115
         0         -6          0      2,025          0          0       -728        768          0          0         81          0       -182        272
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       78.3        0.8       92.2        0.0        0.0        3.7       16.7        0.0        0.5        1.9        0.0        2.7        2.3
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          4          .          9          0          0          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   227,976
Positions
     1,253    139,685        949    132,138     11,462        880     82,032     39,787      1,212      2,797     30,846          0      6,715      3,154
 
Changes from:       March 26, 2019                                   Total Change is:   -12,168
       461     -2,917       -106       -882     -2,800        347    -11,220     -7,590        340       -469        -69          0       -638        628
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       61.3        0.4       58.0        5.0        0.4       36.0       17.5        0.5        1.2       13.5        0.0        2.9        1.4
 
Number of Traders in Each Category                                    Total Traders:       157 
         .          9          .         32          9          .         51         25          7         13         15          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    29,848
Positions
    12,760          0          0        838     22,895          0     14,024      4,635        259        145        575          0      1,822      1,484
 
Changes from:       March 26, 2019                                   Total Change is:    -4,295
    10,242     -1,518     -9,639        -99      6,524          0     -3,926        340       -154         10         60          0       -729         92
 
Percent of Open Interest Represented by Each Category of Trader
      42.7        0.0        0.0        2.8       76.7        0.0       47.0       15.5        0.9        0.5        1.9        0.0        6.1        5.0
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          0          0          .          4          0         10         12          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    39,183
Positions
    11,074      6,118          0     13,791     10,711        828      8,533     13,746      1,777        177      1,334          0      3,003      4,669
 
Changes from:       March 26, 2019                                   Total Change is:    -3,465
       -31       -694          0     -1,762        582        234       -258     -2,947       -214       -172       -970          0     -1,262        544
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       15.6        0.0       35.2       27.3        2.1       21.8       35.1        4.5        0.5        3.4        0.0        7.7       11.9
 
Number of Traders in Each Category                                    Total Traders:        80 
         5          6          0         12         11          4         14         27          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    40,265
Positions
     6,187     21,118      1,103      8,688      1,757      2,790     11,630      3,343        743      1,351      1,668          0      7,773      7,743
 
Changes from:       March 26, 2019                                   Total Change is:       804
       130          5         58     -1,203        164        409      1,260        448        170       -125        -23          0        105       -427
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       52.4        2.7       21.6        4.4        6.9       28.9        8.3        1.8        3.4        4.1        0.0       19.3       19.2
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         20          4         17          4          5         25         11          7          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    80,529
Positions
    12,374     42,235      2,206     17,376      3,514      5,580     23,259      6,686      1,487      2,701      3,336          0     15,546     15,486
 
Changes from:       March 26, 2019                                   Total Change is:     1,607
       260         10        116     -2,406        328        817      2,519        895        340       -250        -46          0        210       -854
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       52.4        2.7       21.6        4.4        6.9       28.9        8.3        1.8        3.4        4.1        0.0       19.3       19.2
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         20          4         17          4          5         25         11          7          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    24,577
Positions
     2,217     19,211          0     20,021      1,346        625        370      2,157          0          0        452          0      1,344        786
 
Changes from:       March 26, 2019                                   Total Change is:     2,452
      -300      1,392          0      2,789       -121        189       -269        920          0          0          0          0         43         72
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       78.2        0.0       81.5        5.5        2.5        1.5        8.8        0.0        0.0        1.8        0.0        5.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          0         11          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   713,247
Positions
    55,762    136,344     28,274    273,972    122,296     61,227     49,715     80,291    126,610     14,737     54,364     16,997     85,953     86,844
 
Changes from:       March 26, 2019                                   Total Change is:     7,285
     5,835      1,445        823      1,858      1,384        462      2,221     10,140     -4,749       -298       -776       -248      1,380     -1,196
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       19.1        4.0       38.4       17.1        8.6        7.0       11.3       17.8        2.1        7.6        2.4       12.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       613 
        32         37         42        167         99        134         77         99        104         55         46         50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    50,021
Positions
     3,162     14,679      2,190      3,711      2,032      1,822      3,494        998     11,119        151         20        307     24,066     16,854
 
Changes from:       March 26, 2019                                   Total Change is:     5,072
       958      1,771        290         48        625        547     -1,258       -204      1,335         11          4        158      2,984        548
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       29.3        4.4        7.4        4.1        3.6        7.0        2.0       22.2        0.3        0.0        0.6       48.1       33.7
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          9          6          .          .          .         12          7         17          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    14,240
Positions
     5,013     11,507          0      6,709        857        221        229        469         45          0          0          0      2,023      1,141
 
Changes from:       March 26, 2019                                   Total Change is:      -110
       590       -402          0       -381          0        -47       -311         17         45          0          0          0         -6        277
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       80.8        0.0       47.1        6.0        1.6        1.6        3.3        0.3        0.0        0.0        0.0       14.2        8.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          5          0          7          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 3,316,128
Positions
   266,467    611,791    126,957  1,356,792    606,809    291,543    244,684    410,042    563,871     73,610    272,398     82,769    309,434    349,946
 
Changes from:       March 26, 2019                                   Total Change is:    11,066
    25,152       -865      1,902      9,051      3,798       -425     13,527     47,855    -26,554     -1,513     -3,872     -2,056     -8,019     -8,717
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       18.4        3.8       40.9       18.3        8.8        7.4       12.4       17.0        2.2        8.2        2.5        9.3       10.6
 
Number of Traders in Each Category                                    Total Traders:       601 
        31         36         41        167         98        133         73         98         99         53         44         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    33,568
Positions
     2,113     11,004     18,000     10,379      1,267      1,127          0      1,081          0          0          0          0      1,949      1,089
 
Changes from:       March 26, 2019                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       32.8       53.6       30.9        3.8        3.4        0.0        3.2        0.0        0.0        0.0        0.0        5.8        3.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          8          .          4          .          .          0          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    10,186
Positions
     1,103      9,365          1      6,549        281          0        891        218          0          0          0          0      1,642        321
 
Changes from:       March 26, 2019                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       91.9        0.0       64.3        2.8        0.0        8.7        2.1        0.0        0.0        0.0        0.0       16.1        3.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         .         11          .          5          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    11,664
Positions
     3,301      4,751          0      3,580      3,457      1,044      1,237          0          0          0          0          0      2,502      2,412
 
Changes from:       March 26, 2019                                   Total Change is:     1,520
     1,466       -361       -112        -31        216        -63        127          0          0          0          0          0        133      1,840
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       40.7        0.0       30.7       29.6        9.0       10.6        0.0        0.0        0.0        0.0        0.0       21.5       20.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          4          .          .          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    61,433
Positions
     7,016     12,593        629     39,231     35,852      3,003        731      2,581         80        266      3,521          0     10,477      3,174
 
Changes from:       March 26, 2019                                   Total Change is:    -1,384
      -845       -267       -256       -698       -770        390        -78        728       -399          0       -527          0        502       -283
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       20.5        1.0       63.9       58.4        4.9        1.2        4.2        0.1        0.4        5.7        0.0       17.1        5.2
 
Number of Traders in Each Category                                    Total Traders:        78 
         7          8          .         33         18         13          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    42,472
Positions
    11,003      9,658        255     14,093      9,089        937      4,927      9,813      3,119      1,892      1,587         29      6,217      7,985
 
Changes from:       March 26, 2019                                   Total Change is:       426
       975        455         67        430       -542        271     -1,088        588       -269        144         63         -6        -99       -201
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       22.7        0.6       33.2       21.4        2.2       11.6       23.1        7.3        4.5        3.7        0.1       14.6       18.8
 
Number of Traders in Each Category                                    Total Traders:       235 
        22         21          4         53         32         25         27         49         20          9         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   212,359
Positions
    55,015     48,288      1,274     70,463     45,443      4,685     24,633     49,067     15,596      9,462      7,934        145     31,086     39,927
 
Changes from:       March 26, 2019                                   Total Change is:     2,128
     4,877      2,275        337      2,152     -2,712      1,353     -5,441      2,938     -1,346        722        316        -29       -497     -1,006
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       22.7        0.6       33.2       21.4        2.2       11.6       23.1        7.3        4.5        3.7        0.1       14.6       18.8
 
Number of Traders in Each Category                                    Total Traders:       235 
        22         21          4         53         32         25         27         49         20          9         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   445,240
Positions
    74,846     58,584      4,641    228,277    215,292     40,245     58,738     63,076     11,909      7,055     31,618         30     19,500     19,846
 
Changes from:       March 26, 2019                                   Total Change is:   -18,056
     2,191     -6,984       -511    -13,620     -1,541        306     -6,517     -9,885        -50       -152       -856        -48        345      1,513
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       13.2        1.0       51.3       48.4        9.0       13.2       14.2        2.7        1.6        7.1        0.0        4.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       277 
        30         14          5         67         52         42         41         49         32         12         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    25,560
Positions
     4,973          0          0     11,519      1,723        662      2,576     18,863         27      1,421        471          0      4,382      3,814
 
Changes from:       March 26, 2019                                   Total Change is:     1,570
     3,060          0          0      1,131        -31        218     -2,116        388         17        352        106          0     -1,092        872
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        0.0        0.0       45.1        6.7        2.6       10.1       73.8        0.1        5.6        1.8        0.0       17.1       14.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          0          0         12          5          4          5          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    61,506
Positions
     5,538     18,111        287     16,833      5,855      2,075     27,740      4,721        519        522        792          0      7,992     29,146
 
Changes from:       March 26, 2019                                   Total Change is:     6,756
     1,932      2,620        274      1,737      1,018       -261      2,728     -3,822        427        522        392          0       -603      6,108
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       29.4        0.5       27.4        9.5        3.4       45.1        7.7        0.8        0.8        1.3        0.0       13.0       47.4
 
Number of Traders in Each Category                                    Total Traders:        65 
        11         10          4         14          6          7         16          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   320,234
Positions
    32,544    190,691      3,620    238,044     81,719     17,645     12,362     17,916        130      5,549      1,409          0     10,340      7,104
 
Changes from:       March 26, 2019                                   Total Change is:     2,794
     3,377        435        -35      2,553         76       -798     -1,813      3,305        -25     -1,224          0          0        759       -164
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       59.5        1.1       74.3       25.5        5.5        3.9        5.6        0.0        1.7        0.4        0.0        3.2        2.2
 
Number of Traders in Each Category                                    Total Traders:       167 
        16         12          6         66         35         26         13         18          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 1,278,468
Positions
    64,250    902,519      2,337    959,526    171,682    103,805     80,723     71,192      1,973     28,141     12,391      1,554     36,159     11,015
 
Changes from:       March 26, 2019                                   Total Change is:   -10,454
       815      1,260        274    -11,347     -3,158      2,714      3,388     -5,731        333     -3,902     -1,639         -9     -2,720     -4,498
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       70.6        0.2       75.1       13.4        8.1        6.3        5.6        0.2        2.2        1.0        0.1        2.8        0.9
 
Number of Traders in Each Category                                    Total Traders:       417 
        24         20          7        188         56         79         57         30         14         34          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    93,308
Positions
    34,390     53,489     39,128      6,049          0        280     12,426          0        300        700          0          0         35        111
 
Changes from:       March 26, 2019                                   Total Change is:     2,378
       -60        914      1,439          0          0        -25      1,014          0          0          0          0          0         10         50
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       57.3       41.9        6.5        0.0        0.3       13.3        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 - Options and Futures Combined Positions as of April 2, 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 1,155,582
Positions
    12,182     67,288     17,843    448,639    362,921    208,026     92,404    147,894    153,160     29,171     23,976     13,304    180,853    161,169
 
Changes from:       March 26, 2019                                   Total Change is:   -31,159
     4,427    -27,230      1,269     -3,226      4,432      5,920    -10,285      6,145    -11,718     -2,341     -5,001     -1,776    -13,428     -3,200
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        5.8        1.5       38.8       31.4       18.0        8.0       12.8       13.3        2.5        2.1        1.2       15.7       13.9
 
Number of Traders in Each Category                                    Total Traders:       192 
         8         16         15         59         27         54         34         27         42         12          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 1,171,470
Positions
     8,191    200,701        190    703,230     50,038    202,558     30,070    606,432     11,889     44,288        225      1,729    169,325     97,708
 
Changes from:       March 26, 2019                                   Total Change is:    31,089
      -583      5,543         -8     18,121      2,958     12,619     -1,376     23,963     -3,894        478     -6,690          0      5,733     -3,402
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       17.1        0.0       60.0        4.3       17.3        2.6       51.8        1.0        3.8        0.0        0.1       14.5        8.3
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         13          .         63         16         52          8         25          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 3,410,947
Positions
   121,675    323,622     12,905  1,664,148    450,419    271,508    584,941  1,914,186    141,046    417,376    163,594     17,620    179,730    116,047
 
Changes from:       March 26, 2019                                   Total Change is:   200,043
    -2,935     18,277      6,287     63,642    -19,987     31,758     80,617    137,080     40,395     -4,074     -3,415     -9,416     -6,232       -939
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        9.5        0.4       48.8       13.2        8.0       17.1       56.1        4.1       12.2        4.8        0.5        5.3        3.4
 
Number of Traders in Each Category                                    Total Traders:       350 
        18         28          9        118         30         75         55         59         41         25         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 4,683,913
Positions
   199,525    204,535    249,135  1,645,075    932,543    808,300    372,660  1,188,736    548,706    266,063    208,904     99,287    495,162    443,766
 
Changes from:       March 26, 2019                                   Total Change is:   -72,611
   -22,764    -22,126     22,097    -51,972    -63,410      1,420    -27,336      1,934    -10,513     18,143        899     -9,508      7,822      6,596
 
Percent of Open Interest Represented by Each Category of Trader
       4.3        4.4        5.3       35.1       19.9       17.3        8.0       25.4       11.7        5.7        4.5        2.1       10.6        9.5
 
Number of Traders in Each Category                                    Total Traders:       398 
        26         30         36        103         74        107         60         63         80         19         23         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   732,829
Positions
    25,528     59,995      1,230    307,775    323,871     83,004    124,575    100,494     11,518     65,453      8,908        500    113,246    143,309
 
Changes from:       March 26, 2019                                   Total Change is:    18,754
    -6,141       -396         71      3,896     16,742      7,804      6,747      2,414      1,866      3,560          0          0        951     -9,747
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        8.2        0.2       42.0       44.2       11.3       17.0       13.7        1.6        8.9        1.2        0.1       15.5       19.6
 
Number of Traders in Each Category                                    Total Traders:       109 
         5          9          .         26         33         36         17         12         11          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 4,714,143
Positions
    96,325    349,000    127,261  2,161,283    760,897    820,934    469,803  1,668,549    376,882    271,643    247,640     17,428    372,584    345,552
 
Changes from:       March 26, 2019                                   Total Change is:    18,831
    -6,811     -5,195      1,054   -165,267    -32,879    169,642     19,960    -80,762     12,687     41,418    -19,992       -488    -53,363    -25,236
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        7.4        2.7       45.8       16.1       17.4       10.0       35.4        8.0        5.8        5.3        0.4        7.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       339 
        14         31         21         91         50         83         53         64         62         16         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 1,773,933
Positions
   588,960    260,381    392,370     46,456     11,860     49,570    158,610    590,560    375,556    104,537     17,976     22,314     35,560     53,346
 
Changes from:       March 26, 2019                                   Total Change is:   -55,097
    26,866    -19,328    -59,831      9,676      1,451     -7,834    -30,636     35,761     13,706       -993    -11,440     -4,722     -1,329     -2,860
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       14.7       22.1        2.6        0.7        2.8        8.9       33.3       21.2        5.9        1.0        1.3        2.0        3.0
 
Number of Traders in Each Category                                    Total Traders:       145 
        23         31         49          .          6          .         17         45         47          4         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is25,051,446
Positions
 2,861,158  1,783,085  4,892,159    608,046  1,628,920  1,480,542  1,269,774    961,541 12,602,079    298,249    256,966    317,524    721,916  1,128,630
 
Changes from:       March 26, 2019                                   Total Change is:   314,676
   -77,982    254,255    222,026    -30,918    -62,399    -81,198    -21,697   -204,629    225,462    116,889    -10,660    -42,789      4,885     14,608
 
Percent of Open Interest Represented by Each Category of Trader
      11.4        7.1       19.5        2.4        6.5        5.9        5.1        3.8       50.3        1.2        1.0        1.3        2.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       303 
        24         41         61         14         35         43         58         79        118         19         25         29
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    63,901
Positions
     8,001     20,859      2,829      1,107          0          0     30,652     18,848     19,870          0          0          0      1,442      1,495
 
Changes from:       March 26, 2019                                   Total Change is:     3,072
     1,559         40       -740          0          0          0     -1,673       -160      2,714          0          0          0      1,212      1,218
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       32.6        4.4        1.7        0.0        0.0       48.0       29.5       31.1        0.0        0.0        0.0        2.3        2.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          9          6          .          0          0         12          8         15          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    47,180
Positions
     9,563     11,556      5,945      3,447      1,200          0     21,716     22,179      5,841        400          0          0        268        459
 
Changes from:       March 26, 2019                                   Total Change is:   -31,126
    -1,687    -14,697     -4,340        312          0       -500    -22,740    -10,139     -1,366       -808          0          0          3        -84
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       24.5       12.6        7.3        2.5        0.0       46.0       47.0       12.4        0.8        0.0        0.0        0.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        51 
         7          8          8          .          .          0         15         17         17          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    20,875
Positions
     2,370      5,048          0      1,362      5,957          0      9,949      7,192         71      7,112      1,200          0         11      1,407
 
Changes from:       March 26, 2019                                   Total Change is:    -2,403
        -5        741          0         96       -673          0     -2,040       -556        -12       -433          0          0         -9     -1,903
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       24.2        0.0        6.5       28.5        0.0       47.7       34.5        0.3       34.1        5.7        0.0        0.1        6.7
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          4          0          .         10          0          .          6          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    17,946
Positions
     2,851      8,029          0        755      2,329          9     14,284      5,706          0          0        271          0         47      1,602
 
Changes from:       March 26, 2019                                   Total Change is:     2,801
         8      3,681          0        193        188          0      2,575       -359          0          0         34          0         25       -743
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       44.7        0.0        4.2       13.0        0.1       79.6       31.8        0.0        0.0        1.5        0.0        0.3        8.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          5          0          .          8          .          .          5          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    48,540
Positions
    10,763      4,214     15,507          0        220          0      8,220      8,689     13,710         64      5,895        246         30         59
 
Changes from:       March 26, 2019                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      22.2        8.7       31.9        0.0        0.5        0.0       16.9       17.9       28.2        0.1       12.1        0.5        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          0          .          0          5          .          .          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     3,227
Positions
        55          0          0          0          0          0        351      1,862         68      1,047        934         50      1,656        313
 
Changes from:       March 26, 2019                                   Total Change is:       190
         0          0          0          0        -27          0        122        -27        -69       -125        150         50        212        113
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        0.0        0.0        0.0        0.0        0.0       10.9       57.7        2.1       32.4       28.9        1.5       51.3        9.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          0          0          0          0          0          5          6          .          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,000
Positions
         0        158          0        315         89         35      1,517      2,598        416        598        440         20      1,099        244
 
Changes from:       March 26, 2019                                   Total Change is:       572
         0         34          0        280       -152         35        279        493        140        -89        352       -242        169        -88
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        4.0        0.0        7.9        2.2        0.9       37.9       65.0       10.4       15.0       11.0        0.5       27.5        6.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         0          .          0          .          .          .         10         20          7          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    50,754
Positions
       442     25,584          0     22,910      2,650        392     19,544     18,340      1,086      2,325        749        151      3,904      1,803
 
Changes from:       March 26, 2019                                   Total Change is:     7,912
       250          0          0      4,071          0         -1      3,267      6,744        262         54        467         89        -80        351
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       50.4        0.0       45.1        5.2        0.8       38.5       36.1        2.1        4.6        1.5        0.3        7.7        3.6
 
Number of Traders in Each Category                                    Total Traders:       110 
         .          .          0         14          6          .         36         20         11         19          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   377,403
Positions
    69,269      7,034     18,882    123,597    100,173     26,932     40,836    129,001     48,167     10,884      3,253     12,725     26,111     31,236
 
Changes from:       March 26, 2019                                   Total Change is:    40,587
    16,033     -6,559      4,947      8,652     14,598      1,103      1,969     20,188      4,046        502        552      1,064      2,271        648
 
Percent of Open Interest Represented by Each Category of Trader
      18.4        1.9        5.0       32.7       26.5        7.1       10.8       34.2       12.8        2.9        0.9        3.4        6.9        8.3
 
Number of Traders in Each Category                                    Total Traders:       201 
        19          7         15         21         34         28         35         54         54         13          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    28,544
Positions
     1,355        640      1,143     24,235      4,255        204        167     21,431        100      1,145        369          0        195        402
 
Changes from:       March 26, 2019                                   Total Change is:     4,157
         0          0          0      4,147        447          0        -15      3,473          0          0        -11          0         25        248
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        2.2        4.0       84.9       14.9        0.7        0.6       75.1        0.4        4.0        1.3        0.0        0.7        1.4
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          .         11          4          .          .         10          .          7          .          0
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Updated April 5, 2019