Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   183,137
Positions
    39,307     23,568     21,378     34,217     40,879      4,137     33,870     38,426      8,284     12,322      1,878          0     29,622     44,587
 
Changes from:       March 10, 2020                                   Total Change is:     7,911
     7,200    -17,236     12,678       -693     -1,820       -349     -8,104         39        794       -129        626          0     -3,486     13,179
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       12.9       11.7       18.7       22.3        2.3       18.5       21.0        4.5        6.7        1.0        0.0       16.2       24.3
 
Number of Traders in Each Category                                    Total Traders:       101 
         7          7          7         12         18          8         21         21         18         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    35,254
Positions
         0     11,363          0      6,704      2,418        594     15,953      8,535        110        696        555          0     11,197     11,679
 
Changes from:       March 10, 2020                                   Total Change is:   -15,220
    -1,483     -2,659     -4,294     -1,114       -601          8     -1,374     -4,690     -1,958        -44          0          0     -4,961     -1,026
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.2        0.0       19.0        6.9        1.7       45.3       24.2        0.3        2.0        1.6        0.0       31.8       33.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         0          5          0          7          4          .          8          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   182,109
Positions
    39,482     20,594      1,747     40,221     86,561      3,716     65,369     31,843      7,560      4,256     10,062          0     19,758     20,026
 
Changes from:       March 10, 2020                                   Total Change is:   -32,076
    11,616    -20,292    -22,943    -10,672     17,038     -3,622      5,400      1,862     -2,548     -2,101          5          0     -7,206     -1,576
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       11.3        1.0       22.1       47.5        2.0       35.9       17.5        4.2        2.3        5.5        0.0       10.8       11.0
 
Number of Traders in Each Category                                    Total Traders:       109 
         9          5          4          8         28          9         27         21         17          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   125,769
Positions
     7,654     34,801      1,420     38,429     26,381      7,840     36,209     31,286      2,494      8,499        564          0     23,224     20,983
 
Changes from:       March 10, 2020                                   Total Change is:   -33,359
   -12,745      4,192       -596    -10,460     -4,946     -3,106     -6,382    -17,407     -3,059      4,304     -3,110         -8     -1,307     -5,319
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       27.7        1.1       30.6       21.0        6.2       28.8       24.9        2.0        6.8        0.4        0.0       18.5       16.7
 
Number of Traders in Each Category                                    Total Traders:       100 
         4          9          .         23         16         10         20         17         11          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   588,116
Positions
    35,155    306,928      4,113    381,361     97,512     23,761     38,965    101,775      4,655     22,460      6,048        122     77,524     43,202
 
Changes from:       March 10, 2020                                   Total Change is:   -71,035
     4,703     21,978    -10,644    -26,003     -6,434     -7,174        671    -44,130    -14,267     -5,669     -3,185        -86    -12,566     -7,093
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       52.2        0.7       64.8       16.6        4.0        6.6       17.3        0.8        3.8        1.0        0.0       13.2        7.3
 
Number of Traders in Each Category                                    Total Traders:       244 
        18          7          9         86         36         39         37         32         16         18          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   149,878
Positions
    67,295      9,634        838     15,661     70,608      4,754     30,851     30,797      1,885      9,254      1,930          0     19,340     29,432
 
Changes from:       March 10, 2020                                   Total Change is:   -61,365
   -32,283       -684     -9,662     -1,224    -21,728     -1,511     -8,692     -9,552     -6,783      1,123     -7,352          0     -2,333     -4,093
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        6.4        0.6       10.4       47.1        3.2       20.6       20.5        1.3        6.2        1.3        0.0       12.9       19.6
 
Number of Traders in Each Category                                    Total Traders:        80 
         5          7          .          6         23         10         15         18          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    25,596
Positions
       477     18,680          0     11,078        639         41     11,126      3,368         44      1,653      1,370          0      1,177      1,454
 
Changes from:       March 10, 2020                                   Total Change is:   -26,206
    -2,472    -23,756       -929       -907        639         -1    -19,207     -1,638        -75     -1,965        951       -391       -259     -1,006
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       73.0        0.0       43.3        2.5        0.2       43.5       13.2        0.2        6.5        5.4        0.0        4.6        5.7
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          4          .          .          9          6          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   121,964
Positions
     9,390     56,947        800     56,222      9,200        513     48,550     33,283        965      1,754     16,532          0      3,770      3,724
 
Changes from:       March 10, 2020                                   Total Change is:  -102,586
    -4,407    -99,742          0    -20,591      1,967     -1,236    -59,983     11,379    -14,013        129       -242          0     -2,485       -699
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       46.7        0.7       46.1        7.5        0.4       39.8       27.3        0.8        1.4       13.6        0.0        3.1        3.1
 
Number of Traders in Each Category                                    Total Traders:       104 
         5          7          .         12         13          .         23         27          5          5         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    50,772
Positions
    34,870      1,031         78      3,152     21,807          0      6,494     21,669      2,205      1,702      1,220        100      2,171      2,662
 
Changes from:       March 10, 2020                                   Total Change is:    -2,610
        13        434        -13         21    -11,922          0     -4,204      7,016      1,622         73        290        100       -222       -137
 
Percent of Open Interest Represented by Each Category of Trader
      68.7        2.0        0.2        6.2       43.0        0.0       12.8       42.7        4.3        3.4        2.4        0.2        4.3        5.2
 
Number of Traders in Each Category                                    Total Traders:        55 
         .          .          .          4         11          0          6         21          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    44,688
Positions
    21,255      2,342          0      2,215     19,997        421     17,985     18,825        382        559      1,521          6      1,865      1,194
 
Changes from:       March 10, 2020                                   Total Change is:   -26,346
    -7,780        132     -4,831       -595     -5,411       -311     -2,001     -2,658     -8,881     -1,771        -95         -7       -169     -4,284
 
Percent of Open Interest Represented by Each Category of Trader
      47.6        5.2        0.0        5.0       44.7        0.9       40.2       42.1        0.9        1.3        3.4        0.0        4.2        2.7
 
Number of Traders in Each Category                                    Total Traders:        83 
         7          .          0          6         23          5         18         19          4          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    10,501
Positions
       121          0          0          0      3,503          0     10,077      5,199          0          0          0          0        303      1,799
 
Changes from:       March 10, 2020                                   Total Change is:    -8,480
      -711     -6,399         -2       -350        686          0        127     -2,180       -329     -6,797          0          0       -418       -256
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.0        0.0        0.0       33.4        0.0       96.0       49.5        0.0        0.0        0.0        0.0        2.9       17.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          0          0          0          6          0          9          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    41,341
Positions
    22,194     19,705      2,405      2,688      3,123      1,109      5,444      7,330        395         42        712        112      6,953      6,452
 
Changes from:       March 10, 2020                                   Total Change is:    -1,402
     3,262     -4,297        578     -3,641        151        334     -1,078      1,424       -692        -80        377        112       -198        611
 
Percent of Open Interest Represented by Each Category of Trader
      53.7       47.7        5.8        6.5        7.6        2.7       13.2       17.7        1.0        0.1        1.7        0.3       16.8       15.6
 
Number of Traders in Each Category                                    Total Traders:        88 
        23         16         15         12         10          9         13          9          7          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    82,681
Positions
    44,387     39,410      4,810      5,375      6,245      2,217     10,888     14,659        790         84      1,423        224     13,906     12,903
 
Changes from:       March 10, 2020                                   Total Change is:    -2,804
     6,524     -8,593      1,156     -7,281        301        667     -2,155      2,848     -1,383       -160        754        224       -396      1,222
 
Percent of Open Interest Represented by Each Category of Trader
      53.7       47.7        5.8        6.5        7.6        2.7       13.2       17.7        1.0        0.1        1.7        0.3       16.8       15.6
 
Number of Traders in Each Category                                    Total Traders:        88 
        23         16         15         12         10          9         13          9          7          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    46,774
Positions
     2,601     29,370      8,408     31,357          0        786      1,289      4,762        434          0        506          0      1,899      2,508
 
Changes from:       March 10, 2020                                   Total Change is:     6,563
    -1,333     -4,336      8,408       -334          0        586       -683         42        434          0         42          0       -515      1,387
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       62.8       18.0       67.0        0.0        1.7        2.8       10.2        0.9        0.0        1.1        0.0        4.1        5.4
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          8          .         12          0          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is 1,024,737
Positions
    49,318    157,155    140,165    274,031    206,651    126,776     88,854     80,491     86,922     78,373     42,394      2,377    177,921    181,805
 
Changes from:       March 10, 2020                                   Total Change is:   241,288
    -6,251     23,665     59,045    -12,719     28,377     51,660     21,430     -7,576     40,950     37,883        224        741     48,549     44,201
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       15.3       13.7       26.7       20.2       12.4        8.7        7.9        8.5        7.6        4.1        0.2       17.4       17.7
 
Number of Traders in Each Category                                    Total Traders:       638 
        28         47         49        157        117        150         89        105         95         40         54         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is   113,904
Positions
    56,375      4,482        274      2,588      4,000          0     39,064     15,516        861         34          0         30     14,678     88,741
 
Changes from:       March 10, 2020                                   Total Change is:    18,168
     7,351        400          0          0          0          0      8,202      1,300        596          0          0          0      2,019     15,872
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        3.9        0.2        2.3        3.5        0.0       34.3       13.6        0.8        0.0        0.0        0.0       12.9       77.9
 
Number of Traders in Each Category                                    Total Traders:        37 
        16          .          .          .          .          0         10          6          6          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    17,635
Positions
     6,814      7,972        732      5,227      1,039        658          0      3,825        341          0          0          0      3,863      3,068
 
Changes from:       March 10, 2020                                   Total Change is:       716
    -3,015     -3,391        732        935         85        583          0        589        341          0          0          0      1,140      1,777
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       45.2        4.2       29.6        5.9        3.7        0.0       21.7        1.9        0.0        0.0        0.0       21.9       17.4
 
Number of Traders in Each Category                                    Total Traders:        27 
         8          .          .          8          .          .          0          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 4,554,164
Positions
   162,337    960,991    501,832  1,370,154  1,026,196    620,941    400,187    476,113    279,069    391,694    211,969     11,734    816,216    465,319
 
Changes from:       March 10, 2020                                   Total Change is: 1,115,598
   -33,075    151,263    260,290    -63,596    141,886    258,299     94,669    -15,854    173,244    189,416      1,122      3,703    232,648    141,645
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       21.1       11.0       30.1       22.5       13.6        8.8       10.5        6.1        8.6        4.7        0.3       17.9       10.2
 
Number of Traders in Each Category                                    Total Traders:       637 
        27         48         45        157        117        150         85        108         94         40         54         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    24,094
Positions
    17,357     15,122        317      1,448      1,854        982          0      1,327        294          0        342          0      3,696      3,856
 
Changes from:       March 10, 2020                                   Total Change is:    -1,346
    -3,277     -1,583        316        -42       -566          0          0       -598        294          0         35          0      1,363        756
 
Percent of Open Interest Represented by Each Category of Trader
      72.0       62.8        1.3        6.0        7.7        4.1        0.0        5.5        1.2        0.0        1.4        0.0       15.3       16.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          9          .          .          .          .          0          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    14,598
Positions
     1,546     11,054        659      4,005          0          0        558      1,327         60          0          0          0      7,770      1,498
 
Changes from:       March 10, 2020                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       75.7        4.5       27.4        0.0        0.0        3.8        9.1        0.4        0.0        0.0        0.0       53.2       10.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          9          .          6          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    15,955
Positions
     2,954      7,046      1,541      4,445        982        116      1,115      1,283        408          0          0          0      5,376      4,579
 
Changes from:       March 10, 2020                                   Total Change is:     5,261
       352       -448      1,541         -6          0          4       -233         -7        406          0          0          0      3,197      3,765
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       44.2        9.7       27.9        6.2        0.7        7.0        8.0        2.6        0.0        0.0        0.0       33.7       28.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          6          .          .          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    17,929
Positions
     3,687     10,268      2,253      4,515        542      1,029      2,567          0        943          0          0          0      2,935      2,894
 
Changes from:       March 10, 2020                                   Total Change is:     3,547
      -574        206      2,253       -437     -1,388        292        652       -369        927          0          0          0        434      1,626
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       57.3       12.6       25.2        3.0        5.7       14.3        0.0        5.3        0.0        0.0        0.0       16.4       16.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          8          4          6          .          .          5          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    90,152
Positions
    19,082     10,735      4,207     44,495     57,564      6,156      3,794      2,121        663          0        970          0     11,755      7,736
 
Changes from:       March 10, 2020                                   Total Change is:    13,765
     6,641     -3,388      3,687      1,000      9,220       -379       -687      1,116        333          0          0          0      3,170      3,176
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       11.9        4.7       49.4       63.9        6.8        4.2        2.4        0.7        0.0        1.1        0.0       13.0        8.6
 
Number of Traders in Each Category                                    Total Traders:        73 
        12          5          8         27         22         18          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    59,254
Positions
     7,317      9,145      7,142     11,888     13,175      3,700     12,437      9,288      2,651      1,727      2,150         13     12,379     11,990
 
Changes from:       March 10, 2020                                   Total Change is:    15,223
       906      1,122      5,246     -2,696      2,235      2,928      2,429     -3,223      1,554        138         92          0      4,718      5,268
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       15.4       12.1       20.1       22.2        6.2       21.0       15.7        4.5        2.9        3.6        0.0       20.9       20.2
 
Number of Traders in Each Category                                    Total Traders:       248 
        24         18         20         56         36         30         41         40         23         13         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   296,271
Positions
    36,586     45,725     35,708     59,441     65,875     18,502     62,183     46,442     13,254      8,637     10,748         66     61,894     59,951
 
Changes from:       March 10, 2020                                   Total Change is:    76,113
     4,532      5,611     26,229    -13,482     11,176     14,640     12,144    -16,114      7,769        690        461         -1     23,592     26,342
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       15.4       12.1       20.1       22.2        6.2       21.0       15.7        4.5        2.9        3.6        0.0       20.9       20.2
 
Number of Traders in Each Category                                    Total Traders:       248 
        24         18         20         56         36         30         41         40         23         13         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   620,330
Positions
    95,119     68,754     46,813    214,618    266,987     67,188    122,638     97,746     15,653     19,229     20,794      6,278     32,794     30,117
 
Changes from:       March 10, 2020                                   Total Change is:   117,587
    32,227     -3,510     35,532       -853     31,112      7,552     10,462     18,271      6,845        717      3,129      6,266     18,839     12,390
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       11.1        7.5       34.6       43.0       10.8       19.8       15.8        2.5        3.1        3.4        1.0        5.3        4.9
 
Number of Traders in Each Category                                    Total Traders:       313 
        28         19         22         76         63         56         43         53         37         13         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    41,041
Positions
     6,755     14,683        379     13,526      6,306        381      5,755     11,188        857        223      1,061          0     13,165      6,186
 
Changes from:       March 10, 2020                                   Total Change is:   -16,502
   -11,002        496     -1,383     -1,050        837       -436     -6,089     -6,851       -242       -444       -534         -4      4,148     -8,385
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       35.8        0.9       33.0       15.4        0.9       14.0       27.3        2.1        0.5        2.6        0.0       32.1       15.1
 
Number of Traders in Each Category                                    Total Traders:        70 
         8         11          .         14          9          7          9         14          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   580,094
Positions
    39,760    262,617    111,586    351,129    119,663     36,223     15,847     33,182      3,253      1,278      1,810          0     21,018     11,760
 
Changes from:       March 10, 2020                                   Total Change is:   173,801
       -32     19,220    110,884     36,037     19,192     13,782      1,479      5,173      1,949       -960         79          0     10,662      3,522
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       45.3       19.2       60.5       20.6        6.2        2.7        5.7        0.6        0.2        0.3        0.0        3.6        2.0
 
Number of Traders in Each Category                                    Total Traders:       183 
        12         17         13         69         41         40         14         22          9          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,804,441
Positions
   197,527    893,749    118,778    931,672    410,739    140,860    101,316     48,677     35,726     98,510     64,926      6,347    173,705     84,639
 
Changes from:       March 10, 2020                                   Total Change is:   241,308
    19,754    -40,684    107,751      1,628     49,094     17,346    -52,784     11,090     28,770    -15,509      4,288      1,225    133,127     62,428
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       49.5        6.6       51.6       22.8        7.8        5.6        2.7        2.0        5.5        3.6        0.4        9.6        4.7
 
Number of Traders in Each Category                                    Total Traders:       418 
        24         25         18        159         83         93         53         33         29         19         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   140,538
Positions
    19,330     93,668     42,820     16,865          0        368     55,671      1,791      1,844      3,484          0          0        156         47
 
Changes from:       March 10, 2020                                   Total Change is:    -3,144
       960     -5,932      2,191       -246          0        -18     -4,787      1,718       -109     -1,185          0          0         50       -994
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       66.6       30.5       12.0        0.0        0.3       39.6        1.3        1.3        2.5        0.0        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        48 
         8         16         15          7          0          .          9          .          5          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,174,479
Positions
    55,213    195,694      3,156    602,373    248,589    224,200     31,912    320,733     27,380     70,815     32,117         95    159,335    122,515
 
Changes from:       March 10, 2020                                   Total Change is:   -53,970
     2,228    -14,051        131    -21,475    -21,758      4,360    -21,421     -5,055     -8,202    -10,480      5,696        -13        902    -15,078
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       16.7        0.3       51.3       21.2       19.1        2.7       27.3        2.3        6.0        2.7        0.0       13.6       10.4
 
Number of Traders in Each Category                                    Total Traders:       195 
         8         22          5         56         36         56         11         45         19         10          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,120,122
Positions
    35,553    231,713        217    634,655     77,380    186,099     49,898    513,615     12,188     55,428      5,665          0    146,084     93,245
 
Changes from:       March 10, 2020                                   Total Change is:   -19,642
       309     23,476       -141     -7,889     -9,521     -8,974     11,338    -34,324     -6,027      4,724      5,665          0    -12,982     10,204
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       20.7        0.0       56.7        6.9       16.6        4.5       45.9        1.1        4.9        0.5        0.0       13.0        8.3
 
Number of Traders in Each Category                                    Total Traders:       143 
         4         18          .         71         11         49          8         23         11          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,222,998
Positions
    55,157    424,455     15,072  1,470,815    729,150    268,438    832,994  1,497,909     74,084    313,731    107,586      3,099    189,608    103,205
 
Changes from:       March 10, 2020                                   Total Change is:  -109,336
   -30,435      6,328       -305    -38,614    -77,353    -10,429    -29,400    -25,020    -19,166     24,541      1,142      1,256     -6,784     14,211
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       13.2        0.5       45.6       22.6        8.3       25.8       46.5        2.3        9.7        3.3        0.1        5.9        3.2
 
Number of Traders in Each Category                                    Total Traders:       366 
        21         31         11        122         32         70         67         54         38         24         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,659,033
Positions
   190,070    304,027     84,860  1,580,719    762,077    699,188    468,058  1,139,024     68,135    139,060    257,155     17,231    411,712    327,336
 
Changes from:       March 10, 2020                                   Total Change is:  -106,060
   -53,280     19,120     11,261    -36,134    -41,439     34,320     -9,510    -35,046    -43,014      6,740      9,202     -1,295    -15,148    -59,169
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        8.3        2.3       43.2       20.8       19.1       12.8       31.1        1.9        3.8        7.0        0.5       11.3        8.9
 
Number of Traders in Each Category                                    Total Traders:       406 
        28         35         13        109         69         93         49         77         37         23         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   862,146
Positions
    73,649     77,277      4,514    381,657    262,700    117,522    101,025    171,578     21,319     51,893     34,436          0    110,567    172,800
 
Changes from:       March 10, 2020                                   Total Change is:   -25,369
     1,154      5,888     -1,306      5,163         19     -7,433     -7,915    -24,318      7,894      2,108     -2,848        -38    -24,996     -3,227
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        9.0        0.5       44.3       30.5       13.6       11.7       19.9        2.5        6.0        4.0        0.0       12.8       20.0
 
Number of Traders in Each Category                                    Total Traders:       106 
         .         11          5         29         34         37         11         11         10          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,355,811
Positions
   107,083    617,628     31,775  2,189,453    671,283    614,526    767,016  1,702,994     82,918    243,358    243,631        633    319,049    390,423
 
Changes from:       March 10, 2020                                   Total Change is:   -86,148
   -15,381    -15,698      3,340    138,486     22,812    -88,281    -63,162    -85,700    -32,231     -6,769      2,297     -1,894    -20,256    109,207
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       14.2        0.7       50.3       15.4       14.1       17.6       39.1        1.9        5.6        5.6        0.0        7.3        9.0
 
Number of Traders in Each Category                                    Total Traders:       329 
        12         35          9        100         49         79         38         60         35         17         18          .
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,804,726
Positions
   244,424    465,873    433,502     51,522     32,546     53,598    435,106    211,728    526,097      2,732     23,950     12,664     45,081     44,768
 
Changes from:       March 10, 2020                                   Total Change is:  -112,224
   -18,516     48,975      1,461        650     -7,064     -3,827    -90,374   -145,637      5,461    -12,764       -850     -1,717      7,402     -9,026
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       25.8       24.0        2.9        1.8        3.0       24.1       11.7       29.2        0.2        1.3        0.7        2.5        2.5
 
Number of Traders in Each Category                                    Total Traders:       127 
        21         30         46          4          4          .         26         33         46          4          .          5
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is10,289,019
Positions
 2,005,439  1,914,820  1,986,139    480,133    567,096    708,270  1,493,634  1,275,608  2,960,630     37,958     82,627     50,230    566,586    743,599
 
Changes from:       March 10, 2020                                   Total Change is:-1,701,785
   227,776   -505,867   -457,747    149,127   -448,403    -55,538   -927,473    382,500   -552,424     -9,343       -484      3,099    -79,262    -66,921
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       18.6       19.3        4.7        5.5        6.9       14.5       12.4       28.8        0.4        0.8        0.5        5.5        7.2
 
Number of Traders in Each Category                                    Total Traders:       229 
        34         39         63         13         14         19         52         46         80         12         10         10
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   245,207
Positions
     9,575    103,448     36,313      5,510     33,794      8,211    155,495     31,581     28,100        832          0        918        253      2,842
 
Changes from:       March 10, 2020                                   Total Change is:    12,494
      -669      3,579        247          0      2,126     -1,684     16,611      9,683     -1,494       -754          0         87        150        -50
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       42.2       14.8        2.2       13.8        3.3       63.4       12.9       11.5        0.3        0.0        0.4        0.1        1.2
 
Number of Traders in Each Category                                    Total Traders:        56 
         .         17          7          .          .          .         14         15         20          .          0          .
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   362,970
Positions
    33,374    147,653     22,048     16,171     46,427      3,524    234,515     97,907     42,466     10,521        295        277         74      2,373
 
Changes from:       March 10, 2020                                   Total Change is:    17,767
    13,693     26,951     -5,870     -7,511     20,931     -9,917     37,410     -4,623    -10,053          0         72         73        -58        203
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       40.7        6.1        4.5       12.8        1.0       64.6       27.0       11.7        2.9        0.1        0.1        0.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        95 
         5         27         12          .          6          .         19         31         23          .          .          .
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    66,561
Positions
         0     11,957          0        639      3,554          0        441     17,356     32,243     33,198        551          0         40        900
 
Changes from:       March 10, 2020                                   Total Change is:   -44,784
      -838    -23,913        -43       -342          0        -31    -11,285      6,742    -27,514     -4,766          0          0         35        -25
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       18.0        0.0        1.0        5.3        0.0        0.7       26.1       48.4       49.9        0.8        0.0        0.1        1.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          .          0          .          7          0          .          6          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    44,588
Positions
    10,601          0     16,188          0        111          0        705     13,357     12,738      4,110      1,931        246          0         17
 
Changes from:       March 10, 2020                                   Total Change is:    -3,037
         0          0          0          0          0          0          0        603     -3,037          0       -595          0          0         -8
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        0.0       36.3        0.0        0.2        0.0        1.6       30.0       28.6        9.2        4.3        0.6        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          .          0          .          0          .          8          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,474
Positions
       336          0          0        101        465          0      1,869      2,907         10        584        504         93      1,481        495
 
Changes from:       March 10, 2020                                   Total Change is:       106
       271        -41          0        -14        103          0        448        -95       -171       -199        479       -220         -9         51
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        0.0        0.0        2.3       10.4        0.0       41.8       65.0        0.2       13.1       11.3        2.1       33.1       11.1
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          0          .          .          0          9         18          .          8          .          4
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    25,322
Positions
       621      4,947          0      8,119      1,644        536     10,935     14,668        782      1,164      1,454         92      3,073      1,199
 
Changes from:       March 10, 2020                                   Total Change is:   -19,629
       126    -20,117          0      1,433       -368        -55    -17,308      4,217     -1,744        500        419         92     -2,673     -2,073
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       19.5        0.0       32.1        6.5        2.1       43.2       57.9        3.1        4.6        5.7        0.4       12.1        4.7
 
Number of Traders in Each Category                                    Total Traders:        65 
         .          .          0         11          .          4         17         14          .         12          5          .
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   434,583
Positions
    89,045    127,301     45,452     88,267     10,277      8,629     90,178    133,027     63,961      9,771      4,099     12,798     26,482     29,039
 
Changes from:       March 10, 2020                                   Total Change is:   -16,229
     9,841     25,240      3,581    -20,415    -20,516     -6,883    -10,034    -22,369      8,918      2,170       -706     -4,286        879        792
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       29.3       10.5       20.3        2.4        2.0       20.8       30.6       14.7        2.2        0.9        2.9        6.1        6.7
 
Number of Traders in Each Category                                    Total Traders:       168 
        14         16         23         21         12         15         25         54         50          7         11         14
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Traders in Financial Futures - Futures Only Positions as of March 17, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    19,584
Positions
     4,569      1,735      1,174      6,357      8,508          2      5,374      6,436        100        612          0          0      1,396      1,629
 
Changes from:       March 10, 2020                                   Total Change is:      -185
    -1,018         43        857       -147      1,296     -1,213      2,932       -397     -2,314       -417          0          0      1,135      1,543
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        8.9        6.0       32.5       43.4        0.0       27.4       32.9        0.5        3.1        0.0        0.0        7.1        8.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          .          7          4          .          .          7          .         11          0          0
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Updated March 20, 2020