Traders in Financial Futures - Futures Only Positions as of March 24, 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   124,226
Positions
    27,251      6,652        614     33,446     36,656      4,089     12,822     38,357      6,800     14,038      3,817          0     25,166     27,241
 
Changes from:       March 17, 2020                                   Total Change is:   -58,911
   -12,056    -16,916    -20,764       -771     -4,223        -48    -21,048        -69     -1,484      1,716      1,939          0     -4,456    -17,346
 
Percent of Open Interest Represented by Each Category of Trader
      21.9        5.4        0.5       26.9       29.5        3.3       10.3       30.9        5.5       11.3        3.1        0.0       20.3       21.9
 
Number of Traders in Each Category                                    Total Traders:        94 
         7          5          .          9         19          7         16         19         12         13          4          0
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Traders in Financial Futures - Futures Only Positions as of March 24, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    30,767
Positions
     1,487      9,672          0      4,567      3,987        342     13,843      5,135        107        696        555          0      9,725     10,969
 
Changes from:       March 17, 2020                                   Total Change is:    -4,487
     1,487     -1,691          0     -2,137      1,569       -252     -2,110     -3,400         -3          0          0          0     -1,472       -710
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       31.4        0.0       14.8       13.0        1.1       45.0       16.7        0.3        2.3        1.8        0.0       31.6       35.7
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          6          7          .          7          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   179,552
Positions
    52,751     15,180      1,799     40,007     82,944      4,716     52,985     29,519      6,943      3,321     10,062          0     17,030     28,389
 
Changes from:       March 17, 2020                                   Total Change is:    -2,557
    13,269     -5,414         52       -214     -3,617      1,000    -12,384     -2,324       -617       -935          0          0     -2,728      8,363
 
Percent of Open Interest Represented by Each Category of Trader
      29.4        8.5        1.0       22.3       46.2        2.6       29.5       16.4        3.9        1.8        5.6        0.0        9.5       15.8
 
Number of Traders in Each Category                                    Total Traders:       100 
         9          4          5         10         28          9         22         17         14          4          4          0
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Traders in Financial Futures - Futures Only Positions as of March 24, 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   125,594
Positions
    13,311     30,396      1,451     39,319     28,423      7,644     39,271     32,971      1,466      4,389      1,112          0     18,743     22,131
 
Changes from:       March 17, 2020                                   Total Change is:      -175
     5,657     -4,405         31        890      2,042       -196      3,062      1,685     -1,028     -4,110        548          0     -4,481      1,148
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       24.2        1.2       31.3       22.6        6.1       31.3       26.3        1.2        3.5        0.9        0.0       14.9       17.6
 
Number of Traders in Each Category                                    Total Traders:       101 
         5          7          4         19         20          9         20         18         11          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   571,086
Positions
    34,420    294,478      7,112    353,661     96,182     22,622     43,370     85,717      5,455     22,880      5,313         67     81,499     54,140
 
Changes from:       March 17, 2020                                   Total Change is:   -17,030
      -735    -12,450      2,999    -27,700     -1,330     -1,139      4,405    -16,058        800        420       -735        -55      3,975     10,938
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       51.6        1.2       61.9       16.8        4.0        7.6       15.0        1.0        4.0        0.9        0.0       14.3        9.5
 
Number of Traders in Each Category                                    Total Traders:       239 
        16          7         10         83         38         39         40         26         14         18         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   135,097
Positions
    62,819     10,799        907     16,402     54,837      4,340     24,807     32,697      1,446      7,809      1,486          0     16,567     28,585
 
Changes from:       March 17, 2020                                   Total Change is:   -14,781
    -4,476      1,165         69        741    -15,771       -414     -6,044      1,900       -439     -1,445       -444          0     -2,773       -847
 
Percent of Open Interest Represented by Each Category of Trader
      46.5        8.0        0.7       12.1       40.6        3.2       18.4       24.2        1.1        5.8        1.1        0.0       12.3       21.2
 
Number of Traders in Each Category                                    Total Traders:        81 
         5          7          4          5         25         11         11         20          7          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    23,821
Positions
       117     17,977          0     10,255        704         41     11,173      1,973         76        983      1,643          0      1,176      1,407
 
Changes from:       March 17, 2020                                   Total Change is:    -1,775
      -360       -703          0       -823         65          0         47     -1,395         32       -670        273          0         -1        -47
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       75.5        0.0       43.1        3.0        0.2       46.9        8.3        0.3        4.1        6.9        0.0        4.9        5.9
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          .          .          .         10          5          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   110,323
Positions
    16,079     39,087        800     48,103     18,729        245     39,194     30,728         48      1,988     16,205         66      3,800      4,415
 
Changes from:       March 17, 2020                                   Total Change is:   -11,641
     6,689    -17,860          0     -8,119      9,529       -268     -9,356     -2,555       -917        234       -327         66         30        691
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       35.4        0.7       43.6       17.0        0.2       35.5       27.9        0.0        1.8       14.7        0.1        3.4        4.0
 
Number of Traders in Each Category                                    Total Traders:       109 
         6          6          .         10         18          .         22         30          .          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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    49,374
Positions
    34,457        949         58      2,753     12,653          0      6,123     29,524      2,420      1,698        962        100      1,765      2,708
 
Changes from:       March 17, 2020                                   Total Change is:    -1,398
      -413        -82        -20       -399     -9,154          0       -371      7,855        215         -4       -258          0       -406         46
 
Percent of Open Interest Represented by Each Category of Trader
      69.8        1.9        0.1        5.6       25.6        0.0       12.4       59.8        4.9        3.4        1.9        0.2        3.6        5.5
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          .          .          .         10          0          5         20          7          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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    37,622
Positions
    18,281      3,623          0      2,309     11,210        691     13,874     14,524        744        253      1,219          6      1,464      5,605
 
Changes from:       March 17, 2020                                   Total Change is:    -7,066
    -2,974      1,281          0         94     -8,787        270     -4,111     -4,301        362       -306       -302          0       -401      4,411
 
Percent of Open Interest Represented by Each Category of Trader
      48.6        9.6        0.0        6.1       29.8        1.8       36.9       38.6        2.0        0.7        3.2        0.0        3.9       14.9
 
Number of Traders in Each Category                                    Total Traders:        77 
         6          5          0          7         18          4         13         21          4          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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    10,972
Positions
     2,650          0          0          0      3,391          0      6,353      5,313         86          0        179          0      1,883      2,003
 
Changes from:       March 17, 2020                                   Total Change is:       471
     2,529          0          0          0       -112          0     -3,724        114         86          0        179          0      1,580        204
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        0.0        0.0        0.0       30.9        0.0       57.9       48.4        0.8        0.0        1.6        0.0       17.2       18.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          0          7          0          5          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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    25,081
Positions
    11,939     11,692        526      2,035      2,866        421      3,397      3,571        403        143        792          0      6,219      4,812
 
Changes from:       March 17, 2020                                   Total Change is:   -16,260
   -10,255     -8,014     -1,880       -653       -257       -688     -2,047     -3,759          8        101         80       -112       -734     -1,640
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       46.6        2.1        8.1       11.4        1.7       13.5       14.2        1.6        0.6        3.2        0.0       24.8       19.2
 
Number of Traders in Each Category                                    Total Traders:        81 
        18         15          4         11          8          5         16          7          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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    50,161
Positions
    23,877     23,383      1,051      4,070      5,732        841      6,794      7,142        805        285      1,583          0     12,438      9,624
 
Changes from:       March 17, 2020                                   Total Change is:   -32,520
   -20,510    -16,027     -3,759     -1,305       -513     -1,376     -4,094     -7,517         15        201        160       -224     -1,468     -3,279
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       46.6        2.1        8.1       11.4        1.7       13.5       14.2        1.6        0.6        3.2        0.0       24.8       19.2
 
Number of Traders in Each Category                                    Total Traders:        81 
        18         15          4         11          8          5         16          7          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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    39,713
Positions
    10,286     30,080          0     23,445          0      2,326      1,600      6,140          0          0        506          0      2,056        661
 
Changes from:       March 17, 2020                                   Total Change is:    -7,061
     7,685        710     -8,408     -7,912          0      1,540        311      1,378       -434          0          0          0        157     -1,847
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       75.7        0.0       59.0        0.0        5.9        4.0       15.5        0.0        0.0        1.3        0.0        5.2        1.7
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          6          0         12          0          .          .          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   695,310
Positions
    74,892    137,310     27,892    288,246    219,977     87,615     70,469     71,229     12,362     41,744     43,705      1,348     90,742     93,872
 
Changes from:       March 17, 2020                                   Total Change is:  -329,427
    25,574    -19,846   -112,273     14,215     13,326    -39,161    -18,385     -9,262    -74,560    -36,629      1,311     -1,028    -87,179    -87,933
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       19.7        4.0       41.5       31.6       12.6       10.1       10.2        1.8        6.0        6.3        0.2       13.1       13.5
 
Number of Traders in Each Category                                    Total Traders:       614 
        31         40         21        159        119        132         77        103         54         31         54         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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     9,899
Positions
     3,857      4,079          0      3,913      1,808         75          0      2,447         84          0          0          0      1,970      1,406
 
Changes from:       March 17, 2020                                   Total Change is:    -7,736
    -2,957     -3,893       -732     -1,314        769       -583          0     -1,378       -257          0          0          0     -1,893     -1,662
 
Percent of Open Interest Represented by Each Category of Trader
      39.0       41.2        0.0       39.5       18.3        0.8        0.0       24.7        0.8        0.0        0.0        0.0       19.9       14.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          .          0          8          .          .          0          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 3,320,161
Positions
   351,959    774,663     51,345  1,441,228  1,099,884    438,075    361,870    365,316     41,277    209,019    218,523      6,442    418,946    324,636
 
Changes from:       March 17, 2020                                   Total Change is:-1,234,003
   189,622   -186,328   -450,487     71,074     73,688   -182,866    -38,317   -110,797   -237,792   -182,675      6,554     -5,292   -397,270   -140,683
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       23.3        1.5       43.4       33.1       13.2       10.9       11.0        1.2        6.3        6.6        0.2       12.6        9.8
 
Number of Traders in Each Category                                    Total Traders:       614 
        31         40         20        159        119        132         77        103         51         31         54         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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    82,184
Positions
    20,996      7,989        380     44,166     60,318      5,771      3,560      2,395          0          0        970          0      7,311      4,361
 
Changes from:       March 17, 2020                                   Total Change is:    -7,968
     1,914     -2,746     -3,827       -329      2,754       -385       -234        274       -663          0          0          0     -4,444     -3,375
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        9.7        0.5       53.7       73.4        7.0        4.3        2.9        0.0        0.0        1.2        0.0        8.9        5.3
 
Number of Traders in Each Category                                    Total Traders:        75 
        12          4          .         25         24         15          5          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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    39,971
Positions
     6,689     13,000        611     12,686      7,907      1,325      9,805      8,162        426      2,126      1,874          5      6,298      6,661
 
Changes from:       March 17, 2020                                   Total Change is:   -19,283
      -628      3,855     -6,530        798     -5,268     -2,376     -2,632     -1,127     -2,225        398       -275         -8     -6,081     -5,329
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       32.5        1.5       31.7       19.8        3.3       24.5       20.4        1.1        5.3        4.7        0.0       15.8       16.7
 
Number of Traders in Each Category                                    Total Traders:       231 
        21         20          4         61         34         32         42         28         11         13         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   199,855
Positions
    33,447     65,000      3,057     63,431     39,534      6,624     49,024     40,809      2,128     10,629      9,372         26     31,489     33,305
 
Changes from:       March 17, 2020                                   Total Change is:   -96,416
    -3,139     19,275    -32,651      3,990    -26,341    -11,878    -13,159     -5,633    -11,126      1,992     -1,376        -40    -30,405    -26,646
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       32.5        1.5       31.7       19.8        3.3       24.5       20.4        1.1        5.3        4.7        0.0       15.8       16.7
 
Number of Traders in Each Category                                    Total Traders:       231 
        21         20          4         61         34         32         42         28         11         13         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   538,226
Positions
    88,287     75,985     17,626    220,633    243,798     62,989    111,447     89,091      3,478     19,740     29,853        390     13,636     15,016
 
Changes from:       March 17, 2020                                   Total Change is:   -82,104
    -6,832      7,231    -29,187      6,015    -23,189     -4,199    -11,191     -8,655    -12,175        511      9,059     -5,888    -19,158    -15,101
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       14.1        3.3       41.0       45.3       11.7       20.7       16.6        0.6        3.7        5.5        0.1        2.5        2.8
 
Number of Traders in Each Category                                    Total Traders:       293 
        22         21          6         75         62         48         40         41         12         14         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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    38,935
Positions
     5,190     15,343        364     16,268      5,273        602      5,976      9,184        122        610      1,451          0      9,803      6,596
 
Changes from:       March 17, 2020                                   Total Change is:    -2,106
    -1,565        660        -15      2,742     -1,033        221        221     -2,004       -735        387        390          0     -3,362        410
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       39.4        0.9       41.8       13.5        1.5       15.3       23.6        0.3        1.6        3.7        0.0       25.2       16.9
 
Number of Traders in Each Category                                    Total Traders:        70 
         6         13          .         14          8          7          9         14          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   484,557
Positions
    35,222    274,100      1,031    384,450    119,986     40,234     13,931     40,424      1,007      1,101      1,710          0      7,581      6,065
 
Changes from:       March 17, 2020                                   Total Change is:   -95,537
    -4,538     11,483   -110,555     33,321        323      4,011     -1,916      7,242     -2,246       -177       -100          0    -13,437     -5,695
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       56.6        0.2       79.3       24.8        8.3        2.9        8.3        0.2        0.2        0.4        0.0        1.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       171 
        13         13          5         68         41         42         11         19          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 1,373,751
Positions
    97,988    712,506      8,675    876,878    380,422    128,695     95,432     44,207      6,526    122,425     67,603      4,085     33,047     21,032
 
Changes from:       March 17, 2020                                   Total Change is:  -430,690
   -99,539   -181,243   -110,103    -54,794    -30,317    -12,165     -5,884     -4,470    -29,200     23,915      2,677     -2,262   -140,658    -63,607
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       51.9        0.6       63.8       27.7        9.4        6.9        3.2        0.5        8.9        4.9        0.3        2.4        1.5
 
Number of Traders in Each Category                                    Total Traders:       397 
        21         24          8        154         84         83         51         26         16         18         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   146,097
Positions
    18,137     89,624     54,159     14,786          0        368     56,038        622      1,278      1,188          0          4        139         42
 
Changes from:       March 17, 2020                                   Total Change is:     5,559
    -1,193     -4,044     11,339     -2,079          0          0        367     -1,169       -566     -2,296          0          4        -17         -5
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       61.3       37.1       10.1        0.0        0.3       38.4        0.4        0.9        0.8        0.0        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        47 
         9         15         15          7          0          .         10          .          5          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 1,082,745
Positions
    47,680    166,174      2,856    559,328    231,495    225,718     32,820    281,521     21,512     50,431     29,614         95    142,305    123,760
 
Changes from:       March 17, 2020                                   Total Change is:   -91,734
    -7,533    -29,520       -300    -43,045    -17,094      1,518        908    -39,212     -5,868    -20,384     -2,503          0    -17,030      1,245
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       15.3        0.3       51.7       21.4       20.8        3.0       26.0        2.0        4.7        2.7        0.0       13.1       11.4
 
Number of Traders in Each Category                                    Total Traders:       182 
         8         19          5         56         34         55         12         39         12          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 1,072,040
Positions
    32,633    221,798          4    601,051     81,688    174,814     54,489    471,899     19,474     54,819      2,534          0    134,756     99,829
 
Changes from:       March 17, 2020                                   Total Change is:   -48,082
    -2,920     -9,915       -213    -33,604      4,308    -11,285      4,591    -41,716      7,286       -609     -3,131          0    -11,328      6,584
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       20.7        0.0       56.1        7.6       16.3        5.1       44.0        1.8        5.1        0.2        0.0       12.6        9.3
 
Number of Traders in Each Category                                    Total Traders:       135 
         4         19          .         67         12         48          5         21          6          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 3,083,123
Positions
    65,008    391,724     14,869  1,315,648    673,627    264,223    863,759  1,465,743     59,737    308,889    112,733      2,523    188,467     97,944
 
Changes from:       March 17, 2020                                   Total Change is:  -139,875
     9,851    -32,731       -203   -155,167    -55,523     -4,215     30,765    -32,166    -14,347     -4,842      5,147       -576     -1,141     -5,261
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       12.7        0.5       42.7       21.8        8.6       28.0       47.5        1.9       10.0        3.7        0.1        6.1        3.2
 
Number of Traders in Each Category                                    Total Traders:       349 
        18         33          7        119         32         69         59         49         28         23         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 3,414,531
Positions
   162,468    292,102     46,820  1,528,925    706,088    660,898    414,324  1,105,172     68,425    134,731    199,542     16,976    380,964    318,508
 
Changes from:       March 17, 2020                                   Total Change is:  -244,502
   -27,602    -11,925    -38,040    -51,794    -55,989    -38,290    -53,734    -33,852        290     -4,329    -57,613       -255    -30,748     -8,828
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        8.6        1.4       44.8       20.7       19.4       12.1       32.4        2.0        3.9        5.8        0.5       11.2        9.3
 
Number of Traders in Each Category                                    Total Traders:       378 
        19         37         11        103         70         90         44         67         31         22         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   813,774
Positions
    74,889     79,685      5,018    372,348    270,960    108,365     80,273    123,046     23,611     50,040     35,043        112     99,118    167,934
 
Changes from:       March 17, 2020                                   Total Change is:   -48,372
     1,240      2,408        504     -9,309      8,260     -9,157    -20,752    -48,532      2,292     -1,853        607        112    -11,449     -4,866
 
Percent of Open Interest Represented by Each Category of Trader
       9.2        9.8        0.6       45.8       33.3       13.3        9.9       15.1        2.9        6.1        4.3        0.0       12.2       20.6
 
Number of Traders in Each Category                                    Total Traders:       107 
         .         11          5         28         34         36         11         12          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 4,015,517
Positions
    91,414    544,348     24,007  2,079,510    608,129    523,403    710,639  1,646,000     70,261    226,709    217,031        633    288,941    381,705
 
Changes from:       March 17, 2020                                   Total Change is:  -340,294
   -15,669    -73,280     -7,768   -109,943    -63,154    -91,123    -56,377    -56,994    -12,657    -16,649    -26,600          0    -30,108     -8,718
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       13.6        0.6       51.8       15.1       13.0       17.7       41.0        1.7        5.6        5.4        0.0        7.2        9.5
 
Number of Traders in Each Category                                    Total Traders:       304 
        12         33          7         94         47         73         31         57         30         15         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,686,925
Positions
   266,608    431,992    438,457     62,621     28,621     47,220    374,365    210,194    443,453      1,642     26,564     12,310     40,249     48,114
 
Changes from:       March 17, 2020                                   Total Change is:  -117,801
    22,184    -33,881      4,955     11,099     -3,925     -6,378    -60,741     -1,534    -82,644     -1,090      2,614       -354     -4,832      3,346
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       25.6       26.0        3.7        1.7        2.8       22.2       12.5       26.3        0.1        1.6        0.7        2.4        2.9
 
Number of Traders in Each Category                                    Total Traders:       119 
        21         29         43          .          4          .         26         28         39          .          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is10,470,993
Positions
 2,288,756  1,705,981  2,178,264    351,884    303,107    764,623  1,267,728  1,697,907  2,954,227     70,398     83,395     52,955    542,158    730,534
 
Changes from:       March 17, 2020                                   Total Change is:   181,974
   283,317   -208,839    192,125   -128,249   -263,989     56,353   -225,906    422,299     -6,403     32,440        768      2,725    -24,428    -13,065
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       16.3       20.8        3.4        2.9        7.3       12.1       16.2       28.2        0.7        0.8        0.5        5.2        7.0
 
Number of Traders in Each Category                                    Total Traders:       223 
        37         38         67         12         13         19         41         46         75         15         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2020                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   171,803
Positions
       318     84,492     16,325          0      8,182      8,211    118,715     26,168     26,300        690          0        910        334      1,215
 
Changes from:       March 17, 2020                                   Total Change is:   -73,404
    -9,257    -18,956    -19,988     -5,510    -25,612          0    -36,780     -5,413     -1,800       -142          0         -8         81     -1,627
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       49.2        9.5        0.0        4.8        4.8       69.1       15.2       15.3        0.4        0.0        0.5        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        45 
         .         14          6          0          .          .         13         14         17          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   349,355
Positions
    47,132    139,765     23,616     12,410     56,201        610    216,595     87,881     38,133     10,521        304        235        103      2,610
 
Changes from:       March 17, 2020                                   Total Change is:   -13,615
    13,758     -7,888      1,568     -3,761      9,774     -2,914    -17,920    -10,026     -4,333          0          9        -42         29        237
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       40.0        6.8        3.6       16.1        0.2       62.0       25.2       10.9        3.0        0.1        0.1        0.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        90 
         6         27         13          .          6          .         17         28         25          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    60,215
Positions
     7,120      5,192          0        639      3,164          0        720     15,954     34,637     17,066        551          0         33        717
 
Changes from:       March 17, 2020                                   Total Change is:    -6,346
     7,120     -6,765          0          0       -390          0        279     -1,402      2,394    -16,132          0          0         -7       -183
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        8.6        0.0        1.1        5.3        0.0        1.2       26.5       57.5       28.3        0.9        0.0        0.1        1.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0          .          6          0          .          6          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of March 24, 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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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    43,850
Positions
    11,097          0     15,692          0         32          0        814     15,200     10,691      5,310      1,971        246          0         18
 
Changes from:       March 17, 2020                                   Total Change is:      -738
       496          0       -496          0        -79          0        109      1,843     -2,047      1,200         40          0          0          1
 
Percent of Open Interest Represented by Each Category of Trader
      25.3        0.0       35.8        0.0        0.1        0.0        1.9       34.7       24.4       12.1        4.5        0.6        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          .          0          .          0          .          7          .          4          .          .
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Traders in Financial Futures - Futures Only Positions as of March 24, 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     3,909
Positions
        36          0          0        125        297          0      1,136      2,291         76        969        550         64      1,503        631
 
Changes from:       March 17, 2020                                   Total Change is:      -565
      -300          0          0         24       -168          0       -733       -616         66        385         46        -29         22        136
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        0.0        0.0        3.2        7.6        0.0       29.1       58.6        1.9       24.8       14.1        1.6       38.4       16.1
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          0          0          .          .          0         12         13          .          9          .          .
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Traders in Financial Futures - Futures Only Positions as of March 24, 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    28,338
Positions
       703      7,584          0     10,879      1,663        479     11,044     14,605        882      1,253      1,092         28      3,070      2,005
 
Changes from:       March 17, 2020                                   Total Change is:     3,016
        82      2,637          0      2,760         19        -57        109        -63        100         89       -362        -64         -3        806
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       26.8        0.0       38.4        5.9        1.7       39.0       51.5        3.1        4.4        3.9        0.1       10.8        7.1
 
Number of Traders in Each Category                                    Total Traders:        69 
         .          .          0          9          .          4         19         13          4         14          6          .
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Traders in Financial Futures - Futures Only Positions as of March 24, 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   268,255
Positions
    39,990     48,455     23,563     63,990     28,498     11,369     57,687     86,418     29,236      9,957      3,689     10,249     22,214     26,778
 
Changes from:       March 17, 2020                                   Total Change is:  -166,328
   -49,055    -78,846    -21,889    -24,277     18,221      2,740    -32,491    -46,609    -34,725        186       -410     -2,549     -4,268     -2,261
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       18.1        8.8       23.9       10.6        4.2       21.5       32.2       10.9        3.7        1.4        3.8        8.3       10.0
 
Number of Traders in Each Category                                    Total Traders:       133 
         8         21         18         13          7         13         20         44         37          8          8          9
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Traders in Financial Futures - Futures Only Positions as of March 24, 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    16,656
Positions
     4,094        975        274      6,328      8,555      1,304      3,926      5,433        100        458          0          0        172         15
 
Changes from:       March 17, 2020                                   Total Change is:    -2,928
      -475       -760       -900        -29         47      1,302     -1,448     -1,003          0       -154          0          0     -1,224     -1,614
 
Percent of Open Interest Represented by Each Category of Trader
      24.6        5.9        1.6       38.0       51.4        7.8       23.6       32.6        0.6        2.7        0.0        0.0        1.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          6          5          .          .          7          .          7          0          0
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Updated March 27, 2020