Traders in Financial Futures - Futures Only Positions as of April 14, 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   119,798
Positions
    28,353      9,160      2,037     32,170     27,972      3,939      8,921     35,191      5,576     14,137      3,655          0     24,665     32,268
 
Changes from:       April 7, 2020                                    Total Change is:     2,275
     1,998       -395         -4        -72        437        410        925       -182       -627         -9        433          0       -346      2,203
 
Percent of Open Interest Represented by Each Category of Trader
      23.7        7.6        1.7       26.9       23.3        3.3        7.4       29.4        4.7       11.8        3.1        0.0       20.6       26.9
 
Number of Traders in Each Category                                    Total Traders:        87 
         9          .          5         12         16          9         13         19          8         13          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    32,718
Positions
     2,228     10,275         16      4,867      3,469        356     14,650      6,991         11        696        456          0      9,894     11,144
 
Changes from:       April 7, 2020                                    Total Change is:     2,327
      -135        532          0      1,475        179         29        824      1,369         -3          0          0          0        137        221
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       31.4        0.0       14.9       10.6        1.1       44.8       21.4        0.0        2.1        1.4        0.0       30.2       34.1
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          .          6          6          .          9          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   153,088
Positions
    44,103     17,484      1,807     40,880     64,132      3,359     33,596     26,037      5,384      3,720      7,575          0     20,239     27,310
 
Changes from:       April 7, 2020                                    Total Change is:     2,770
     1,149        106       -213        440        800        -18       -165        892       -226         40       -786          0      1,763      2,215
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       11.4        1.2       26.7       41.9        2.2       21.9       17.0        3.5        2.4        4.9        0.0       13.2       17.8
 
Number of Traders in Each Category                                    Total Traders:       102 
         8          5          6         11         28          8         20         22         13          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   122,929
Positions
    14,063     42,999        905     45,302     22,069      5,638     21,367     30,209        903     11,378        969          0     23,373     19,237
 
Changes from:       April 7, 2020                                    Total Change is:     4,334
       415      7,170       -792       -116     -3,924        835     -1,594      1,530        200       -471        400          0      5,857     -1,085
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       35.0        0.7       36.9       18.0        4.6       17.4       24.6        0.7        9.3        0.8        0.0       19.0       15.6
 
Number of Traders in Each Category                                    Total Traders:       103 
         6          9          4         22         15         11         17         25         10          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   543,361
Positions
    30,783    309,033      4,918    328,993     86,037     20,855     51,052     72,530      3,077     27,678      5,014        125     75,880     41,772
 
Changes from:       April 7, 2020                                    Total Change is:   -11,336
       -22       -690     -2,583     -6,111     -2,057        133      2,552     -3,489       -983      1,641        429         59     -6,022     -2,155
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       56.9        0.9       60.5       15.8        3.8        9.4       13.3        0.6        5.1        0.9        0.0       14.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       248 
        13         12         12         85         35         37         42         31         13         21          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    21,205
Positions
         0      9,045          0      8,136      3,359      1,630          0      3,470          0          0          0          0     11,439      3,701
 
Changes from:       April 7, 2020                                    Total Change is:      -159
         0          4          0        124          0         -9          0       -372          0          0          0          0       -274        218
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       42.7        0.0       38.4       15.8        7.7        0.0       16.4        0.0        0.0        0.0        0.0       53.9       17.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0         11          4          7          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   128,258
Positions
    64,207     15,589        470     20,328     40,269      3,851     19,782     35,974        663      4,295      1,061          0     14,662     30,381
 
Changes from:       April 7, 2020                                    Total Change is:    -1,798
     2,284      1,548       -555      1,782     -4,867       -165     -4,635        198       -584        619         48          0       -544      2,579
 
Percent of Open Interest Represented by Each Category of Trader
      50.1       12.2        0.4       15.8       31.4        3.0       15.4       28.0        0.5        3.3        0.8        0.0       11.4       23.7
 
Number of Traders in Each Category                                    Total Traders:        79 
         5          8          .          8         20          7         10         21          7          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    24,433
Positions
       211     17,779          0      9,486        630         41     13,030      2,474         61        684      1,741          0        920      1,707
 
Changes from:       April 7, 2020                                    Total Change is:     1,584
         0       -109          0       -152        102          0      2,048        874         14       -408        380          0         82        323
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       72.8        0.0       38.8        2.6        0.2       53.3       10.1        0.2        2.8        7.1        0.0        3.8        7.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          .          .          .         12          5          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   109,371
Positions
    30,570     36,934        800     34,302     18,069        596     35,905     28,888        509      2,501     17,916          0      4,188      5,659
 
Changes from:       April 7, 2020                                    Total Change is:     7,234
     1,538       -115          0       -291      1,905        152      6,614      4,774       -209        -50       -144         -7       -513        878
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       33.8        0.7       31.4       16.5        0.5       32.8       26.4        0.5        2.3       16.4        0.0        3.8        5.2
 
Number of Traders in Each Category                                    Total Traders:       118 
         6          6          .          9         21          .         25         35          5          5         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    20,974
Positions
     7,472        803         55        924      9,764          0      8,271      5,256        520      1,930      2,076          0      1,802      2,500
 
Changes from:       April 7, 2020                                    Total Change is:       809
         2        206         -2       -846       -436          0      1,530      1,081        -45        218        274          0        -48       -269
 
Percent of Open Interest Represented by Each Category of Trader
      35.6        3.8        0.3        4.4       46.6        0.0       39.4       25.1        2.5        9.2        9.9        0.0        8.6       11.9
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          .          .          9          0         10         12          4          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    39,812
Positions
    19,511      4,919          2      2,197     11,398        883     14,328     15,178        499        327      1,207          6      2,059      5,720
 
Changes from:       April 7, 2020                                    Total Change is:      -494
     1,391        400          0        448        782       -208     -1,995     -1,166       -315         88         51          0         97        -38
 
Percent of Open Interest Represented by Each Category of Trader
      49.0       12.4        0.0        5.5       28.6        2.2       36.0       38.1        1.3        0.8        3.0        0.0        5.2       14.4
 
Number of Traders in Each Category                                    Total Traders:        80 
         7          4          .          7         18          5         19         18          5          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    15,867
Positions
     5,781          0          0          0      4,662          0      9,589      9,103          0        178          0          0        319      2,102
 
Changes from:       April 7, 2020                                    Total Change is:        40
         0          0          0          0       -165          0        187        135          0          1          0          0       -148         70
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        0.0        0.0        0.0       29.4        0.0       60.4       57.4        0.0        1.1        0.0        0.0        2.0       13.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          0          0          0          8          0          6          7          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    30,200
Positions
    13,858      3,561      1,219      3,333      2,799        344      6,132      8,058        279          0      6,129          0      5,037      7,813
 
Changes from:       April 7, 2020                                    Total Change is:     3,204
     1,473       -837       -117        307        196         53      1,027      2,921        194          0        443       -116        384        468
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       11.8        4.0       11.0        9.3        1.1       20.3       26.7        0.9        0.0       20.3        0.0       16.7       25.9
 
Number of Traders in Each Category                                    Total Traders:        89 
        20          8          4         12          8          6         17         14          5          0         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    60,399
Positions
    27,715      7,122      2,437      6,666      5,597        687     12,263     16,115        558          0     12,257          0     10,073     15,626
 
Changes from:       April 7, 2020                                    Total Change is:     6,408
     2,946     -1,673       -233        614        392        105      2,053      5,842        387          0        885       -232        768        935
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       11.8        4.0       11.0        9.3        1.1       20.3       26.7        0.9        0.0       20.3        0.0       16.7       25.9
 
Number of Traders in Each Category                                    Total Traders:        89 
        20          8          4         12          8          6         17         14          5          0         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    45,852
Positions
     1,770     39,516          0     36,791      1,250      1,745      3,370      2,425          0        800        454          0      1,376        462
 
Changes from:       April 7, 2020                                    Total Change is:    -4,880
    -3,895      2,941          0      4,660          0     -7,145      1,490       -377          0        800          0          0       -790       -299
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       86.2        0.0       80.2        2.7        3.8        7.3        5.3        0.0        1.7        1.0        0.0        3.0        1.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .         10          0         12          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   777,289
Positions
    97,191     97,054     64,174    301,721    184,937     76,878     58,684    105,318     29,378     23,676     70,989      1,979    123,607    146,581
 
Changes from:       April 7, 2020                                    Total Change is:     5,155
     8,235        884      2,798      4,426    -21,503     -3,499     -5,142     15,024      2,733     -5,542      2,416         95      1,051      6,207
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       12.5        8.3       38.8       23.8        9.9        7.5       13.5        3.8        3.0        9.1        0.3       15.9       18.9
 
Number of Traders in Each Category                                    Total Traders:       626 
        37         38         32        159        120        136         65        113         54         34         60         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    90,437
Positions
    64,326      4,220         74          0          0          0     20,550     10,750          0          0         43          2      5,485     75,348
 
Changes from:       April 7, 2020                                    Total Change is:     7,807
     3,000      2,020          0          0          0          0      5,246      3,543       -900          0          0          0        461      3,144
 
Percent of Open Interest Represented by Each Category of Trader
      71.1        4.7        0.1        0.0        0.0        0.0       22.7       11.9        0.0        0.0        0.0        0.0        6.1       83.3
 
Number of Traders in Each Category                                    Total Traders:        27 
        10          .          .          0          0          0          7          7          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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     8,990
Positions
     3,561      3,818          0      2,678        708        475        546      2,806          0          0          0          0      1,730      1,183
 
Changes from:       April 7, 2020                                    Total Change is:       -79
      -200        629          0       -230       -757        226          0        -50          0          0          0          0        125       -127
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       42.5        0.0       29.8        7.9        5.3        6.1       31.2        0.0        0.0        0.0        0.0       19.2       13.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          5          0          6          .          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 3,434,258
Positions
   418,224    718,069     66,599  1,508,605    924,687    384,391    287,721    569,891     49,841    118,379    354,728      9,886    590,612    356,166
 
Changes from:       April 7, 2020                                    Total Change is:   -13,260
    34,834      2,982      5,330     22,132   -107,517    -17,493    -24,850     84,496     -8,926    -27,711     12,080        475      2,949     15,313
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       20.9        1.9       43.9       26.9       11.2        8.4       16.6        1.5        3.4       10.3        0.3       17.2       10.4
 
Number of Traders in Each Category                                    Total Traders:       626 
        37         38         27        159        120        136         66        112         52         34         60         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    74,750
Positions
    19,045      7,736        365     41,084     55,164      4,179      2,378      1,393        307          0        961          0      7,392      4,645
 
Changes from:       April 7, 2020                                    Total Change is:    -4,504
    -1,785        660         -6       -507     -4,194     -1,108     -1,060       -234         67          0          0          0       -105        311
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       10.3        0.5       55.0       73.8        5.6        3.2        1.9        0.4        0.0        1.3        0.0        9.9        6.2
 
Number of Traders in Each Category                                    Total Traders:        74 
        11          4          .         24         24         15          4          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    35,587
Positions
     6,411      5,319        862     13,163      6,798        805      7,007     10,814        557      1,494      3,488          4      5,284      6,940
 
Changes from:       April 7, 2020                                    Total Change is:    -1,086
      -201       -854         11        864     -1,100        -99     -1,381      1,068        -39          7        212         -1       -247       -284
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       14.9        2.4       37.0       19.1        2.3       19.7       30.4        1.6        4.2        9.8        0.0       14.8       19.5
 
Number of Traders in Each Category                                    Total Traders:       248 
        29         14          4         67         33         32         38         38         15         11         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   177,937
Positions
    32,055     26,596      4,310     65,814     33,990      4,026     35,034     54,070      2,786      7,470     17,440         20     26,422     34,699
 
Changes from:       April 7, 2020                                    Total Change is:    -5,430
    -1,005     -4,272         56      4,318     -5,501       -496     -6,905      5,342       -195         35      1,061         -3     -1,235     -1,422
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       14.9        2.4       37.0       19.1        2.3       19.7       30.4        1.6        4.2        9.8        0.0       14.8       19.5
 
Number of Traders in Each Category                                    Total Traders:       248 
        29         14          4         67         33         32         38         38         15         11         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   531,857
Positions
   121,557     71,251     14,452    233,561    240,539     61,855     62,618     84,782      2,534     19,666     36,769         45     15,569     19,630
 
Changes from:       April 7, 2020                                    Total Change is:   -29,528
    -2,613      2,237        139      1,656    -26,505       -643    -26,670     -4,829       -507       -489       -653       -623        222      1,856
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       13.4        2.7       43.9       45.2       11.6       11.8       15.9        0.5        3.7        6.9        0.0        2.9        3.7
 
Number of Traders in Each Category                                    Total Traders:       292 
        27         21          5         77         60         54         34         47         16         11         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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    34,101
Positions
     6,007     10,413        254     14,185      5,238        754      5,763      3,515        392        951        618          0      5,795     12,917
 
Changes from:       April 7, 2020                                    Total Change is:       756
     1,021       -475       -121        -87       -474        236       -732     -1,301       -134        367       -390          0        206      3,415
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       30.5        0.7       41.6       15.4        2.2       16.9       10.3        1.1        2.8        1.8        0.0       17.0       37.9
 
Number of Traders in Each Category                                    Total Traders:        65 
         5         14          .         14          6          9         12          8          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   522,256
Positions
    29,412    313,052        922    428,893    102,995     36,707     18,242     56,081        559      1,355      6,542          0      6,166      5,398
 
Changes from:       April 7, 2020                                    Total Change is:   -10,643
    -5,916     -5,777        122     -3,280     -5,605     -1,971        331      3,012       -422          0        -86          0        493         84
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       59.9        0.2       82.1       19.7        7.0        3.5       10.7        0.1        0.3        1.3        0.0        1.2        1.0
 
Number of Traders in Each Category                                    Total Traders:       179 
        10         16          5         74         42         40         13         15          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 1,301,871
Positions
    60,992    639,807      9,083    909,861    340,560    134,744     87,202     53,968      5,107     68,075     91,952      5,648     21,159     21,002
 
Changes from:       April 7, 2020                                    Total Change is:    -3,896
     1,693    -12,178        426    -23,203      7,981      7,781     10,040     -2,727       -662     -1,154     -1,781        199        984     -2,935
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       49.1        0.7       69.9       26.2       10.4        6.7        4.1        0.4        5.2        7.1        0.4        1.6        1.6
 
Number of Traders in Each Category                                    Total Traders:       405 
        18         25          9        154         91         82         44         35         16         19         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   148,721
Positions
    19,510    103,676     43,002      9,039          0        368     73,490          0      1,609      1,449          0          9        245         57
 
Changes from:       April 7, 2020                                    Total Change is:    -1,268
     1,182     -2,170        872     -2,859          0          0       -515         -1        244         20          0          5       -217       -218
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       69.7       28.9        6.1        0.0        0.2       49.4        0.0        1.1        1.0        0.0        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        60 
        10         18         15          6          0          .         21          0          .          5          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 1,005,372
Positions
    29,131    135,812      2,240    518,938    225,009    202,721     47,187    279,450      7,561     49,952     27,923        105    147,537    124,551
 
Changes from:       April 7, 2020                                    Total Change is:     3,878
     1,459        650        149    -14,877      5,885     -5,367     12,101      6,496       -409        751        -66          0     10,071     -3,460
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       13.5        0.2       51.6       22.4       20.2        4.7       27.8        0.8        5.0        2.8        0.0       14.7       12.4
 
Number of Traders in Each Category                                    Total Traders:       184 
         5         17          .         56         34         50         17         40         13          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 1,044,592
Positions
    25,079    195,470          0    596,700    120,884    144,009     82,781    478,068     15,174     48,025      1,937          0    132,824     89,050
 
Changes from:       April 7, 2020                                    Total Change is:    -7,761
    -3,244     -5,459         -4    -13,196      5,889     -5,304     10,108     -1,913         35        765        170          0      3,079     -1,175
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       18.7        0.0       57.1       11.6       13.8        7.9       45.8        1.5        4.6        0.2        0.0       12.7        8.5
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         18          0         62         14         46          5         24          9          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 2,655,012
Positions
    50,179    313,851      9,475  1,153,509    621,427    276,499    687,691  1,174,849     44,007    271,012    117,179      1,925    160,715     95,800
 
Changes from:       April 7, 2020                                    Total Change is:   -15,328
     5,676      4,507        -68     -3,974    -22,835      8,339    -17,178    -14,552      2,586    -12,368      3,310         19      1,640      3,366
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       11.8        0.4       43.4       23.4       10.4       25.9       44.3        1.7       10.2        4.4        0.1        6.1        3.6
 
Number of Traders in Each Category                                    Total Traders:       334 
        13         29          7        114         32         69         50         57         31         20         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 3,235,198
Positions
   170,931    199,715     58,541  1,339,718    788,449    586,287    473,570    990,727     65,785    124,152    174,323     20,284    395,930    351,087
 
Changes from:       April 7, 2020                                    Total Change is:    17,136
   -14,928    -17,220     26,817    -11,111     38,427    -12,486      3,655      6,716     12,284     -6,985    -39,127       -828     20,718      2,553
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        6.2        1.8       41.4       24.4       18.1       14.6       30.6        2.0        3.8        5.4        0.6       12.2       10.9
 
Number of Traders in Each Category                                    Total Traders:       361 
        21         31          9         92         70         91         50         66         37         18         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   774,025
Positions
    82,501     19,658      5,551    293,826    250,845    125,348    103,533    146,787     13,439     49,629     27,040        228     99,970    185,129
 
Changes from:       April 7, 2020                                    Total Change is:    14,957
    11,809     -3,458        303    -22,845        633      4,247     17,299      3,325      5,137       -300        -60         60       -753      4,770
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        2.5        0.7       38.0       32.4       16.2       13.4       19.0        1.7        6.4        3.5        0.0       12.9       23.9
 
Number of Traders in Each Category                                    Total Traders:       102 
         6          4          4         28         34         38         15          9          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 3,724,769
Positions
    69,484    489,275     22,042  1,806,027    587,140    590,838    607,654  1,479,643     72,501    253,503    205,404        419    302,301    277,507
 
Changes from:       April 7, 2020                                    Total Change is:   -35,535
    -5,710    -10,139      1,375    -35,655    -32,676     64,607    -62,814    -64,685     -2,162      2,052        298        -18      2,790      7,865
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       13.1        0.6       48.5       15.8       15.9       16.3       39.7        1.9        6.8        5.5        0.0        8.1        7.5
 
Number of Traders in Each Category                                    Total Traders:       300 
         9         33          7         89         45         70         40         54         27         14         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 1,585,542
Positions
   285,961    440,928    388,484     58,314     15,680     43,198    490,801    351,658    278,500      7,408     27,707      5,959     26,917     33,428
 
Changes from:       April 7, 2020                                    Total Change is:    18,365
     6,890       -224      7,759    -16,511        -80      5,256     39,788     26,676    -25,100        845      3,395        400       -962        283
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       27.8       24.5        3.7        1.0        2.7       31.0       22.2       17.6        0.5        1.7        0.4        1.7        2.1
 
Number of Traders in Each Category                                    Total Traders:       123 
        23         32         44          .          4          4         24         27         38          5          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 is10,284,022
Positions
 2,006,979  1,367,324  2,270,792    526,825     70,946    712,511    949,733  1,925,382  3,037,230    108,185     76,661     65,579    606,188    757,597
 
Changes from:       April 7, 2020                                    Total Change is:  -556,078
  -310,487     36,015   -155,387     57,220    -80,130    -25,863   -166,985   -435,146     95,202    -36,850      3,554     -5,430     -7,498     11,107
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       13.3       22.1        5.1        0.7        6.9        9.2       18.7       29.5        1.1        0.7        0.6        5.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       226 
        36         36         66         14         14         16         47         49         80         12         11         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   157,103
Positions
        27     81,677     18,854          0      8,462      7,931    112,786     20,332     15,709        475        149      1,245         76      2,744
 
Changes from:       April 7, 2020                                    Total Change is:    -1,990
      -133     -3,641      1,245          0          0          0     -2,760        706       -523          0       -120        173          8        170
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       52.0       12.0        0.0        5.4        5.0       71.8       12.9       10.0        0.3        0.1        0.8        0.0        1.7
 
Number of Traders in Each Category                                    Total Traders:        48 
         .         15          6          0          .          .         13         16         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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   346,208
Positions
    66,479    138,706     24,705      2,054     46,608      1,872    216,594    100,695     30,171      3,874        330        372         87      2,749
 
Changes from:       April 7, 2020                                    Total Change is:    29,852
     6,953      8,470      2,505        -13     -1,488        541     16,261     15,713      3,638          0        163         -9        -24        319
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       40.1        7.1        0.6       13.5        0.5       62.6       29.1        8.7        1.1        0.1        0.1        0.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        89 
         6         28         11          .          5          .         20         24         24          .          .          .
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Traders in Financial Futures - Futures Only Positions as of April 14, 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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    69,380
Positions
         0      8,398          0        764      2,435          0        808     16,068     40,670     26,446        500          0        692      1,309
 
Changes from:       April 7, 2020                                    Total Change is:     2,236
    -4,321      2,712          0          0          5          0         89     -4,849      3,629      2,180          0          0        659        739
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.1        0.0        1.1        3.5        0.0        1.2       23.2       58.6       38.1        0.7        0.0        1.0        1.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          .          5          0          .          5          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of April 14, 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     5,538
Positions
        38          0          0        203        283          0      2,260      3,198        244        868      1,394         22      1,903        397
 
Changes from:       April 7, 2020                                    Total Change is:        90
         2          0          0        -18         79          0       -192       -454        -28        197        460         -9        138         42
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        0.0        0.0        3.7        5.1        0.0       40.8       57.7        4.4       15.7       25.2        0.4       34.4        7.2
 
Number of Traders in Each Category                                    Total Traders:        62 
         .          0          0          .          5          0         16         21          5         15          .          .
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Traders in Financial Futures - Futures Only Positions as of April 14, 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    29,664
Positions
       861     10,037          0     12,879      1,887        470     10,812     12,923        998      1,013      1,466          3      2,628      1,880
 
Changes from:       April 7, 2020                                    Total Change is:       968
       170        460          0       -648        195          9      1,703        -13         62        109        240          2       -439         13
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       33.8        0.0       43.4        6.4        1.6       36.4       43.6        3.4        3.4        4.9        0.0        8.9        6.3
 
Number of Traders in Each Category                                    Total Traders:        72 
         .          .          0          7          4          4         20         15          .         13          8          .
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Traders in Financial Futures - Futures Only Positions as of April 14, 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   253,220
Positions
    45,306     27,223     36,965     56,140     10,960     16,754     27,167     92,474     38,965      4,881      1,681      7,401     19,641     20,797
 
Changes from:       April 7, 2020                                    Total Change is:     2,532
     1,616       -332      4,374     -7,233       -490      2,390       -938     -3,989      3,271        516        -88       -262     -1,202     -2,342
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       10.8       14.6       22.2        4.3        6.6       10.7       36.5       15.4        1.9        0.7        2.9        7.8        8.2
 
Number of Traders in Each Category                                    Total Traders:       149 
        11         19         22         18          8         17         28         47         46          4          6          9
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Traders in Financial Futures - Futures Only Positions as of April 14, 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    18,545
Positions
     4,092      1,756        314      9,469      5,285      1,257      2,753      9,908          0        475          0          0        185         25
 
Changes from:       April 7, 2020                                    Total Change is:     2,164
         0          0          0      3,827     -1,564        186     -1,853      3,533          0         27          0          0        -23          9
 
Percent of Open Interest Represented by Each Category of Trader
      22.1        9.5        1.7       51.1       28.5        6.8       14.8       53.4        0.0        2.6        0.0        0.0        1.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          .          5          7          .          .          8          0          7          0          0
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Updated April 17, 2020