Traders in Financial Futures - Options and Futures Combined 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   156,714
Positions
    26,563      8,088      8,513     34,185     31,742      9,689     11,756     41,414     23,939     13,629      3,858        487     27,954     28,984
 
Changes from:       March 17, 2020                                   Total Change is:   -55,576
   -13,433    -19,122    -18,845     -1,257     -4,928      1,109    -21,604        380        658      1,306      1,623        434     -3,943    -16,884
 
Percent of Open Interest Represented by Each Category of Trader
      16.9        5.2        5.4       21.8       20.3        6.2        7.5       26.4       15.3        8.7        2.5        0.3       17.8       18.5
 
Number of Traders in Each Category                                    Total Traders:        96 
         7          5          6         12         16          9         13         24         17         12          5          .
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Traders in Financial Futures - Options and Futures Combined 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    33,581
Positions
     2,100      9,672        669      4,567      3,987        342     13,747      5,192      1,308        696        555          0     10,151     11,855
 
Changes from:       March 17, 2020                                   Total Change is:    -4,531
     2,100     -1,903       -224     -2,137      1,569       -252     -2,444     -2,921        -97          0          0          0     -1,478       -703
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       28.8        2.0       13.6       11.9        1.0       40.9       15.5        3.9        2.1        1.7        0.0       30.2       35.3
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .          6          7          .          7          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   226,568
Positions
    50,502     16,263      8,787     41,651     72,790     15,914     44,764     33,228     39,628      5,623     10,450          0     19,699     29,508
 
Changes from:       March 17, 2020                                   Total Change is:     4,797
    13,437     -5,524        612         76     -3,851      1,846    -13,621     -4,205      7,444     -2,432        187          0     -2,564      8,289
 
Percent of Open Interest Represented by Each Category of Trader
      22.3        7.2        3.9       18.4       32.1        7.0       19.8       14.7       17.5        2.5        4.6        0.0        8.7       13.0
 
Number of Traders in Each Category                                    Total Traders:       106 
         8          5          7         13         26         11         22         18         16          6          6          0
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Traders in Financial Futures - Options and Futures Combined 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   167,689
Positions
    13,941     27,500      8,672     40,112     26,878     10,458     36,942     36,488     31,576      4,895      1,893         91     21,001     24,132
 
Changes from:       March 17, 2020                                   Total Change is:    -1,289
     5,984     -4,889     -1,152      1,384        549        272      3,907      4,972     -3,727     -4,110        899         16     -3,863      1,770
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       16.4        5.2       23.9       16.0        6.2       22.0       21.8       18.8        2.9        1.1        0.1       12.5       14.4
 
Number of Traders in Each Category                                    Total Traders:       107 
         6          6          9         24         18         14         20         19         18          7          7          .
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Traders in Financial Futures - Options and Futures Combined 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   666,348
Positions
    39,079    295,115     24,499    357,095     92,337     31,521     34,561     88,898     67,617     23,439      6,204      1,098     87,438     59,059
 
Changes from:       March 17, 2020                                   Total Change is:   -14,592
     3,314    -10,732       -759    -29,701     -4,445        935      1,101    -16,356      6,094        495       -199       -419      4,347     11,289
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       44.3        3.7       53.6       13.9        4.7        5.2       13.3       10.1        3.5        0.9        0.2       13.1        8.9
 
Number of Traders in Each Category                                    Total Traders:       247 
        15          9         15         85         38         45         35         31         23         19         14          6
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Traders in Financial Futures - Options and Futures Combined 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   168,621
Positions
    63,488     10,646      5,831     16,468     50,058     10,116     20,664     34,209     23,409      7,554      2,904        955     20,136     30,493
 
Changes from:       March 17, 2020                                   Total Change is:   -13,526
    -5,120       -295        763        440    -15,747        162     -7,328        642      1,997     -1,392       -298         80     -3,130       -831
 
Percent of Open Interest Represented by Each Category of Trader
      37.7        6.3        3.5        9.8       29.7        6.0       12.3       20.3       13.9        4.5        1.7        0.6       11.9       18.1
 
Number of Traders in Each Category                                    Total Traders:        83 
         5          7          6          7         23         13          8         23         11          4          6          .
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   111,863
Positions
    16,079     39,435        901     48,103     18,729        245     39,047     30,199      1,593      1,988     16,205         66      3,841      4,490
 
Changes from:       March 17, 2020                                   Total Change is:   -11,606
     6,689    -17,837         -7     -8,119      9,529       -268     -9,383     -2,617       -848        234       -327         66         30        703
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       35.3        0.8       43.0       16.7        0.2       34.9       27.0        1.4        1.8       14.5        0.1        3.4        4.0
 
Number of Traders in Each Category                                    Total Traders:       110 
         6          6          .         10         18          .         23         30          8          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    49,376
Positions
    34,457        949         58      2,753     12,653          0      6,123     29,524      2,420      1,698        962        100      1,767      2,710
 
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          .          .
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Traders in Financial Futures - Options and Futures Combined 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    38,573
Positions
    18,748      3,610        340      2,309     11,188        713     13,341     14,524      1,319        253      1,219          6      1,542      5,653
 
Changes from:       March 17, 2020                                   Total Change is:    -7,050
    -2,946      1,268          9         94     -8,748        231     -4,119     -4,301        373       -306       -302          0       -387      4,419
 
Percent of Open Interest Represented by Each Category of Trader
      48.6        9.4        0.9        6.0       29.0        1.8       34.6       37.7        3.4        0.7        3.2        0.0        4.0       14.7
 
Number of Traders in Each Category                                    Total Traders:        78 
         8          4          .          7         18          5         13         21          5          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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    25,401
Positions
    11,939     11,691        526      2,035      2,866        421      3,275      3,525        679        143        792          0      6,384      4,902
 
Changes from:       March 17, 2020                                   Total Change is:   -16,634
   -10,257     -7,974     -1,971       -653       -257       -688     -2,040     -3,761       -315        101         80       -112       -698     -1,635
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       46.0        2.1        8.0       11.3        1.7       12.9       13.9        2.7        0.6        3.1        0.0       25.1       19.3
 
Number of Traders in Each Category                                    Total Traders:        81 
        18         15          5         11          8          5         16          7          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    50,802
Positions
    23,877     23,382      1,052      4,070      5,732        841      6,550      7,049      1,358        285      1,583          0     12,768      9,804
 
Changes from:       March 17, 2020                                   Total Change is:   -33,267
   -20,513    -15,948     -3,943     -1,305       -513     -1,376     -4,081     -7,523       -631        201        160       -224     -1,395     -3,270
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       46.0        2.1        8.0       11.3        1.7       12.9       13.9        2.7        0.6        3.1        0.0       25.1       19.3
 
Number of Traders in Each Category                                    Total Traders:        81 
        18         15          5         11          8          5         16          7          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is 1,090,534
Positions
    76,712    135,379     65,316    289,745    218,618     95,389     67,817     80,694    332,760     41,382     43,775      5,442    115,972    113,161
 
Changes from:       March 17, 2020                                   Total Change is:  -494,376
    25,482    -18,291   -131,347     14,198     12,801    -46,521     -7,205        177   -212,594    -36,837      3,009     -5,770    -93,782    -95,839
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       12.4        6.0       26.6       20.0        8.7        6.2        7.4       30.5        3.8        4.0        0.5       10.6       10.4
 
Number of Traders in Each Category                                    Total Traders:       641 
        34         37         41        160        119        140         85        105         98         41         60         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    72,963
Positions
    22,097        309      1,548        506          0          0      5,159      5,202     27,869          0        587        447     15,337     37,001
 
Changes from:       March 17, 2020                                   Total Change is:  -104,382
   -34,110     -3,657     -1,582     -2,552     -4,000          0    -35,975    -13,016    -18,749         -7         -6     -1,110    -10,297    -62,264
 
Percent of Open Interest Represented by Each Category of Trader
      30.3        0.4        2.1        0.7        0.0        0.0        7.1        7.1       38.2        0.0        0.8        0.6       21.0       50.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         5          .          .          .          0          0          6         10         13          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 5,087,856
Positions
   360,575    762,849    231,339  1,446,192  1,093,088    476,946    341,248    405,416  1,496,501    209,725    218,757     22,157    503,173    380,804
 
Changes from:       March 17, 2020                                   Total Change is:-1,949,970
   186,834   -184,298   -537,702     70,812     71,065   -219,665     18,747    -59,141   -844,123   -184,328     14,893    -23,122   -417,422   -167,877
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       15.0        4.5       28.4       21.5        9.4        6.7        8.0       29.4        4.1        4.3        0.4        9.9        7.5
 
Number of Traders in Each Category                                    Total Traders:       639 
        34         37         41        160        119        140         86        102         96         42         59         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    51,084
Positions
     6,807     13,030        691     12,740      7,907      1,415      8,450      7,010     12,096      2,206      1,855         33      6,646      7,047
 
Changes from:       March 17, 2020                                   Total Change is:   -26,877
      -457      3,843     -6,753        448     -5,175     -2,490     -2,699     -1,646     -8,647        425       -165       -201     -6,503     -5,645
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       25.5        1.4       24.9       15.5        2.8       16.5       13.7       23.7        4.3        3.6        0.1       13.0       13.8
 
Number of Traders in Each Category                                    Total Traders:       235 
        21         21          7         60         35         33         38         32         17         16         12          4
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Traders in Financial Futures - Options and Futures Combined 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   255,420
Positions
    34,035     65,152      3,453     63,702     39,537      7,076     42,250     35,049     60,478     11,028      9,275        167     33,230     35,233
 
Changes from:       March 17, 2020                                   Total Change is:  -134,386
    -2,287     19,217    -33,764      2,240    -25,873    -12,449    -13,493     -8,228    -43,236      2,126       -825     -1,006    -32,517    -28,223
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       25.5        1.4       24.9       15.5        2.8       16.5       13.7       23.7        4.3        3.6        0.1       13.0       13.8
 
Number of Traders in Each Category                                    Total Traders:       235 
        21         21          7         60         35         33         38         32         17         16         12          4
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Traders in Financial Futures - Options and Futures Combined 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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   553,511
Positions
    88,287     75,985     17,626    220,633    243,798     62,989    109,530     87,384     20,130     19,740     29,853        390     14,186     15,356
 
Changes from:       March 17, 2020                                   Total Change is:   -94,218
    -7,250      7,231    -29,454      6,015    -23,189     -4,199    -12,842    -10,146    -22,015        511      9,059     -5,888    -19,095    -15,616
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       13.7        3.2       39.9       44.0       11.4       19.8       15.8        3.6        3.6        5.4        0.1        2.6        2.8
 
Number of Traders in Each Category                                    Total Traders:       293 
        22         21          6         75         62         48         40         41         17         14         18          .
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Traders in Financial Futures - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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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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          .
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Traders in Financial Futures - Options and Futures Combined 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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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          .
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Traders in Financial Futures - Options and Futures Combined 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,552,441
Positions
     5,579    174,260    105,378    554,059    240,326    284,621     30,792    213,588    335,255     48,485     28,503     31,417    156,856    139,094
 
Changes from:       March 17, 2020                                   Total Change is:   -81,252
    -5,269    -23,921     -2,845    -51,368    -16,932      5,207      3,844    -42,968      5,643    -16,253     -2,029     -2,319    -17,891     -1,087
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       11.2        6.8       35.7       15.5       18.3        2.0       13.8       21.6        3.1        1.8        2.0       10.1        9.0
 
Number of Traders in Each Category                                    Total Traders:       187 
        10         17         17         58         33         58         21         31         41         11          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,072,372
Positions
    32,633    221,798          4    601,002     81,688    174,964     54,507    471,870     19,605     54,819      2,534          0    134,839     99,909
 
Changes from:       March 17, 2020                                   Total Change is:   -47,966
    -2,920     -9,915       -213    -33,692      4,308    -11,135      4,609    -41,777      7,408       -609     -3,131          0    -11,414      6,488
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       20.7        0.0       56.0        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:       136 
         4         19          .         67         12         48          6         21          9          6          .          0
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Traders in Financial Futures - Options and Futures Combined 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,175,138
Positions
    77,808    391,064     15,622  1,316,630    669,848    268,949    845,171  1,465,151    148,419    308,571    112,755      4,547    189,422     98,783
 
Changes from:       March 17, 2020                                   Total Change is:  -133,330
    15,607    -27,453     -5,548   -155,617    -55,782     -3,506     33,619    -29,063    -11,520     -4,763      5,168       -431     -1,171     -5,196
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       12.3        0.5       41.5       21.1        8.5       26.6       46.1        4.7        9.7        3.6        0.1        6.0        3.1
 
Number of Traders in Each Category                                    Total Traders:       354 
        18         34         12        121         31         71         54         56         46         22         18          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 5,196,183
Positions
    78,054    303,908    480,875  1,422,982    698,673    966,258    425,439    899,024  1,123,420    135,316    212,369    159,449    404,391    352,209
 
Changes from:       March 17, 2020                                   Total Change is:  -243,121
   -24,195    -11,271    -32,656   -101,811    -92,499      2,092    -43,452    -45,708      2,493     -5,297    -40,692     -8,222    -32,072    -16,658
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        5.8        9.3       27.4       13.4       18.6        8.2       17.3       21.6        2.6        4.1        3.1        7.8        6.8
 
Number of Traders in Each Category                                    Total Traders:       391 
        19         37         41        100         75        109         65         52         83         23         20         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   813,795
Positions
    74,889     79,685      5,018    372,348    270,939    108,386     80,262    123,046     23,622     50,040     35,043        112     99,118    167,944
 
Changes from:       March 17, 2020                                   Total Change is:   -48,361
     1,240      2,408        504     -9,309      8,249     -9,146    -20,757    -48,537      2,297     -1,853        607        112    -11,449     -4,855
 
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         11          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,021,242
Positions
    85,683    545,464    193,825  2,101,157    629,938    650,011    695,666  1,612,905    752,038    224,646    223,282     24,603    293,614    389,177
 
Changes from:       March 17, 2020                                   Total Change is:  -272,210
    -3,886    -77,236        254   -187,620    -55,645    -65,485    -17,930    -85,601     45,726    -15,269    -26,384      1,638    -29,638     -9,478
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       10.9        3.9       41.8       12.5       12.9       13.9       32.1       15.0        4.5        4.4        0.5        5.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       309 
        14         31         22         94         47         76         36         55         62         15         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,691,570
Positions
   266,608    431,992    438,457     62,623     28,621     47,220    373,189    209,023    449,265      1,642     26,564     12,310     40,256     48,118
 
Changes from:       March 17, 2020                                   Total Change is:  -117,788
    22,184    -33,881      4,955     11,099     -3,925     -6,378    -60,451     -1,241    -82,921     -1,090      2,614       -354     -4,832      3,343
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       25.5       25.9        3.7        1.7        2.8       22.1       12.4       26.6        0.1        1.6        0.7        2.4        2.8
 
Number of Traders in Each Category                                    Total Traders:       120 
        21         29         43          .          4          .         25         29         39          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is27,086,678
Positions
 2,353,266  1,511,846  4,871,045    457,743    235,624  1,702,779    567,341  1,494,379 16,229,381    138,181     78,601    157,375    609,568    805,647
 
Changes from:       March 17, 2020                                   Total Change is:   688,497
   327,596   -225,995    240,077   -124,479   -262,742     66,056   -242,001    480,749    423,238     45,035        447      1,430    -48,454    -34,763
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        5.6       18.0        1.7        0.9        6.3        2.1        5.5       59.9        0.5        0.3        0.6        2.3        3.0
 
Number of Traders in Each Category                                    Total Traders:       256 
        36         40         71         20         10         21         44         61         97         21         20         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   171,829
Positions
       318     84,487     16,330          0      8,182      8,211    118,715     26,175     26,315        690          0        910        340      1,218
 
Changes from:       March 17, 2020                                   Total Change is:   -73,391
    -9,257    -18,956    -19,988     -5,510    -25,612          0    -36,780     -5,413     -1,788       -142          0         -8         82     -1,626
 
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         19          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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          .          .          .
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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 - Options and Futures Combined 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,976
Positions
        36          0          0        125        297          0      1,136      2,286        106        974        550         64      1,535        673
 
Changes from:       March 17, 2020                                   Total Change is:      -583
      -300          0          0         24       -168          0       -733       -616         51        385         46        -29         19        133
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        0.0        0.0        3.1        7.5        0.0       28.6       57.5        2.7       24.5       13.8        1.6       38.6       16.9
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          0          0          .          .          0         12         13          5          9          .          .
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Traders in Financial Futures - Options and Futures Combined 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    28,353
Positions
       703      7,584          0     10,879      1,663        479     11,044     14,599        888      1,253      1,098         32      3,075      2,011
 
Changes from:       March 17, 2020                                   Total Change is:     3,009
        82      2,637          0      2,760         19        -57        109        -62         99         92       -364        -67         -9        804
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       26.7        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:        70 
         .          .          0          9          .          4         19         13          4         14          7          .
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Traders in Financial Futures - Options and Futures Combined 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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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 - Options and Futures Combined 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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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