Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   151,146
Positions
    25,054     13,254      8,445     33,661     26,872      9,324     11,327     37,108     21,224     14,681      3,822        470     26,962     30,627
 
Changes from:       March 24, 2020                                   Total Change is:    -5,568
    -1,509      5,166        -68       -525     -4,870       -365       -429     -4,305     -2,715      1,052        -36        -17       -992      1,643
 
Percent of Open Interest Represented by Each Category of Trader
      16.6        8.8        5.6       22.3       17.8        6.2        7.5       24.6       14.0        9.7        2.5        0.3       17.8       20.3
 
Number of Traders in Each Category                                    Total Traders:        96 
         6          8          8         12         14         10         15         22         13         14          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    32,252
Positions
     1,509      9,490        933      3,783      3,142        326     13,103      5,416      1,415        696        456          0     10,487     11,075
 
Changes from:       March 24, 2020                                   Total Change is:    -1,329
      -591       -182        263       -784       -845        -16       -645        223        107          0        -99          0        336       -780
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       29.4        2.9       11.7        9.7        1.0       40.6       16.8        4.4        2.2        1.4        0.0       32.5       34.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          .          5          6          .          6          9          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   210,301
Positions
    46,498     16,327      8,762     41,408     65,171     14,366     35,083     30,467     39,219      5,923      8,786          0     19,043     27,203
 
Changes from:       March 24, 2020                                   Total Change is:   -16,267
    -4,004         64        -25       -243     -7,619     -1,548     -9,682     -2,761       -409        300     -1,664          0       -656     -2,304
 
Percent of Open Interest Represented by Each Category of Trader
      22.1        7.8        4.2       19.7       31.0        6.8       16.7       14.5       18.6        2.8        4.2        0.0        9.1       12.9
 
Number of Traders in Each Category                                    Total Traders:       109 
         8          5          8         11         27         11         21         23         17          6          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   157,352
Positions
    15,214     32,357      7,904     46,695     24,456      6,395     20,348     32,793     28,979     11,257        921         90     20,470     23,457
 
Changes from:       March 24, 2020                                   Total Change is:   -10,337
     1,273      4,857       -768      6,583     -2,422     -4,063    -16,594     -3,695     -2,598      6,362       -972         -2       -531       -675
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       20.6        5.0       29.7       15.5        4.1       12.9       20.8       18.4        7.2        0.6        0.1       13.0       14.9
 
Number of Traders in Each Category                                    Total Traders:       108 
         7          8          9         23         18         13         16         23         18          7          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   634,755
Positions
    37,332    300,165     23,693    343,860     84,567     30,285     37,599     81,809     57,825     26,287      5,884      1,402     76,472     49,125
 
Changes from:       March 24, 2020                                   Total Change is:   -31,593
    -1,746      5,050       -806    -13,235     -7,770     -1,236      3,038     -7,089     -9,792      2,847       -320        304    -10,966     -9,934
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       47.3        3.7       54.2       13.3        4.8        5.9       12.9        9.1        4.1        0.9        0.2       12.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       258 
        15          9         17         85         38         42         32         42         22         20         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   165,745
Positions
    63,681     11,093      5,612     18,341     43,041      9,969     21,846     39,967     23,242      3,082      2,082      1,131     18,840     29,608
 
Changes from:       March 24, 2020                                   Total Change is:    -2,876
       193        447       -219      1,873     -7,017       -147      1,182      5,758       -167     -4,472       -823        177     -1,296       -885
 
Percent of Open Interest Represented by Each Category of Trader
      38.4        6.7        3.4       11.1       26.0        6.0       13.2       24.1       14.0        1.9        1.3        0.7       11.4       17.9
 
Number of Traders in Each Category                                    Total Traders:        85 
         5          7          5          9         22         13          9         24         13          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    22,867
Positions
       319     18,296          0     10,003        554         41     10,626        903         40        883      1,693          0        955      1,340
 
Changes from:       March 24, 2020                                   Total Change is:      -954
       202        319          0       -252       -150          0       -547     -1,070        -36       -100         50          0       -221        -67
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       80.0        0.0       43.7        2.4        0.2       46.5        3.9        0.2        3.9        7.4        0.0        4.2        5.9
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          4          0          .          .          .         11          .          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   104,316
Positions
    26,918     37,424        905     35,567     16,210        234     32,281     25,212      1,851      2,142     18,029         33      4,386      4,418
 
Changes from:       March 24, 2020                                   Total Change is:    -7,547
    10,839     -2,011          4    -12,536     -2,519        -11     -6,766     -4,987        258        154      1,824        -33        544        -72
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       35.9        0.9       34.1       15.5        0.2       30.9       24.2        1.8        2.1       17.3        0.0        4.2        4.2
 
Number of Traders in Each Category                                    Total Traders:       113 
         7          6          .          7         19          .         20         36         10          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    48,495
Positions
    34,458        889         57      2,809     10,122          0      2,280     27,312      5,319      1,663      1,717          0      1,909      3,079
 
Changes from:       March 24, 2020                                   Total Change is:      -881
         1        -60         -1         56     -2,531          0     -3,843     -2,212      2,899        -35        755       -100        142        369
 
Percent of Open Interest Represented by Each Category of Trader
      71.1        1.8        0.1        5.8       20.9        0.0        4.7       56.3       11.0        3.4        3.5        0.0        3.9        6.3
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          .          .          .         10          0          6         21          8          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    39,736
Positions
    18,255      3,466        534      2,599     10,538        956     14,400     16,284      1,158        311      1,288          6      1,517      5,506
 
Changes from:       March 24, 2020                                   Total Change is:     1,163
      -494       -144        194        290       -649        242      1,059      1,760       -161         58         69          0        -25       -147
 
Percent of Open Interest Represented by Each Category of Trader
      45.9        8.7        1.3        6.5       26.5        2.4       36.2       41.0        2.9        0.8        3.2        0.0        3.8       13.9
 
Number of Traders in Each Category                                    Total Traders:        78 
         7          5          .          8         16          7         17         18          5          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    12,951
Positions
     5,409          0          0          0      4,258          0      7,038      6,363          0        129        179          0        375      2,151
 
Changes from:       March 24, 2020                                   Total Change is:     1,979
     2,759          0          0          0        867          0        685      1,050        -86        129          0          0     -1,508        148
 
Percent of Open Interest Represented by Each Category of Trader
      41.8        0.0        0.0        0.0       32.9        0.0       54.3       49.1        0.0        1.0        1.4        0.0        2.9       16.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          0          0          0          7          0          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    28,534
Positions
    14,640      6,547      1,246      3,766      3,172        402      2,790      4,894        314          0      5,700          0      5,377      6,259
 
Changes from:       March 24, 2020                                   Total Change is:     3,133
     2,701     -5,144        720      1,731        306        -19       -485      1,369       -365       -143      4,909          0     -1,007      1,357
 
Percent of Open Interest Represented by Each Category of Trader
      51.3       22.9        4.4       13.2       11.1        1.4        9.8       17.2        1.1        0.0       20.0        0.0       18.8       21.9
 
Number of Traders in Each Category                                    Total Traders:        77 
        23          8          6         12          8          4         11          8          5          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    57,067
Positions
    29,279     13,095      2,492      7,531      6,343        803      5,580      9,787        628          0     11,400          0     10,754     12,518
 
Changes from:       March 24, 2020                                   Total Change is:     6,265
     5,402    -10,287      1,440      3,461        611        -38       -970      2,738       -730       -285      9,817          0     -2,015      2,714
 
Percent of Open Interest Represented by Each Category of Trader
      51.3       22.9        4.4       13.2       11.1        1.4        9.8       17.2        1.1        0.0       20.0        0.0       18.8       21.9
 
Number of Traders in Each Category                                    Total Traders:        77 
        23          8          6         12          8          4         11          8          5          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    46,287
Positions
       251     39,914          0     40,500      1,000        298      1,850      4,016          0          0        454          0      3,388        605
 
Changes from:       March 24, 2020                                   Total Change is:     6,574
   -10,035      9,834          0     17,055      1,000     -2,028        250     -2,124          0          0        -52          0      1,332        -56
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       86.2        0.0       87.5        2.2        0.6        4.0        8.7        0.0        0.0        1.0        0.0        7.3        1.3
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          9          0         12          .          .          .          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 1,079,152
Positions
    93,081     97,734     81,909    305,337    209,658     89,644     58,288     92,211    285,030     24,912     68,785      4,801    136,150    149,380
 
Changes from:       March 24, 2020                                   Total Change is:   -11,382
    16,370    -37,645     16,593     15,592     -8,959     -5,745     -9,529     11,517    -47,730    -16,470     25,011       -641     20,179     36,218
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        9.1        7.6       28.3       19.4        8.3        5.4        8.5       26.4        2.3        6.4        0.4       12.6       13.8
 
Number of Traders in Each Category                                    Total Traders:       637 
        38         36         48        156        115        140         76        109         99         33         74         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   105,390
Positions
    45,235      1,900        903          0          0          0     12,274     10,864     25,907          0        155        575     20,496     65,086
 
Changes from:       March 24, 2020                                   Total Change is:    32,427
    23,138      1,591       -646       -506          0          0      7,115      5,661     -1,962          0       -432        129      5,159     28,085
 
Percent of Open Interest Represented by Each Category of Trader
      42.9        1.8        0.9        0.0        0.0        0.0       11.6       10.3       24.6        0.0        0.1        0.5       19.4       61.8
 
Number of Traders in Each Category                                    Total Traders:        28 
        10          .          .          0          0          0          7          9         12          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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     9,677
Positions
     3,980      3,624          0      3,576      1,588        126        546      2,904          0          0          0          0      1,449      1,435
 
Changes from:       March 24, 2020                                   Total Change is:      -222
       123       -455          0       -337       -220         51        546        457        -84          0          0          0       -521         29
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       37.4        0.0       37.0       16.4        1.3        5.6       30.0        0.0        0.0        0.0        0.0       15.0       14.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          .          0          7          .          .          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 4,868,810
Positions
   418,006    657,942    226,258  1,526,683  1,048,291    448,219    319,790    496,457  1,205,895    124,558    343,150     21,129    578,272    421,468
 
Changes from:       March 24, 2020                                   Total Change is:  -219,046
    57,431   -104,907     -5,080     80,490    -44,797    -28,727    -21,458     91,041   -290,605    -85,166    124,394     -1,029     75,099     40,665
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       13.5        4.6       31.4       21.5        9.2        6.6       10.2       24.8        2.6        7.0        0.4       11.9        8.7
 
Number of Traders in Each Category                                    Total Traders:       636 
        37         37         45        156        115        140         76        108         96         33         74         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    80,977
Positions
    20,294      6,989        369     43,728     59,891      5,724      2,973      2,186        513          0        721          0      7,376      4,584
 
Changes from:       March 24, 2020                                   Total Change is:    -1,207
      -702     -1,000        -11       -438       -427        -47       -587       -209        513          0       -249          0         65        223
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        8.6        0.5       54.0       74.0        7.1        3.7        2.7        0.6        0.0        0.9        0.0        9.1        5.7
 
Number of Traders in Each Category                                    Total Traders:        74 
        11          .          .         27         24         15          4          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    46,528
Positions
     7,202      8,110        783     12,155      7,765      1,282      7,128      8,463      9,852      2,403      2,730         44      5,678      7,498
 
Changes from:       March 24, 2020                                   Total Change is:    -4,556
       395     -4,921         93       -585       -142       -133     -1,322      1,454     -2,244        198        875         11       -968        452
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       17.4        1.7       26.1       16.7        2.8       15.3       18.2       21.2        5.2        5.9        0.1       12.2       16.1
 
Number of Traders in Each Category                                    Total Traders:       252 
        21         21          7         64         38         36         39         38         19         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   232,638
Positions
    36,011     40,548      3,917     60,777     38,825      6,409     35,638     42,317     49,259     12,017     13,650        221     28,390     37,492
 
Changes from:       March 24, 2020                                   Total Change is:   -22,782
     1,976    -24,604        464     -2,925       -712       -667     -6,612      7,268    -11,220        988      4,375         54     -4,840      2,260
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       17.4        1.7       26.1       16.7        2.8       15.3       18.2       21.2        5.2        5.9        0.1       12.2       16.1
 
Number of Traders in Each Category                                    Total Traders:       252 
        21         21          7         64         38         36         39         38         19         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   550,180
Positions
    88,424     68,155     16,827    238,073    240,368     66,330     88,882     92,967     15,618     19,854     32,448        385     15,787     17,082
 
Changes from:       March 24, 2020                                   Total Change is:    -3,331
       137     -7,830       -799     17,440     -3,430      3,341    -20,648      5,583     -4,513        114      2,595         -5      1,601      1,727
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       12.4        3.1       43.3       43.7       12.1       16.2       16.9        2.8        3.6        5.9        0.1        2.9        3.1
 
Number of Traders in Each Category                                    Total Traders:       290 
        23         19          6         78         57         47         39         43         16         11         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    31,807
Positions
     5,912      9,978        265     14,431      4,635        462      4,803      7,174         18        260        643          0      5,656      8,632
 
Changes from:       March 24, 2020                                   Total Change is:    -7,128
       722     -5,365        -99     -1,837       -638       -140     -1,173     -2,010       -104       -350       -808          0     -4,147      2,036
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       31.4        0.8       45.4       14.6        1.5       15.1       22.6        0.1        0.8        2.0        0.0       17.8       27.1
 
Number of Traders in Each Category                                    Total Traders:        62 
         6         12          .         13          7          6          9         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   525,956
Positions
    33,571    290,487        855    425,442    112,686     38,434     15,652     72,343        917      1,468      6,621          0      9,617      3,613
 
Changes from:       March 24, 2020                                   Total Change is:    41,399
    -1,651     16,387       -176     40,992     -7,300     -1,800      1,721     31,919        -90        367      4,911          0      2,036     -2,452
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       55.2        0.2       80.9       21.4        7.3        3.0       13.8        0.2        0.3        1.3        0.0        1.8        0.7
 
Number of Traders in Each Category                                    Total Traders:       173 
        10         16          5         69         40         42         10         19          5          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 1,341,820
Positions
    70,777    676,054      8,326    921,367    335,413    132,977     68,849     53,408      7,435     91,310     63,346      5,396     35,383     59,465
 
Changes from:       March 24, 2020                                   Total Change is:   -31,931
   -27,211    -36,452       -349     44,489    -45,009      4,282    -26,583      9,201        909    -31,115     -4,257      1,311      2,336     38,433
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       50.4        0.6       68.7       25.0        9.9        5.1        4.0        0.6        6.8        4.7        0.4        2.6        4.4
 
Number of Traders in Each Category                                    Total Traders:       395 
        17         26          8        159         85         82         41         31         16         19         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   145,118
Positions
    17,625     92,737     49,626     13,958          0        368     60,888        615      1,307      1,188        130          4        154        331
 
Changes from:       March 24, 2020                                   Total Change is:      -979
      -512      3,113     -4,533       -828          0          0      4,850         -7         29          0        130          0         15        289
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       63.9       34.2        9.6        0.0        0.3       42.0        0.4        0.9        0.8        0.1        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        50 
         8         15         15          7          0          .         14          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 1,251,042
Positions
     5,987    152,670     52,402    536,368    228,846    235,185     25,594    230,952    170,784     48,231     26,620     17,431    159,060    136,152
 
Changes from:       March 24, 2020                                   Total Change is:  -301,399
       408    -21,590    -52,976    -17,691    -11,480    -49,436     -5,198     17,364   -164,471       -254     -1,882    -13,986      2,205     -2,942
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       12.2        4.2       42.9       18.3       18.8        2.0       18.5       13.7        3.9        2.1        1.4       12.7       10.9
 
Number of Traders in Each Category                                    Total Traders:       175 
         4         17         11         57         34         56         14         34         36          9          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 1,051,446
Positions
    31,958    214,601          4    591,254     98,866    160,274     69,523    463,403     17,662     49,383      1,767          0    131,388     94,868
 
Changes from:       March 24, 2020                                   Total Change is:   -20,926
      -675     -7,197          0     -9,748     17,178    -14,690     15,016     -8,467     -1,942     -5,436       -767          0     -3,451     -5,041
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       20.4        0.0       56.2        9.4       15.2        6.6       44.1        1.7        4.7        0.2        0.0       12.5        9.0
 
Number of Traders in Each Category                                    Total Traders:       137 
         4         19          .         65         14         49          6         22          7          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 2,909,485
Positions
    75,288    310,437      9,706  1,223,899    669,778    271,978    759,378  1,346,990     91,749    302,019    116,320      3,791    171,677     88,736
 
Changes from:       March 24, 2020                                   Total Change is:  -265,653
    -2,520    -80,627     -5,916    -92,732        -70      3,029    -85,793   -118,161    -56,670     -6,551      3,565       -756    -17,745    -10,047
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       10.7        0.3       42.1       23.0        9.3       26.1       46.3        3.2       10.4        4.0        0.1        5.9        3.0
 
Number of Traders in Each Category                                    Total Traders:       348 
        14         33          8        122         30         73         61         51         48         20         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 4,275,074
Positions
    87,041    274,818    277,999  1,451,462    713,855    741,575    433,898    940,239    672,073    128,751    216,627     87,512    394,763    350,376
 
Changes from:       March 24, 2020                                   Total Change is:  -921,109
     8,987    -29,090   -202,876     28,481     15,183   -224,683      8,460     41,215   -451,347     -6,565      4,259    -71,937     -9,628     -1,833
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        6.4        6.5       34.0       16.7       17.3       10.1       22.0       15.7        3.0        5.1        2.0        9.2        8.2
 
Number of Traders in Each Category                                    Total Traders:       359 
        20         30         37         99         64        101         61         50         75         18         17         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   755,550
Positions
    75,968     48,270      5,175    333,041    261,951    115,224     64,183    110,434     15,338     49,915     29,731        168     96,538    169,259
 
Changes from:       March 24, 2020                                   Total Change is:   -58,245
     1,079    -31,415        157    -39,307     -8,988      6,838    -16,079    -12,612     -8,284       -125     -5,312         56     -2,580      1,314
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        6.4        0.7       44.1       34.7       15.3        8.5       14.6        2.0        6.6        3.9        0.0       12.8       22.4
 
Number of Traders in Each Category                                    Total Traders:       104 
         .         10          4         26         36         35         12         10          8          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,557,129
Positions
    89,991    471,305    130,935  1,969,116    615,915    609,207    617,399  1,645,984    584,526    242,750    206,462     21,127    292,078    271,670
 
Changes from:       March 24, 2020                                   Total Change is:  -464,113
     4,308    -74,159    -62,890   -132,041    -14,023    -40,805    -78,267     33,079   -167,512     18,104    -16,820     -3,476     -1,536   -117,508
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       10.3        2.9       43.2       13.5       13.4       13.5       36.1       12.8        5.3        4.5        0.5        6.4        6.0
 
Number of Traders in Each Category                                    Total Traders:       309 
        14         30         18         90         50         77         34         60         63         17         14         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 1,697,558
Positions
   312,779    426,115    423,499     49,994     24,530     53,902    384,920    262,418    423,239      1,646     28,999     12,560     35,019     42,296
 
Changes from:       March 24, 2020                                   Total Change is:     5,988
    46,171     -5,877    -14,958    -12,629     -4,091      6,682     11,731     53,395    -26,026          4      2,435        250     -5,237     -5,822
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       25.1       24.9        2.9        1.4        3.2       22.7       15.5       24.9        0.1        1.7        0.7        2.1        2.5
 
Number of Traders in Each Category                                    Total Traders:       122 
        21         32         45          .          4          .         28         25         40          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 is28,096,839
Positions
 2,498,456  1,255,364  5,206,451    454,284     94,816  1,676,169    456,501  2,043,365 16,788,494    194,083     67,592    183,038    639,362    781,550
 
Changes from:       March 24, 2020                                   Total Change is: 1,010,161
   145,190   -256,482    335,406     -3,458   -140,808    -26,610   -110,840    548,986    559,113     55,902    -11,009     25,663     29,794    -24,098
 
Percent of Open Interest Represented by Each Category of Trader
       8.9        4.5       18.5        1.6        0.3        6.0        1.6        7.3       59.8        0.7        0.2        0.7        2.3        2.8
 
Number of Traders in Each Category                                    Total Traders:       262 
        42         36         75         19         10         21         48         62        101         24         16         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   165,708
Positions
        27     89,177     17,255          0      8,182      8,211    120,521     21,140     18,044        538         88      1,048         65      2,563
 
Changes from:       March 24, 2020                                   Total Change is:    -6,121
      -291      4,690        925          0          0          0      1,806     -5,035     -8,272       -152         88        138       -275      1,345
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       53.8       10.4        0.0        4.9        5.0       72.7       12.8       10.9        0.3        0.1        0.6        0.0        1.5
 
Number of Traders in Each Category                                    Total Traders:        46 
         .         14          6          0          .          .         13         13         20          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   371,091
Positions
    55,458    154,036     23,235      7,675     56,485      2,615    234,302     94,195     36,806     10,521        253        337        142      3,129
 
Changes from:       March 24, 2020                                   Total Change is:    21,736
     8,326     14,271       -381     -4,735        284      2,005     17,707      6,314     -1,327          0        -51        102         39        519
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       41.5        6.3        2.1       15.2        0.7       63.1       25.4        9.9        2.8        0.1        0.1        0.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        88 
         7         26         13          .          6          .         16         25         26          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    63,997
Positions
     4,321      5,287          0        764      3,204          0        697     17,942     36,417     21,766        551          0         32        596
 
Changes from:       March 24, 2020                                   Total Change is:     3,782
    -2,799         95          0        125         40          0        -23      1,988      1,780      4,700          0          0         -1       -121
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        8.3        0.0        1.2        5.0        0.0        1.1       28.0       56.9       34.0        0.9        0.0        0.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          6          0          .          5          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     3,982
Positions
        36          0          0        173        248          0      1,489      2,607         64        904        453         39      1,277        571
 
Changes from:       March 24, 2020                                   Total Change is:         6
         0          0          0         48        -49          0        353        322        -42        -70        -97        -25       -258       -103
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        0.0        0.0        4.3        6.2        0.0       37.4       65.5        1.6       22.7       11.4        1.0       32.1       14.3
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          0          .          4          0         13         12          .         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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    29,015
Positions
       783      9,185          0     13,261      1,727        413      9,065     14,063        882      1,299      1,045         27      3,285      1,673
 
Changes from:       March 24, 2020                                   Total Change is:       662
        80      1,601          0      2,382         64        -66     -1,979       -536         -6         46        -53         -4        209       -338
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       31.7        0.0       45.7        6.0        1.4       31.2       48.5        3.0        4.5        3.6        0.1       11.3        5.8
 
Number of Traders in Each Category                                    Total Traders:        70 
         .          .          0          7          .          .         19         13          4         15          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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   235,004
Positions
    39,629     31,540     28,820     54,785     17,708     10,310     36,700     85,808     29,032      9,521      1,408      6,814     19,393     23,564
 
Changes from:       March 24, 2020                                   Total Change is:   -33,251
      -361    -16,915      5,257     -9,205    -10,790     -1,059    -20,987       -610       -204       -436     -2,281     -3,435     -2,821     -3,214
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       13.4       12.3       23.3        7.5        4.4       15.6       36.5       12.4        4.1        0.6        2.9        8.3       10.0
 
Number of Traders in Each Category                                    Total Traders:       124 
         7         18         16         15          8         10         22         36         35          8          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2020                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    16,134
Positions
     4,092      1,796        274      5,871      8,309      1,071      4,203      4,665          0        428          0          0        195         19
 
Changes from:       March 24, 2020                                   Total Change is:      -522
        -2        821          0       -457       -246       -233        277       -768       -100        -30          0          0         23          4
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       11.1        1.7       36.4       51.5        6.6       26.1       28.9        0.0        2.7        0.0        0.0        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          6          6          .          .          6          0          6          0          0
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Updated April 03, 2020