Traders in Financial Futures - Futures Only Positions as of March 3, 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   160,511
Positions
    14,986     42,696      3,644     32,902     37,297      4,032     51,020     35,886      6,570     11,546      1,252          0     35,811     29,134
 
Changes from:       February 25, 2020                                Total Change is:    -8,308
     2,361     -8,469      1,291     -9,387     -2,320     -1,032     -3,585       -212      2,405        256          0          0       -617         29
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       26.6        2.3       20.5       23.2        2.5       31.8       22.4        4.1        7.2        0.8        0.0       22.3       18.2
 
Number of Traders in Each Category                                    Total Traders:       107 
         6          8          6         15         18         11         24         24         14          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    54,436
Positions
     9,938      9,533      2,103      5,053      7,456        615     19,055     15,415      1,723        740        555          0     15,209     17,036
 
Changes from:       February 25, 2020                                Total Change is:    -2,756
    -6,527      3,080      1,978      1,114     -8,496         46     -5,093      4,449      1,690          0       -313          0      4,036     -5,190
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       17.5        3.9        9.3       13.7        1.1       35.0       28.3        3.2        1.4        1.0        0.0       27.9       31.3
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          7          4          6          8          .         12         14          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   214,672
Positions
    30,751     40,063      2,248     50,560     77,931      6,473     80,489     36,804     13,237      5,543     10,057          0     25,371     27,859
 
Changes from:       February 25, 2020                                Total Change is:     3,351
    14,480     -8,488         18    -15,603      8,210         -5      9,051     -2,901      4,501     -4,033          0       -270     -4,788      2,286
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       18.7        1.0       23.6       36.3        3.0       37.5       17.1        6.2        2.6        4.7        0.0       11.8       13.0
 
Number of Traders in Each Category                                    Total Traders:       125 
         8          8          7         16         26         14         30         27         15          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   198,404
Positions
    76,432     23,919      3,576     41,741     44,192     11,471     35,012     76,283      5,704      1,893      2,921          8     22,567     30,330
 
Changes from:       February 25, 2020                                Total Change is:   -25,500
   -28,846      8,370      1,670      5,521    -31,726     -1,909     -3,783      7,904      2,973       -413     -1,973          8       -721    -10,817
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       12.1        1.8       21.0       22.3        5.8       17.6       38.4        2.9        1.0        1.5        0.0       11.4       15.3
 
Number of Traders in Each Category                                    Total Traders:       129 
         8          8          4         21         25         10         26         31         17          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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   640,357
Positions
    29,626    170,652     35,516    376,688    142,371     27,891     42,754    183,133     15,651     27,647     11,556        592     83,992     52,995
 
Changes from:       February 25, 2020                                Total Change is:    14,794
    -2,553     48,427     28,446      5,099    -36,060     -3,261     -6,997    -12,151      5,261      1,808     -1,338     -6,583     -6,426     -7,947
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       26.6        5.5       58.8       22.2        4.4        6.7       28.6        2.4        4.3        1.8        0.1       13.1        8.3
 
Number of Traders in Each Category                                    Total Traders:       294 
        17         13         14         86         43         41         39         58         24         21         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    22,266
Positions
     4,790      3,772        683      4,592      8,880      2,570      1,946          0        151        508        725          0      7,026      5,485
 
Changes from:       February 25, 2020                                Total Change is:      -735
        53        -22        112       -158       -734        -23       -109          0        151        508       -240        -88     -1,181        109
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       16.9        3.1       20.6       39.9       11.5        8.7        0.0        0.7        2.3        3.3        0.0       31.6       24.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          4          8          8          .          0          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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   223,084
Positions
   100,273      7,315      6,943     17,118    101,260      6,080     58,831     51,047      5,221      7,316     10,629          0     21,302     34,589
 
Changes from:       February 25, 2020                                Total Change is:     9,760
    11,536     -2,960     -4,427       -778      3,783      1,119      3,440     12,979        900      6,386       -492          0     -8,416     -1,142
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        3.3        3.1        7.7       45.4        2.7       26.4       22.9        2.3        3.3        4.8        0.0        9.5       15.5
 
Number of Traders in Each Category                                    Total Traders:       112 
         6          6          5          9         29         14         26         27         10          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    53,706
Positions
       436     42,056          0     13,828          0         41     28,159      3,544        812      3,701        559        391      6,338      6,303
 
Changes from:       February 25, 2020                                Total Change is:       -81
       -33     -2,927        -73    -15,370       -125          0     13,776        451     -2,494       -150        185          0      4,263      4,902
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       78.3        0.0       25.7        0.0        0.1       52.4        6.6        1.5        6.9        1.0        0.7       11.8       11.7
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          5          0          9          0          .         13          4          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   233,892
Positions
     7,432    176,386      1,679    109,291      5,946      1,276    101,076     26,141      3,676      3,484     15,514          0      5,978      3,274
 
Changes from:       February 25, 2020                                Total Change is:   -42,375
     3,253    -30,466        737    -41,283        779         92     -4,697    -12,037       -214       -127     -1,083          0       -136       -183
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       75.4        0.7       46.7        2.5        0.5       43.2       11.2        1.6        1.5        6.6        0.0        2.6        1.4
 
Number of Traders in Each Category                                    Total Traders:       155 
         7          9          4         25          8          6         54         31          8         10         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    55,131
Positions
    36,190        328        108      3,113     38,947        196     10,810     11,084        993      1,629      1,407          0      2,092      2,068
 
Changes from:       February 25, 2020                                Total Change is:   -17,094
    15,488       -947    -15,044       -558        592          0    -16,505       -819        -71        101         61          0       -505       -866
 
Percent of Open Interest Represented by Each Category of Trader
      65.6        0.6        0.2        5.6       70.6        0.4       19.6       20.1        1.8        3.0        2.6        0.0        3.8        3.8
 
Number of Traders in Each Category                                    Total Traders:        59 
         .          .          .          5         11          .         10         21          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    62,847
Positions
    31,076      2,206        655      3,447     22,725        554     20,209     25,970      2,725      1,680      2,438          6      2,495      5,568
 
Changes from:       February 25, 2020                                Total Change is:     4,607
     2,771       -766        625       -917      1,030         25      1,661      2,685        736        309        534          0       -603       -262
 
Percent of Open Interest Represented by Each Category of Trader
      49.4        3.5        1.0        5.5       36.2        0.9       32.2       41.3        4.3        2.7        3.9        0.0        4.0        8.9
 
Number of Traders in Each Category                                    Total Traders:       112 
        12          .          4          7         22          6         23         32          9          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    19,860
Positions
       832      6,394          2        539      2,508          1     10,469      8,170        511      6,678          0        191        637      2,083
 
Changes from:       February 25, 2020                                Total Change is:      -602
         0     -1,663          0     -5,820        151          1        774        399        491      4,216       -100        191       -455        -72
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       32.2        0.0        2.7       12.6        0.0       52.7       41.1        2.6       33.6        0.0        1.0        3.2       10.5
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          .          .          4          .          8          9          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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    44,848
Positions
    19,045     26,008        453      8,652      2,388      1,499      6,276      6,645      1,351        125        507          0      7,449      5,999
 
Changes from:       February 25, 2020                                Total Change is:    -5,886
     4,398     -2,676         39     -1,991     -1,185       -742     -3,590        393     -1,262       -176        -28          0     -2,563       -425
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       58.0        1.0       19.3        5.3        3.3       14.0       14.8        3.0        0.3        1.1        0.0       16.6       13.4
 
Number of Traders in Each Category                                    Total Traders:        97 
        20         15          4         18          8          9         21         10          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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    89,696
Positions
    38,089     52,016        905     17,304      4,776      2,998     12,552     13,289      2,702        249      1,013          0     14,897     11,997
 
Changes from:       February 25, 2020                                Total Change is:   -11,772
     8,796     -5,352         77     -3,981     -2,369     -1,484     -7,179        786     -2,524       -351        -56          0     -5,126       -850
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       58.0        1.0       19.3        5.3        3.3       14.0       14.8        3.0        0.3        1.1        0.0       16.6       13.4
 
Number of Traders in Each Category                                    Total Traders:        97 
        20         15          4         18          8          9         21         10          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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    41,600
Positions
     1,364     34,338          0     35,211          0        203      2,029      5,324          0          0        464          0      2,793      1,271
 
Changes from:       February 25, 2020                                Total Change is:    -1,275
       573       -715          0     -3,512       -480         27      1,229        367          0          0          0          0        408       -474
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       82.5        0.0       84.6        0.0        0.5        4.9       12.8        0.0        0.0        1.1        0.0        6.7        3.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          8          0         11          0          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   687,840
Positions
    43,672    158,932     43,880    266,209    136,200     82,483     72,181     82,368     38,480     27,816     37,257      1,382    111,738    106,857
 
Changes from:       February 25, 2020                                Total Change is:    70,018
       190    -28,866      7,108    -19,713     27,152     26,878     16,317      6,956      6,145      4,200     -8,657       -948     29,842     34,250
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       23.1        6.4       38.7       19.8       12.0       10.5       12.0        5.6        4.0        5.4        0.2       16.2       15.5
 
Number of Traders in Each Category                                    Total Traders:       627 
        28         52         37        171        100        126         83        106         69         39         48         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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    74,667
Positions
    29,144      6,242        274      2,588      4,000          0     28,689     12,657        363          0         56          0     13,609     51,075
 
Changes from:       February 25, 2020                                Total Change is:    25,601
    10,649     -8,288          0     -1,016          0          0     13,445      2,604        -82          0         56          0      2,605     31,311
 
Percent of Open Interest Represented by Each Category of Trader
      39.0        8.4        0.4        3.5        5.4        0.0       38.4       17.0        0.5        0.0        0.1        0.0       18.2       68.4
 
Number of Traders in Each Category                                    Total Traders:        33 
        12          .          .          .          .          0          7          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    13,435
Positions
     7,888      5,249         16      2,184      6,663        229        713        716          0          0          0          0      2,405        562
 
Changes from:       February 25, 2020                                Total Change is:      -100
       211        132         16       -675        298          0        439       -134         -2          0          0          0        -89       -410
 
Percent of Open Interest Represented by Each Category of Trader
      58.7       39.1        0.1       16.3       49.6        1.7        5.3        5.3        0.0        0.0        0.0        0.0       17.9        4.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          9          .          5          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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    16,781
Positions
     9,929     11,874          0      4,182        801         75          0      2,571          0          0          0          0      2,595      1,460
 
Changes from:       February 25, 2020                                Total Change is:       673
       964       -498        -16       -375        115          0       -172        980        -46          0          0          0        318        138
 
Percent of Open Interest Represented by Each Category of Trader
      59.2       70.8        0.0       24.9        4.8        0.4        0.0       15.3        0.0        0.0        0.0        0.0       15.5        8.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         8          4          0          7          .          .          0          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,065,867
Positions
   188,475    879,287    102,195  1,318,103    661,002    412,417    334,113    465,209     73,930    139,359    186,286      6,632    490,643    278,909
 
Changes from:       February 25, 2020                                Total Change is:   222,087
    -9,648    -60,241     -7,108    -93,484    135,761    134,388     48,273     55,676     -2,779     21,280    -43,283     -5,020    136,185     14,693
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       28.7        3.3       43.0       21.6       13.5       10.9       15.2        2.4        4.5        6.1        0.2       16.0        9.1
 
Number of Traders in Each Category                                    Total Traders:       626 
        28         51         30        171        100        126         82        107         68         39         48         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    28,305
Positions
    19,802     16,945          0      1,863      1,455        982        311      7,355          0          0        332          0      5,347      1,236
 
Changes from:       February 25, 2020                                Total Change is:      -205
       638       -953         -1       -222        548          0         -6       -397          0          0          0          0       -614        598
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       59.9        0.0        6.6        5.1        3.5        1.1       26.0        0.0        0.0        1.2        0.0       18.9        4.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          8          0          .          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is     9,419
Positions
     3,681      7,564          1      3,494      1,556          0        889          0          0          0          0          0      1,354        298
 
Changes from:       February 25, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       80.3        0.0       37.1       16.5        0.0        9.4        0.0        0.0        0.0        0.0        0.0       14.4        3.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          .          6          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Technology Index price)                                              
CFTC Code #13874I                                                    Open Interest is    11,117
Positions
     2,729      7,994          0      4,948        983        112        975      1,302          2          0          0          0      2,351        724
 
Changes from:       February 25, 2020                                Total Change is:    -1,301
    -1,241       -226         -3       -297          0          0        325       -913          0       -300          0          0        215       -159
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       71.9        0.0       44.5        8.8        1.0        8.8       11.7        0.0        0.0        0.0        0.0       21.1        6.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          .          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    16,040
Positions
     5,003     10,347          0      4,421      3,781        677      1,227          0          0        309        900          0      4,403        335
 
Changes from:       February 25, 2020                                Total Change is:        87
    -1,780      1,534          0      1,242         45       -312        116          0          0          0          0          0        821     -1,180
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       64.5        0.0       27.6       23.6        4.2        7.6        0.0        0.0        1.9        5.6        0.0       27.5        2.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         5          9          0          5          .          .          .          0          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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    72,814
Positions
    10,544     19,929        816     43,741     42,586      3,182      4,587      1,016        671          0      1,608          0      9,273      3,006
 
Changes from:       February 25, 2020                                Total Change is:    -2,867
     4,041    -10,975        605     -8,641      5,265        904      1,767        453        659          0        683          0     -2,202       -461
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       27.4        1.1       60.1       58.5        4.4        6.3        1.4        0.9        0.0        2.2        0.0       12.7        4.1
 
Number of Traders in Each Category                                    Total Traders:        86 
         8          8          .         32         23         16         11          .          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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    43,369
Positions
     5,196     10,375      2,003     15,512      7,779        829      9,838     11,978      1,050      1,486      2,194          9      7,446      7,153
 
Changes from:       February 25, 2020                                Total Change is:       436
       404     -3,153      1,397      1,082      1,138       -463        313      2,898        220        -48        462        -44     -2,426     -2,020
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       23.9        4.6       35.8       17.9        1.9       22.7       27.6        2.4        3.4        5.1        0.0       17.2       16.5
 
Number of Traders in Each Category                                    Total Traders:       258 
        20         23          8         64         33         30         32         50         23         15         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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   216,843
Positions
    25,980     51,877     10,014     77,560     38,893      4,145     49,190     59,888      5,249      7,429     10,968         46     37,230     35,763
 
Changes from:       February 25, 2020                                Total Change is:     2,178
     2,020    -15,764      6,987      5,412      5,692     -2,314      1,566     14,491      1,099       -240      2,310       -221    -12,131    -10,102
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       23.9        4.6       35.8       17.9        1.9       22.7       27.6        2.4        3.4        5.1        0.0       17.2       16.5
 
Number of Traders in Each Category                                    Total Traders:       258 
        20         23          8         64         33         30         32         50         23         15         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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   468,213
Positions
    48,520    101,770      9,013    235,649    194,730     43,406     87,815     73,944      8,285     14,095     20,512          6     21,424     16,547
 
Changes from:       February 25, 2020                                Total Change is:   -11,208
    -8,055    -36,911      1,708    -26,043     21,585      8,538      8,168        838      2,671      6,005     -7,825        -20     -4,180     -1,792
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       21.7        1.9       50.3       41.6        9.3       18.8       15.8        1.8        3.0        4.4        0.0        4.6        3.5
 
Number of Traders in Each Category                                    Total Traders:       301 
        23         20          7         80         53         48         52         48         20         11         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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 - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    17,253
Positions
     2,088      6,823          0      6,446      1,065         37      2,351      4,027      1,043          0        393          0      5,288      3,865
 
Changes from:       February 25, 2020                                Total Change is:    -2,306
       300        218          0     -3,503        888        -67      1,321     -2,586        440       -300     -1,300          0       -497        101
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       39.5        0.0       37.4        6.2        0.2       13.6       23.3        6.0        0.0        2.3        0.0       30.6       22.4
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          4          0          6          .          .          5          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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    51,600
Positions
    15,458      7,361         28     13,904      3,683        803      8,348     14,116      2,555        421      1,172          0     10,083     21,882
 
Changes from:       February 25, 2020                                Total Change is:    -8,494
     4,691      2,363         27     -6,525         71        578     -7,836     -2,031      1,347     -1,723        247          0        947    -11,096
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       14.3        0.1       26.9        7.1        1.6       16.2       27.4        5.0        0.8        2.3        0.0       19.5       42.4
 
Number of Traders in Each Category                                    Total Traders:        81 
        13          8          .         13          7          8         12         23          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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   388,064
Positions
    37,406    250,071        664    302,185     87,401     21,771     13,374     20,409      1,316      2,095      1,172          0      9,253      5,260
 
Changes from:       February 25, 2020                                Total Change is:    10,216
    -2,354     -3,799        286     22,310     13,168     -4,582     -4,488      4,319        175       -369        376          0       -762        273
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       64.4        0.2       77.9       22.5        5.6        3.4        5.3        0.3        0.5        0.3        0.0        2.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       178 
        12         18          4         68         36         35         15         21          8          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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 1,535,141
Positions
   129,766    949,853      7,509  1,025,868    340,005    114,439    116,119     37,300      3,992    100,675     60,269      3,881     32,892     17,893
 
Changes from:       February 25, 2020                                Total Change is:      -991
    -2,990    -74,428        473    -31,408     57,969      7,067    -31,867      2,812     -1,440     56,514        337      1,140      1,520      5,079
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       61.9        0.5       66.8       22.1        7.5        7.6        2.4        0.3        6.6        3.9        0.3        2.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       446 
        25         25          9        169         74         81         67         34         19         38         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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   137,717
Positions
    16,810     95,189     39,655     18,110          0        386     56,105          0      1,926      4,647          0          0         78        561
 
Changes from:       February 25, 2020                                Total Change is:    12,489
      -153      8,890      3,499       -679          0       -450      9,506          0         50        690          0          0         26        500
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       69.1       28.8       13.2        0.0        0.3       40.7        0.0        1.4        3.4        0.0        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        51 
         7         17         13          9          0          .         12          0          4          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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 1,230,954
Positions
    32,438    202,682      6,067    607,220    281,293    234,397     59,498    280,289     49,026     73,945     41,003         31    168,332    136,166
 
Changes from:       February 25, 2020                                Total Change is:  -263,003
    13,789     36,572    -20,816     66,082      6,057     -5,154    -10,633     28,123   -271,179     -8,951    -12,809     -3,949    -22,192    -19,848
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       16.5        0.5       49.3       22.9       19.0        4.8       22.8        4.0        6.0        3.3        0.0       13.7       11.1
 
Number of Traders in Each Category                                    Total Traders:       205 
         9         22          9         61         36         57         17         42         18         11          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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 1,175,514
Positions
    41,676    130,027      2,689    635,671     89,162    200,299     42,954    624,162     34,512     52,267      2,366          0    165,446     92,297
 
Changes from:       February 25, 2020                                Total Change is:  -132,886
     5,084     -1,204     -8,913    -18,852     10,677    -42,329     17,589     -5,620    -63,589        516     -3,720          0    -22,392    -18,188
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       11.1        0.2       54.1        7.6       17.0        3.7       53.1        2.9        4.4        0.2        0.0       14.1        7.9
 
Number of Traders in Each Category                                    Total Traders:       145 
         5         11          6         69         16         50          9         28         18          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,289,006
Positions
    47,973    302,060     19,082  1,536,824    775,583    277,884    828,850  1,577,296    125,777    251,083    104,795      1,812    199,721    104,717
 
Changes from:       February 25, 2020                                Total Change is:  -309,427
    -2,149    -20,795    -25,991      3,083     -9,840   -114,772     10,353    -47,970    -34,550   -103,147     -4,289     -6,442    -35,812    -44,778
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        9.2        0.6       46.7       23.6        8.4       25.2       48.0        3.8        7.6        3.2        0.1        6.1        3.2
 
Number of Traders in Each Category                                    Total Traders:       350 
        16         28         10        122         32         68         65         49         34         25         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,913,108
Positions
   209,585    205,385     83,854  1,594,656    775,651    792,344    498,553  1,245,886     98,405    155,080    276,663     30,297    450,334    404,623
 
Changes from:       February 25, 2020                                Total Change is:  -294,874
   -49,069     14,488    -31,321    -38,068   -109,022    -26,730     31,538     83,208   -115,674     42,438     27,643    -30,450    -77,538   -107,016
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        5.2        2.1       40.8       19.8       20.2       12.7       31.8        2.5        4.0        7.1        0.8       11.5       10.3
 
Number of Traders in Each Category                                    Total Traders:       417 
        25         37         21        115         67         99         58         73         47         15         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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   896,614
Positions
    76,871     36,299      4,102    374,102    286,800    133,281    110,719    204,063     16,819     49,546     34,430         89    131,085    180,731
 
Changes from:       February 25, 2020                                Total Change is:  -133,472
   -80,568    -12,120     -2,866      6,583     -5,133       -629    -21,285     -6,179    -17,436      1,644     -1,423         56    -18,971    -87,742
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        4.0        0.5       41.7       32.0       14.9       12.3       22.8        1.9        5.5        3.8        0.0       14.6       20.2
 
Number of Traders in Each Category                                    Total Traders:       109 
         4          5          .         27         36         40         14         15         14          .          5          .
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Traders in Financial Futures - Futures Only Positions as of March 3, 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 4,641,287
Positions
   116,404    530,007     36,430  2,242,533    664,464    762,195    744,328  1,980,181    122,047    273,250    240,959      2,348    341,752    302,656
 
Changes from:       February 25, 2020                                Total Change is:  -217,891
   -43,664     24,081    -26,012    110,780     22,225    -92,888    209,767    277,741   -260,436    -18,453     14,333    -53,597    -43,388   -123,338
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       11.4        0.8       48.3       14.3       16.4       16.0       42.7        2.6        5.9        5.2        0.1        7.4        6.5
 
Number of Traders in Each Category                                    Total Traders:       327 
        14         29         14         98         45         77         37         70         30         15         19          .
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Traders in Financial Futures - Futures Only Positions as of March 3, 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 1,731,708
Positions
   275,956    364,169    400,124     40,181     89,899     13,685    547,726    395,548    380,242     20,448     19,293     17,154     36,192     51,594
 
Changes from:       February 25, 2020                                Total Change is:  -368,379
  -122,466    -74,893    -41,860     33,731     17,578     -4,844    -18,510   -112,961   -163,716    -41,817     -5,400     10,960    -19,857      6,757
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       21.0       23.1        2.3        5.2        0.8       31.6       22.8       22.0        1.2        1.1        1.0        2.1        3.0
 
Number of Traders in Each Category                                    Total Traders:       128 
        21         28         42          .          5          .         21         37         45          6          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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 is11,821,031
Positions
 1,731,045  2,587,735  2,131,875    519,623  1,463,519    751,083  2,852,159    752,423  3,164,533     49,692    122,371     26,545    594,476    820,947
 
Changes from:       February 25, 2020                                Total Change is:   -65,123
  -325,143    331,340    117,776    -99,609   -570,190     28,696    277,346    -38,546    140,717    -73,159     -3,634    -34,270    -97,477    -37,012
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       21.9       18.0        4.4       12.4        6.4       24.1        6.4       26.8        0.4        1.0        0.2        5.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       252 
        33         47         72         18         17         20         70         36         88         12         13          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   209,585
Positions
    22,098     94,174     24,799      5,525     27,142     10,145    115,743     21,071     28,468        749          0        846      1,212      2,940
 
Changes from:       February 25, 2020                                Total Change is:    31,971
    12,986      7,644      1,228        -17     19,015      1,574     11,923       -670      3,567        383       -497        365        -38       -255
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       44.9       11.8        2.6       13.0        4.8       55.2       10.1       13.6        0.4        0.0        0.4        0.6        1.4
 
Number of Traders in Each Category                                    Total Traders:        61 
         4         17          7          .          .          .         17         12         19          4          0          .
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Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   306,314
Positions
     4,767     97,922     30,068     37,550     21,353      6,195    161,020     93,408     55,565     10,121        646        315        713        842
 
Changes from:       February 25, 2020                                Total Change is:     2,733
       492       -636    -10,548     16,205     14,931      1,257      5,300      7,262     -9,316       -920        -55        -27        290       -135
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       32.0        9.8       12.3        7.0        2.0       52.6       30.5       18.1        3.3        0.2        0.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        86 
         6         17         15          4          6          .         23         26         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   103,321
Positions
       838     36,092          0      1,030      3,619          7     20,271     12,012     49,068     32,100      1,051          0          7      1,472
 
Changes from:       February 25, 2020                                Total Change is:     2,697
         0       -838          0         92         60        -31      1,466        183      3,820     -2,629        -89          0        -21       -408
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       34.9        0.0        1.0        3.5        0.0       19.6       11.6       47.5       31.1        1.0        0.0        0.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          4          0          .          7          .          4          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    44,315
Positions
       125     11,534          0      1,541        370        115     16,087      4,331     26,446          0          0          0          1      1,519
 
Changes from:       February 25, 2020                                Total Change is:    10,002
       -23       -149          0        248       -105          0       -440         11     10,216          0          0          0          1         29
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       26.0        0.0        3.5        0.8        0.3       36.3        9.8       59.7        0.0        0.0        0.0        0.0        3.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          0          .          5          .          4          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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 ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    46,902
Positions
    10,601          0     16,188          0        111          0        705     12,317     14,737      3,920      3,275        246        505         28
 
Changes from:       February 25, 2020                                Total Change is:     1,612
         0          0          0          0          0          0          0        472      1,122          0         58          0        490        -40
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        0.0       34.5        0.0        0.2        0.0        1.5       26.3       31.4        8.4        7.0        0.5        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          0          .          0          .          0          .          9          .          .          6          .
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Traders in Financial Futures - Futures Only Positions as of March 3, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,837
Positions
        66        159          0        163        196          0        764      3,454        208      1,234          0        413      1,989        407
 
Changes from:       February 25, 2020                                Total Change is:      -795
        -5        -19         -5         -1          7          0     -1,010     -1,057        106       -507        -38        231        396        -20
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        3.3        0.0        3.4        4.1        0.0       15.8       71.4        4.3       25.5        0.0        8.5       41.1        8.4
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0          .          .          0         12         11          5          8          0          .
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Traders in Financial Futures - Futures Only Positions as of March 3, 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    39,782
Positions
       605     26,491          0     18,544      1,962        608     14,300      7,123      1,467      1,198        502        100      2,960      1,529
 
Changes from:       February 25, 2020                                Total Change is:    -8,103
        10         -9          0       -106        404         -2     -6,864     -8,154        221       -738       -243        -84       -540       -236
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       66.6        0.0       46.6        4.9        1.5       35.9       17.9        3.7        3.0        1.3        0.3        7.4        3.8
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          .          0         17          4          4         28         13         10         13          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   451,311
Positions
    62,075     72,491     35,574    122,652     29,194     28,091     90,557    169,024     60,447      5,665      2,948     17,984     28,266     35,558
 
Changes from:       February 25, 2020                                Total Change is:    20,070
   -19,122     33,386      3,480       -905    -34,093      6,483     46,620     16,566    -16,274     -6,422         57      2,371      3,839      8,094
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       16.1        7.9       27.2        6.5        6.2       20.1       37.5       13.4        1.3        0.7        4.0        6.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       218 
        13         22         16         30         20         30         48         50         61          7         11         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    19,581
Positions
     7,495        664        329      8,046      7,653        680      1,612      9,967        155      1,020          0          0        244        133
 
Changes from:       February 25, 2020                                Total Change is:    -1,471
       -78       -101         65     -3,409      3,217        189      1,535     -4,947         55        222        -30          0        -50         81
 
Percent of Open Interest Represented by Each Category of Trader
      38.3        3.4        1.7       41.1       39.1        3.5        8.2       50.9        0.8        5.2        0.0        0.0        1.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        41 
         5          .          .          8          5          .          .          7          .         13          0          0
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Updated March 06, 2020