Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   151,140
Positions
    40,915        169        622     41,971     36,036      5,538     17,897     67,225      5,987     11,000      1,563         52     27,158     33,948
 
Changes from:       March 26, 2019                                   Total Change is:     6,829
     2,618       -343       -289       -719      1,810        404      3,980      7,102       -249       -208          0          5      1,287     -1,611
 
Percent of Open Interest Represented by Each Category of Trader
      27.1        0.1        0.4       27.8       23.8        3.7       11.8       44.5        4.0        7.3        1.0        0.0       18.0       22.5
 
Number of Traders in Each Category                                    Total Traders:       100 
        11          .          .         14         18         11         18         25         13         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    73,617
Positions
    45,507      2,435        259      1,466     24,034        680     16,427     20,157        481        676        919          0      8,121     24,652
 
Changes from:       March 26, 2019                                   Total Change is:     1,078
       480       -134       -118     -1,541     -1,229        338      2,552        290        164          0          0          0       -797      1,767
 
Percent of Open Interest Represented by Each Category of Trader
      61.8        3.3        0.4        2.0       32.6        0.9       22.3       27.4        0.7        0.9        1.2        0.0       11.0       33.5
 
Number of Traders in Each Category                                    Total Traders:        53 
         4          4          .          .         17          .         11         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   147,431
Positions
    19,087      5,664      2,437     53,343     62,582      4,218     34,003     27,361      5,549      3,433     10,073          0     25,361     29,547
 
Changes from:       March 26, 2019                                   Total Change is:     4,474
     5,551     -4,186       -488        719      4,084       -199      4,052      1,845        839     -4,232      1,797          0     -1,768        782
 
Percent of Open Interest Represented by Each Category of Trader
      12.9        3.8        1.7       36.2       42.4        2.9       23.1       18.6        3.8        2.3        6.8        0.0       17.2       20.0
 
Number of Traders in Each Category                                    Total Traders:       104 
         8          4          5         17         22         11         18         27         13          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   156,838
Positions
    58,983      3,157        641     36,797     66,828      6,679     22,099     39,940      3,550      3,743      1,522          0     24,346     34,521
 
Changes from:       March 26, 2019                                   Total Change is:      -307
     2,828       -454       -238      3,045      5,796     -1,044     -3,144     -5,502     -1,049       -400        -15          0       -305      2,199
 
Percent of Open Interest Represented by Each Category of Trader
      37.6        2.0        0.4       23.5       42.6        4.3       14.1       25.5        2.3        2.4        1.0        0.0       15.5       22.0
 
Number of Traders in Each Category                                    Total Traders:       113 
        11          .          .         20         28          8         14         32         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   497,717
Positions
    37,759     66,177      2,612    289,108    181,139     28,167     29,983    133,701      6,296     19,022     18,829        334     84,436     60,462
 
Changes from:       March 26, 2019                                   Total Change is:    10,913
     6,384    -13,757        611       -782     11,949        158      2,919     18,124        611      1,270     -2,030        119       -377     -4,872
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       13.3        0.5       58.1       36.4        5.7        6.0       26.9        1.3        3.8        3.8        0.1       17.0       12.1
 
Number of Traders in Each Category                                    Total Traders:       278 
        18         10         10         90         42         38         30         50         16         22         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    27,768
Positions
         0      7,603          0     11,327      8,981      2,786      1,608      1,041          0          0        583          8     12,039      6,766
 
Changes from:       March 26, 2019                                   Total Change is:     1,057
         0      1,582          0        969       -356        -96      1,072          0          0          0          0          0       -888        -73
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       27.4        0.0       40.8       32.3       10.0        5.8        3.7        0.0        0.0        2.1        0.0       43.4       24.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         11          6          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   149,828
Positions
    66,785      2,988        775     14,926     55,458      3,789     29,773     42,424      3,208      5,494      2,240          0     25,078     38,946
 
Changes from:       March 26, 2019                                   Total Change is:     8,506
    -1,817        368        687       -798      7,291        727      6,301        680         70        -40     -2,011          0      3,376        694
 
Percent of Open Interest Represented by Each Category of Trader
      44.6        2.0        0.5       10.0       37.0        2.5       19.9       28.3        2.1        3.7        1.5        0.0       16.7       26.0
 
Number of Traders in Each Category                                    Total Traders:        89 
        10          .          .         13         21         12         21         18          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    58,867
Positions
         0     46,105        500     54,268          0          0      2,191      9,831          0        299      1,103          0      1,609      1,328
 
Changes from:       March 26, 2019                                   Total Change is:     1,115
         0         -6          0      2,025          0          0       -728        768          0          0         81          0       -182        272
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       78.3        0.8       92.2        0.0        0.0        3.7       16.7        0.0        0.5        1.9        0.0        2.7        2.3
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          4          .          9          0          0          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   227,327
Positions
     1,253    139,683        800    132,138     11,462        880     82,022     39,771        772      2,797     30,846          0      6,665      3,113
 
Changes from:       March 26, 2019                                   Total Change is:   -12,199
       461     -2,943        -93       -882     -2,800        347    -11,230     -7,599        328       -469        -69          0       -661        630
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       61.4        0.4       58.1        5.0        0.4       36.1       17.5        0.3        1.2       13.6        0.0        2.9        1.4
 
Number of Traders in Each Category                                    Total Traders:       157 
         .          9          .         32          9          .         50         26          5         13         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    29,848
Positions
    12,760          0          0        838     22,895          0     14,024      4,635        259        145        575          0      1,822      1,484
 
Changes from:       March 26, 2019                                   Total Change is:    -4,295
    10,242     -1,518     -9,639        -99      6,524          0     -3,926        340       -154         10         60          0       -729         92
 
Percent of Open Interest Represented by Each Category of Trader
      42.7        0.0        0.0        2.8       76.7        0.0       47.0       15.5        0.9        0.5        1.9        0.0        6.1        5.0
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          0          0          .          4          0         10         12          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    39,164
Positions
    11,074      6,118          0     13,791     10,711        828      8,533     13,743      1,769        177      1,334          0      2,992      4,661
 
Changes from:       March 26, 2019                                   Total Change is:    -3,476
       -31       -694          0     -1,762        582        234       -258     -2,947       -219       -172       -970          0     -1,268        538
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       15.6        0.0       35.2       27.3        2.1       21.8       35.1        4.5        0.5        3.4        0.0        7.6       11.9
 
Number of Traders in Each Category                                    Total Traders:        80 
         5          6          0         12         11          4         14         27          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,880
Positions
     6,187     21,068      1,042      8,688      1,757      2,790     11,609      3,426        530      1,351      1,668          0      7,685      7,601
 
Changes from:       March 26, 2019                                   Total Change is:       785
        94        -45         93     -1,203        164        409      1,258        454        167       -125        -23          0         93       -433
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       52.8        2.6       21.8        4.4        7.0       29.1        8.6        1.3        3.4        4.2        0.0       19.3       19.1
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         20          .         17          4          5         25         11          5          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    79,760
Positions
    12,374     42,135      2,083     17,376      3,514      5,580     23,218      6,851      1,059      2,701      3,336          0     15,369     15,202
 
Changes from:       March 26, 2019                                   Total Change is:     1,569
       188        -90        186     -2,406        328        817      2,516        907        333       -250        -46          0        185       -866
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       52.8        2.6       21.8        4.4        7.0       29.1        8.6        1.3        3.4        4.2        0.0       19.3       19.1
 
Number of Traders in Each Category                                    Total Traders:        97 
        10         20          .         17          4          5         25         11          5          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,577
Positions
     2,217     19,211          0     20,021      1,346        625        370      2,157          0          0        452          0      1,344        786
 
Changes from:       March 26, 2019                                   Total Change is:     2,452
      -300      1,392          0      2,789       -121        189       -269        920          0          0          0          0         43         72
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       78.2        0.0       81.5        5.5        2.5        1.5        8.8        0.0        0.0        1.8        0.0        5.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          0         11          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   533,116
Positions
    52,865    137,775      6,204    274,615    119,906     55,503     43,609     76,874     10,523     15,173     53,229      2,328     72,295     70,772
 
Changes from:       March 26, 2019                                   Total Change is:     7,057
     5,142      1,683        197      3,084        831       -727     -1,441      7,167        424       -595     -1,328        563        411     -1,752
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       25.8        1.2       51.5       22.5       10.4        8.2       14.4        2.0        2.8       10.0        0.4       13.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       557 
        29         40         23        169         91        120         68         97         51         32         31         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,563
Positions
     2,446     15,103          0      3,711      1,097          0      3,456      1,137        800         90          0          0     17,060      9,426
 
Changes from:       March 26, 2019                                   Total Change is:     2,346
       608      1,787          0         48          0          0     -1,132        405        800         90          0          0      1,932       -646
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       54.8        0.0       13.5        4.0        0.0       12.5        4.1        2.9        0.3        0.0        0.0       61.9       34.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         .         10          0          .          .          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    14,240
Positions
     5,013     11,507          0      6,709        857        221        229        469         45          0          0          0      2,023      1,141
 
Changes from:       March 26, 2019                                   Total Change is:      -110
       590       -402          0       -381          0        -47       -311         17         45          0          0          0         -6        277
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       80.8        0.0       47.1        6.0        1.6        1.6        3.3        0.3        0.0        0.0        0.0       14.2        8.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          5          0          7          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,527,763
Positions
   258,123    619,386     24,993  1,360,005    599,532    272,031    213,888    391,808     35,495     75,863    266,596     11,191    276,174    306,731
 
Changes from:       March 26, 2019                                   Total Change is:    23,557
    23,165        -26        489     15,178      4,156     -3,635     -6,987     28,365      3,565     -2,975     -6,190      2,363     -7,606     -5,530
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       24.5        1.0       53.8       23.7       10.8        8.5       15.5        1.4        3.0       10.5        0.4       10.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       554 
        29         38         20        169         91        120         67         97         49         32         31         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    33,568
Positions
     2,113     11,004     18,000     10,379      1,267      1,127          0      1,081          0          0          0          0      1,949      1,089
 
Changes from:       March 26, 2019                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       32.8       53.6       30.9        3.8        3.4        0.0        3.2        0.0        0.0        0.0        0.0        5.8        3.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          8          .          4          .          .          0          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    10,186
Positions
     1,103      9,365          1      6,549        281          0        891        218          0          0          0          0      1,642        321
 
Changes from:       March 26, 2019                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       91.9        0.0       64.3        2.8        0.0        8.7        2.1        0.0        0.0        0.0        0.0       16.1        3.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         .         11          .          5          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,664
Positions
     3,301      4,751          0      3,580      3,457      1,044      1,237          0          0          0          0          0      2,502      2,412
 
Changes from:       March 26, 2019                                   Total Change is:     1,520
     1,466       -361       -112        -31        216        -63        127          0          0          0          0          0        133      1,840
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       40.7        0.0       30.7       29.6        9.0       10.6        0.0        0.0        0.0        0.0        0.0       21.5       20.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          4          .          .          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,433
Positions
     7,016     12,593        629     39,231     35,852      3,003        731      2,581         80        266      3,521          0     10,477      3,174
 
Changes from:       March 26, 2019                                   Total Change is:    -1,384
      -845       -267       -256       -698       -770        390        -78        728       -399          0       -527          0        502       -283
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       20.5        1.0       63.9       58.4        4.9        1.2        4.2        0.1        0.4        5.7        0.0       17.1        5.2
 
Number of Traders in Each Category                                    Total Traders:        78 
         7          8          .         33         18         13          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    39,308
Positions
    11,025      9,687         65     14,093      9,089        937      4,927     10,158        529      1,892      1,523         15      5,826      7,306
 
Changes from:       March 26, 2019                                   Total Change is:       583
       982        472         29        430       -542        271     -1,031        709       -165        153        102         -2        -83       -290
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       24.6        0.2       35.9       23.1        2.4       12.5       25.8        1.3        4.8        3.9        0.0       14.8       18.6
 
Number of Traders in Each Category                                    Total Traders:       232 
        22         21          .         53         32         25         27         48         11          9         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   196,541
Positions
    55,124     48,433        327     70,463     45,443      4,685     24,633     50,789      2,645      9,462      7,617         74     29,128     36,528
 
Changes from:       March 26, 2019                                   Total Change is:     2,917
     4,908      2,361        143      2,152     -2,712      1,353     -5,155      3,546       -824        766        509         -9       -417     -1,450
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       24.6        0.2       35.9       23.1        2.4       12.5       25.8        1.3        4.8        3.9        0.0       14.8       18.6
 
Number of Traders in Each Category                                    Total Traders:       232 
        22         21          .         53         32         25         27         48         11          9         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   439,956
Positions
    74,675     58,584      4,518    228,277    214,164     40,200     58,800     64,281      7,173      7,055     31,618         30     19,228     19,388
 
Changes from:       March 26, 2019                                   Total Change is:   -17,065
     2,325     -6,984       -484    -13,620     -1,307        323     -6,541     -9,953        686       -148       -856        -48        442      1,558
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       13.3        1.0       51.9       48.7        9.1       13.4       14.6        1.6        1.6        7.2        0.0        4.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       277 
        30         14          4         67         52         41         40         50         25         12         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    25,560
Positions
     4,973          0          0     11,519      1,723        662      2,576     18,863         27      1,421        471          0      4,382      3,814
 
Changes from:       March 26, 2019                                   Total Change is:     1,570
     3,060          0          0      1,131        -31        218     -2,116        388         17        352        106          0     -1,092        872
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        0.0        0.0       45.1        6.7        2.6       10.1       73.8        0.1        5.6        1.8        0.0       17.1       14.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          0          0         12          5          4          5          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,506
Positions
     5,538     18,111        287     16,833      5,855      2,075     27,740      4,721        519        522        792          0      7,992     29,146
 
Changes from:       March 26, 2019                                   Total Change is:     6,756
     1,932      2,620        274      1,737      1,018       -261      2,728     -3,822        427        522        392          0       -603      6,108
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       29.4        0.5       27.4        9.5        3.4       45.1        7.7        0.8        0.8        1.3        0.0       13.0       47.4
 
Number of Traders in Each Category                                    Total Traders:        65 
        11         10          4         14          6          7         16          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   320,234
Positions
    32,544    190,691      3,620    238,044     81,719     17,645     12,362     17,916        130      5,549      1,409          0     10,340      7,104
 
Changes from:       March 26, 2019                                   Total Change is:     2,794
     3,377        435        -35      2,553         76       -798     -1,813      3,305        -25     -1,224          0          0        759       -164
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       59.5        1.1       74.3       25.5        5.5        3.9        5.6        0.0        1.7        0.4        0.0        3.2        2.2
 
Number of Traders in Each Category                                    Total Traders:       167 
        16         12          6         66         35         26         13         18          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,278,468
Positions
    64,250    902,519      2,337    959,526    171,682    103,805     80,723     71,192      1,973     28,141     12,391      1,554     36,159     11,015
 
Changes from:       March 26, 2019                                   Total Change is:   -10,454
       815      1,260        274    -11,347     -3,158      2,714      3,388     -5,731        333     -3,902     -1,639         -9     -2,720     -4,498
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       70.6        0.2       75.1       13.4        8.1        6.3        5.6        0.2        2.2        1.0        0.1        2.8        0.9
 
Number of Traders in Each Category                                    Total Traders:       417 
        24         20          7        188         56         79         57         30         14         34          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    93,308
Positions
    34,390     53,489     39,128      6,049          0        280     12,426          0        300        700          0          0         35        111
 
Changes from:       March 26, 2019                                   Total Change is:     2,378
       -60        914      1,439          0          0        -25      1,014          0          0          0          0          0         10         50
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       57.3       41.9        6.5        0.0        0.3       13.3        0.0        0.3        0.8        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         4         16          8          7          0          .          .          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   959,773
Positions
    13,781     70,445      2,727    445,927    360,266    182,285    110,226    160,012      8,084     26,836     22,540      3,802    166,105    149,612
 
Changes from:       March 26, 2019                                   Total Change is:   -25,094
     5,053    -27,177       -169     -3,937      2,467      5,803    -17,170      2,595        682       -156     -5,317       -768    -14,432     -3,210
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        7.3        0.3       46.5       37.5       19.0       11.5       16.7        0.8        2.8        2.3        0.4       17.3       15.6
 
Number of Traders in Each Category                                    Total Traders:       183 
         8         16          4         59         26         48         28         30         10          6         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,171,236
Positions
     8,191    200,701        190    703,230     50,038    202,558     30,123    606,429     11,774     44,288        225      1,729    169,153     97,592
 
Changes from:       March 26, 2019                                   Total Change is:    31,024
      -583      5,543         -8     18,121      2,958     12,619     -1,356     23,964     -3,938        478     -6,690          0      5,691     -3,424
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       17.1        0.0       60.0        4.3       17.3        2.6       51.8        1.0        3.8        0.0        0.1       14.4        8.3
 
Number of Traders in Each Category                                    Total Traders:       130 
         .         13          .         63         16         52          8         23          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,305,001
Positions
   120,957    323,452     12,905  1,657,887    448,228    248,321    592,780  1,915,876     61,550    417,376    165,254     15,697    177,528    113,718
 
Changes from:       March 26, 2019                                   Total Change is:   171,238
    -2,757     17,989      6,405     65,651    -22,315     21,921     80,500    141,426     20,226     -4,074     -3,763     -9,330     -7,304     -1,321
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        9.8        0.4       50.2       13.6        7.5       17.9       58.0        1.9       12.6        5.0        0.5        5.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       347 
        17         28          9        117         30         74         54         59         28         25         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,856,274
Positions
   231,449    213,908     46,730  1,665,238    909,452    684,462    358,916  1,270,036     92,381    288,504    210,668     22,083    466,511    406,554
 
Changes from:       March 26, 2019                                   Total Change is:   -89,981
    -3,678    -26,995     -3,546    -66,973    -61,095     -4,264    -31,275      4,176      2,620      9,161     -3,310        686      7,288      1,747
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        5.5        1.2       43.2       23.6       17.7        9.3       32.9        2.4        7.5        5.5        0.6       12.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       382 
        30         24          8        107         67         92         44         74         32         18         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   732,789
Positions
    25,528     59,995      1,230    307,775    323,889     82,986    124,568    100,481     11,511     65,453      8,908        500    113,238    143,289
 
Changes from:       March 26, 2019                                   Total Change is:    18,736
    -6,141       -396         71      3,896     16,759      7,787      6,755      2,401      1,860      3,560          0          0        948     -9,746
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        8.2        0.2       42.0       44.2       11.3       17.0       13.7        1.6        8.9        1.2        0.1       15.5       19.6
 
Number of Traders in Each Category                                    Total Traders:       109 
         5          9          .         26         33         36         18         11         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 4,251,886
Positions
    88,193    353,259     43,899  2,202,474    752,793    732,959    478,645  1,717,597     68,400    273,311    247,990      3,096    360,909    331,893
 
Changes from:       March 26, 2019                                   Total Change is:   -16,590
    -3,260    -23,833     10,203   -167,024    -33,241    149,982     12,080    -65,999     -7,652     42,232    -19,932     -1,645    -51,506    -24,473
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        8.3        1.0       51.8       17.7       17.2       11.3       40.4        1.6        6.4        5.8        0.1        8.5        7.8
 
Number of Traders in Each Category                                    Total Traders:       337 
        13         32          7         91         50         81         50         65         32         15         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,773,289
Positions
   588,960    260,381    392,370     46,456     11,860     49,570    158,343    590,595    375,179    104,537     17,674     22,314     35,560     53,346
 
Changes from:       March 26, 2019                                   Total Change is:   -54,951
    26,866    -19,328    -59,831      9,676      1,451     -7,834    -30,857     35,425     13,863       -993    -11,351     -4,722     -1,119     -2,624
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       14.7       22.1        2.6        0.7        2.8        8.9       33.3       21.2        5.9        1.0        1.3        2.0        3.0
 
Number of Traders in Each Category                                    Total Traders:       144 
        23         31         49          .          6          .         17         45         47          4         11          7
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is12,539,905
Positions
 2,633,634  1,718,594  2,757,223    519,059  1,486,625    837,185  1,503,519  1,183,602  3,100,971    366,177    226,313    154,156    667,981  1,075,236
 
Changes from:       March 26, 2019                                   Total Change is:   178,041
   -57,028    241,543    169,719     13,517    -89,002    -87,430     39,359    -25,525    -13,567    102,661    -15,929     -5,179     15,989      3,411
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       13.7       22.0        4.1       11.9        6.7       12.0        9.4       24.7        2.9        1.8        1.2        5.3        8.6
 
Number of Traders in Each Category                                    Total Traders:       261 
        25         39         59         13         33         36         51         58         92         10         18         18
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    63,901
Positions
     8,001     20,859      2,829      1,107          0          0     30,652     18,848     19,870          0          0          0      1,442      1,495
 
Changes from:       March 26, 2019                                   Total Change is:     3,072
     1,559         40       -740          0          0          0     -1,673       -160      2,714          0          0          0      1,212      1,218
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       32.6        4.4        1.7        0.0        0.0       48.0       29.5       31.1        0.0        0.0        0.0        2.3        2.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          9          6          .          0          0         12          8         15          0          0          0
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    47,180
Positions
     9,563     11,556      5,945      3,447      1,200          0     21,716     22,179      5,841        400          0          0        268        459
 
Changes from:       March 26, 2019                                   Total Change is:   -31,126
    -1,687    -14,697     -4,340        312          0       -500    -22,740    -10,139     -1,366       -808          0          0          3        -84
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       24.5       12.6        7.3        2.5        0.0       46.0       47.0       12.4        0.8        0.0        0.0        0.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        51 
         7          8          8          .          .          0         15         17         17          .          0          0
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    20,875
Positions
     2,370      5,048          0      1,362      5,957          0      9,949      7,192         71      7,112      1,200          0         11      1,407
 
Changes from:       March 26, 2019                                   Total Change is:    -2,403
        -5        741          0         96       -673          0     -2,040       -556        -12       -433          0          0         -9     -1,903
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       24.2        0.0        6.5       28.5        0.0       47.7       34.5        0.3       34.1        5.7        0.0        0.1        6.7
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          4          0          .         10          0          .          6          .          4          4          0
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    17,946
Positions
     2,851      8,029          0        755      2,329          9     14,284      5,706          0          0        271          0         47      1,602
 
Changes from:       March 26, 2019                                   Total Change is:     2,801
         8      3,681          0        193        188          0      2,575       -359          0          0         34          0         25       -743
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       44.7        0.0        4.2       13.0        0.1       79.6       31.8        0.0        0.0        1.5        0.0        0.3        8.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          5          0          .          8          .          .          5          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    48,540
Positions
    10,763      4,214     15,507          0        220          0      8,220      8,689     13,710         64      5,895        246         30         59
 
Changes from:       March 26, 2019                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      22.2        8.7       31.9        0.0        0.5        0.0       16.9       17.9       28.2        0.1       12.1        0.5        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          0          .          0          5          .          .          .          7          .
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     3,227
Positions
        55          0          0          0          0          0        351      1,862         68      1,047        934         50      1,656        313
 
Changes from:       March 26, 2019                                   Total Change is:       190
         0          0          0          0        -27          0        122        -27        -69       -125        150         50        212        113
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        0.0        0.0        0.0        0.0        0.0       10.9       57.7        2.1       32.4       28.9        1.5       51.3        9.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          0          0          0          0          0          5          6          .          9          .          .
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,000
Positions
         0        158          0        315         89         35      1,517      2,598        416        598        440         20      1,099        244
 
Changes from:       March 26, 2019                                   Total Change is:       572
         0         34          0        280       -152         35        279        493        140        -89        352       -242        169        -88
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        4.0        0.0        7.9        2.2        0.9       37.9       65.0       10.4       15.0       11.0        0.5       27.5        6.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         0          .          0          .          .          .         10         20          7          7          .          .
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    50,702
Positions
       442     25,584          0     22,910      2,650        392     19,505     18,341      1,083      2,322        706        147      3,901      1,799
 
Changes from:       March 26, 2019                                   Total Change is:     7,900
       250          0          0      4,071          0         -1      3,256      6,745        261         31        432        112        -80        351
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       50.5        0.0       45.2        5.2        0.8       38.5       36.2        2.1        4.6        1.4        0.3        7.7        3.5
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          .          0         14          6          .         35         20         11         18          7          .
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   377,403
Positions
    69,269      7,034     18,882    123,597    100,173     26,932     40,836    129,001     48,167     10,884      3,253     12,725     26,111     31,236
 
Changes from:       March 26, 2019                                   Total Change is:    40,587
    16,033     -6,559      4,947      8,652     14,598      1,103      1,969     20,188      4,046        502        552      1,064      2,271        648
 
Percent of Open Interest Represented by Each Category of Trader
      18.4        1.9        5.0       32.7       26.5        7.1       10.8       34.2       12.8        2.9        0.9        3.4        6.9        8.3
 
Number of Traders in Each Category                                    Total Traders:       201 
        19          7         15         21         34         28         35         54         54         13          8          8
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Traders in Financial Futures - Futures Only Positions as of April 2, 2019                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    28,544
Positions
     1,355        640      1,143     24,235      4,255        204        167     21,431        100      1,145        369          0        195        402
 
Changes from:       March 26, 2019                                   Total Change is:     4,157
         0          0          0      4,147        447          0        -15      3,473          0          0        -11          0         25        248
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        2.2        4.0       84.9       14.9        0.7        0.6       75.1        0.4        4.0        1.3        0.0        0.7        1.4
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          .         11          4          .          .         10          .          7          .          0
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Updated April 5, 2019