Traders in Financial Futures - Futures Only Positions as of May 28, 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   140,449
Positions
    43,347      1,336        817     28,039     41,509      3,705     11,342     46,155     10,314     13,176      2,017          4     29,705     34,592
 
Changes from:       May 21, 2019                                     Total Change is:      -233
       351       -213       -377        347     -2,018         93        315      1,496        494        244        -16        -45     -1,655        353
 
Percent of Open Interest Represented by Each Category of Trader
      30.9        1.0        0.6       20.0       29.6        2.6        8.1       32.9        7.3        9.4        1.4        0.0       21.2       24.6
 
Number of Traders in Each Category                                    Total Traders:       100 
        12          .          5          9         20          9         15         29         12         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    85,660
Positions
    59,713      2,412          2        985     28,075        708     14,612     25,281        262        919      1,516          0      8,459     27,404
 
Changes from:       May 21, 2019                                     Total Change is:    -2,623
    -2,292       -176        -11          0     -2,216        384       -512     -1,663         21          0         15          0       -213      1,023
 
Percent of Open Interest Represented by Each Category of Trader
      69.7        2.8        0.0        1.1       32.8        0.8       17.1       29.5        0.3        1.1        1.8        0.0        9.9       32.0
 
Number of Traders in Each Category                                    Total Traders:        55 
         6          .          .          .         19          .          9         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   213,930
Positions
    79,440      3,343        545     54,836    107,327      5,074     41,085     41,168      9,506          0      7,134          0     23,444     39,833
 
Changes from:       May 21, 2019                                     Total Change is:    23,739
    19,912       -473        -26     -3,468     12,028        633      7,856      6,801        377          0          0          0     -1,545      4,399
 
Percent of Open Interest Represented by Each Category of Trader
      37.1        1.6        0.3       25.6       50.2        2.4       19.2       19.2        4.4        0.0        3.3        0.0       11.0       18.6
 
Number of Traders in Each Category                                    Total Traders:       120 
        10          4          .         13         29         12         28         34         19          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   169,790
Positions
    58,792     17,055        716     30,631     55,270      8,853     31,387     47,973      4,730      6,140      2,612          0     28,541     32,581
 
Changes from:       May 21, 2019                                     Total Change is:    -1,044
    -3,849      4,883        366     -1,110     -2,760        210     -1,939     -2,286        365      1,620        270          0      3,293     -2,092
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       10.0        0.4       18.0       32.6        5.2       18.5       28.3        2.8        3.6        1.5        0.0       16.8       19.2
 
Number of Traders in Each Category                                    Total Traders:       120 
         8          5          4         19         25         14         19         36         13          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   536,798
Positions
    35,669     89,806     20,629    296,488    165,340     29,419     36,534    140,497     14,530     16,479     17,540        332     86,718     58,705
 
Changes from:       May 21, 2019                                     Total Change is:    20,676
       513      2,324     12,506     -4,078      1,952        759      1,124     -2,323      7,474       -376        344        141      2,613     -2,501
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       16.7        3.8       55.2       30.8        5.5        6.8       26.2        2.7        3.1        3.3        0.1       16.2       10.9
 
Number of Traders in Each Category                                    Total Traders:       286 
        18         13         11         87         41         42         34         58         20         15         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    26,465
Positions
         0      6,447          0      8,326      7,595      3,528        530      2,621          2          0        583          8     14,071      5,681
 
Changes from:       May 21, 2019                                     Total Change is:      -230
         0         17          0       -386       -813         48          0      1,149          2          0          0          0        106       -633
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       24.4        0.0       31.5       28.7       13.3        2.0        9.9        0.0        0.0        2.2        0.0       53.2       21.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0          9          7          8          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    27,427
Positions
     4,330      4,164        569      8,106     12,856      2,309      6,088        957          3          0          0          0      6,022      6,569
 
Changes from:       May 21, 2019                                     Total Change is:       643
        -2       -640         -4       -507        630        -22      1,034        -39         -9          0          0          0        153        727
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       15.2        2.1       29.6       46.9        8.4       22.2        3.5        0.0        0.0        0.0        0.0       22.0       24.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          6          9          8          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   179,990
Positions
    82,792      4,550      3,142     16,677     71,235      3,293     38,579     48,822      3,520      3,204      2,452          0     28,783     42,976
 
Changes from:       May 21, 2019                                     Total Change is:    -3,257
     1,005       -363      1,182     -1,277      2,206         85     -1,803     -1,811       -310        102     -3,140          0     -2,241     -1,106
 
Percent of Open Interest Represented by Each Category of Trader
      46.0        2.5        1.7        9.3       39.6        1.8       21.4       27.1        2.0        1.8        1.4        0.0       16.0       23.9
 
Number of Traders in Each Category                                    Total Traders:       100 
         9          .          6         12         21         13         21         26          9          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    62,849
Positions
         0     51,410         50     49,678          0          0      3,453      9,998          0      7,683        408          0      1,985        983
 
Changes from:       May 21, 2019                                     Total Change is:     4,023
      -114        -44          0      3,607          0          0       -325      3,870          0        602        -54          0        253        251
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       81.8        0.1       79.0        0.0        0.0        5.5       15.9        0.0       12.2        0.6        0.0        3.2        1.6
 
Number of Traders in Each Category                                    Total Traders:        34 
         0          4          .          7          0          0         11          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   274,999
Positions
       266    156,755        800    165,154     17,028         10     92,461     59,708      6,461      2,995     31,156          0      6,852      3,081
 
Changes from:       May 21, 2019                                     Total Change is:     3,449
         0     -2,289          0      1,245     -1,067          0     -2,919      2,381      5,014         13       -529        -23        119        -38
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       57.0        0.3       60.1        6.2        0.0       33.6       21.7        2.3        1.1       11.3        0.0        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       171 
         .         12          .         34          7          .         51         35          9         13         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    53,389
Positions
    23,638          0         65        898     37,932      3,808     19,784      6,954      1,823      1,171        710          0      2,202      2,097
 
Changes from:       May 21, 2019                                     Total Change is:     8,076
        -5          0         65          8      4,258      3,808      2,087     -1,989      1,820        160        100          0        133         14
 
Percent of Open Interest Represented by Each Category of Trader
      44.3        0.0        0.1        1.7       71.0        7.1       37.1       13.0        3.4        2.2        1.3        0.0        4.1        3.9
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          0          .          .          8          .         10         19          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    61,961
Positions
    32,797      1,228          0      3,745     29,447        216     19,572     18,850      2,121        663      3,664          5      2,842      6,430
 
Changes from:       May 21, 2019                                     Total Change is:     3,413
     6,287       -198       -197        232      3,578        -15     -2,967        258        -98        251        299          0        -80       -214
 
Percent of Open Interest Represented by Each Category of Trader
      52.9        2.0        0.0        6.0       47.5        0.3       31.6       30.4        3.4        1.1        5.9        0.0        4.6       10.4
 
Number of Traders in Each Category                                    Total Traders:        98 
        10          .          0          6         19          .         22         31          6          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    14,818
Positions
     5,951      3,398      1,769      3,862      2,236          0      2,566      5,090          4          0        117          0        666      2,204
 
Changes from:       May 21, 2019                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       22.9       11.9       26.1       15.1        0.0       17.3       34.4        0.0        0.0        0.8        0.0        4.5       14.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          .          .          0          .          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    39,694
Positions
     9,580     16,963      1,117      7,271        614      3,543      7,305      7,226        974      1,790      1,627          0      8,117      7,634
 
Changes from:       May 21, 2019                                     Total Change is:     1,033
     2,464        709       -156     -4,487        143      1,821        320     -1,228        523        -10        319          0        559     -1,097
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       42.7        2.8       18.3        1.5        8.9       18.4       18.2        2.5        4.5        4.1        0.0       20.4       19.2
 
Number of Traders in Each Category                                    Total Traders:        98 
        13         15          4         14          5          6         20         17         10          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    79,388
Positions
    19,159     33,925      2,233     14,542      1,227      7,085     14,609     14,451      1,947      3,579      3,253          0     16,234     15,267
 
Changes from:       May 21, 2019                                     Total Change is:     2,066
     4,927      1,417       -311     -8,973        285      3,642        639     -2,456      1,045        -20        637          0      1,117     -2,193
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       42.7        2.8       18.3        1.5        8.9       18.4       18.2        2.5        4.5        4.1        0.0       20.4       19.2
 
Number of Traders in Each Category                                    Total Traders:        98 
        13         15          4         14          5          6         20         17         10          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    27,397
Positions
     1,888     20,835          0     22,267      1,482        449        435      1,812          0        796        452          0      1,562      2,367
 
Changes from:       May 21, 2019                                     Total Change is:    -1,508
         0     -1,337          0     -1,330        132       -132          0       -248          0          0          0          0        -46         77
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       76.0        0.0       81.3        5.4        1.6        1.6        6.6        0.0        2.9        1.6        0.0        5.7        8.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          7          0         10          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   581,858
Positions
    56,662    136,744     23,387    269,658    128,933     54,287     50,619     74,346     22,940     24,154     62,333      6,507     73,644     72,381
 
Changes from:       May 21, 2019                                     Total Change is:    10,015
       183      2,176       -614      1,388      2,764      1,342      4,143       -679      2,021        902      1,149      1,506       -854        349
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       23.5        4.0       46.3       22.2        9.3        8.7       12.8        3.9        4.2       10.7        1.1       12.7       12.4
 
Number of Traders in Each Category                                    Total Traders:       588 
        32         36         34        168        101        126         73        107         59         38         33         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    42,690
Positions
    10,673     20,571          0      4,921      1,097          0      6,592     10,343        480          0          0          0     20,024     10,199
 
Changes from:       May 21, 2019                                     Total Change is:     1,549
       200       -107          0        993          0          0        869        794       -479          0          0          0        -34      1,341
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       48.2        0.0       11.5        2.6        0.0       15.4       24.2        1.1        0.0        0.0        0.0       46.9       23.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         5         11          0          .          .          0          5         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    15,091
Positions
     6,952     11,396          0      3,429          0      1,607        954        856        234          0        300          0      1,915        698
 
Changes from:       May 21, 2019                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       75.5        0.0       22.7        0.0       10.6        6.3        5.7        1.6        0.0        2.0        0.0       12.7        4.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          7          0          .          0          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    14,251
Positions
     5,508     12,491          0      6,474          0         22          0        453         45        323          0          0      1,879      1,240
 
Changes from:       May 21, 2019                                     Total Change is:        39
       -52        -81          0         48          0          0          0       -142          0          0          0          0         43        262
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       87.6        0.0       45.4        0.0        0.2        0.0        3.2        0.3        2.3        0.0        0.0       13.2        8.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          6          0          6          0          .          0          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 2,695,841
Positions
   250,867    601,784     96,014  1,327,864    643,359    267,257    275,724    375,607     56,709    120,768    311,665     32,537    268,101    310,909
 
Changes from:       May 21, 2019                                     Total Change is:    42,331
    -3,747      7,757        588      1,975     13,823      6,707     25,071      1,338      3,799      4,509      5,747      7,531     -4,102     -4,959
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       22.3        3.6       49.3       23.9        9.9       10.2       13.9        2.1        4.5       11.6        1.2        9.9       11.5
 
Number of Traders in Each Category                                    Total Traders:       584 
        34         33         29        169        100        126         71        106         56         38         33         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    30,599
Positions
     2,493     10,238     15,842      8,438      1,107        895        225        528         89          0          0          0      2,617      1,900
 
Changes from:       May 21, 2019                                     Total Change is:    -2,393
         0        -86     -2,158       -100          0          0        -89          0         89          0          0          0       -135       -238
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       33.5       51.8       27.6        3.6        2.9        0.7        1.7        0.3        0.0        0.0        0.0        8.6        6.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          9          4          7          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    16,221
Positions
     8,250      4,006          0      3,181      9,128        857        610        571          0          0        253          0      3,323      1,406
 
Changes from:       May 21, 2019                                     Total Change is:       367
       240          0          0         -3        260        -20         13        342          0          0          0          0        137       -215
 
Percent of Open Interest Represented by Each Category of Trader
      50.9       24.7        0.0       19.6       56.3        5.3        3.8        3.5        0.0        0.0        1.6        0.0       20.5        8.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          .          0          .          6          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    64,515
Positions
     3,820     12,444        540     42,085     37,907      2,581      1,861      1,055          5      2,175      7,644          0     11,448      2,339
 
Changes from:       May 21, 2019                                     Total Change is:      -982
        24     -1,230         93     -1,384        601         42        162       -330        -66          0          0          0        147        -92
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       19.3        0.8       65.2       58.8        4.0        2.9        1.6        0.0        3.4       11.8        0.0       17.7        3.6
 
Number of Traders in Each Category                                    Total Traders:        70 
         .          7          .         34         16         13          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    44,743
Positions
    10,871      9,096         92     15,798      8,882      1,204      7,871     14,594        676      1,259      2,563         10      6,961      7,624
 
Changes from:       May 21, 2019                                     Total Change is:     1,487
       124       -308         36      1,161      1,814       -296       -186        296        236        -21        -77          0        433       -215
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       20.3        0.2       35.3       19.9        2.7       17.6       32.6        1.5        2.8        5.7        0.0       15.6       17.0
 
Number of Traders in Each Category                                    Total Traders:       250 
        19         24          .         50         33         22         34         56         12         11         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   223,713
Positions
    54,355     45,479        461     78,989     44,411      6,022     39,355     72,971      3,382      6,295     12,814         51     34,803     38,122
 
Changes from:       May 21, 2019                                     Total Change is:     7,433
       620     -1,541        178      5,805      9,072     -1,479       -932      1,481      1,179       -105       -383          0      2,167     -1,074
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       20.3        0.2       35.3       19.9        2.7       17.6       32.6        1.5        2.8        5.7        0.0       15.6       17.0
 
Number of Traders in Each Category                                    Total Traders:       250 
        19         24          .         50         33         22         34         56         12         11         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   424,897
Positions
    64,636     62,312      3,849    229,589    186,349     38,641     53,641     75,793      3,810     10,718     34,073          0     20,013     20,070
 
Changes from:       May 21, 2019                                     Total Change is:    -1,676
      -664     -6,489        504     -4,758        939        516      6,081      1,374       -520     -1,356      1,547          0     -1,479        453
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       14.7        0.9       54.0       43.9        9.1       12.6       17.8        0.9        2.5        8.0        0.0        4.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       287 
        23         21          5         71         50         45         44         53         21         10         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    26,640
Positions
     5,744        253          0     11,260        588        222      1,130     20,180        510      1,544          0        401      5,829      4,486
 
Changes from:       May 21, 2019                                     Total Change is:     1,911
         0        253          0       -206        -73         -3        900        320         21        106          0        401        692        992
 
Percent of Open Interest Represented by Each Category of Trader
      21.6        0.9        0.0       42.3        2.2        0.8        4.2       75.8        1.9        5.8        0.0        1.5       21.9       16.8
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0         12          .          .          .          5          4          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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    65,642
Positions
     4,548     18,206        844     20,290     14,064        505     29,420      8,325        578          0      1,090        388      9,069     21,642
 
Changes from:       May 21, 2019                                     Total Change is:      -768
    -1,411       -102         69       -211      1,508        -87        673      2,760        105          0        112        388       -294     -5,521
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       27.7        1.3       30.9       21.4        0.8       44.8       12.7        0.9        0.0        1.7        0.6       13.8       33.0
 
Number of Traders in Each Category                                    Total Traders:        73 
         8         13          .         13          9          6         14         13          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   332,276
Positions
    36,673    192,558      4,310    238,737    100,119     20,205     12,975      7,187        238      9,452      1,454          0      9,686      6,205
 
Changes from:       May 21, 2019                                     Total Change is:    -3,683
    -4,425     -4,082        498       -556      2,041        445        281     -1,889        -34        276         29          0       -168       -691
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       58.0        1.3       71.8       30.1        6.1        3.9        2.2        0.1        2.8        0.4        0.0        2.9        1.9
 
Number of Traders in Each Category                                    Total Traders:       162 
        14         12          7         64         37         28         13         13          4          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,209,902
Positions
    69,500    773,172      1,240    843,402    214,471    137,463     78,060     49,261      4,078     37,599      7,142      4,223     34,337     18,852
 
Changes from:       May 21, 2019                                     Total Change is:      -970
     4,181    -14,989       -485    -34,682     10,061     18,564      8,548    -12,357      1,570      2,877       -939        -48     -1,495     -2,347
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       63.9        0.1       69.7       17.7       11.4        6.5        4.1        0.3        3.1        0.6        0.3        2.8        1.6
 
Number of Traders in Each Category                                    Total Traders:       420 
        26         22          6        168         73         90         52         34         20         35          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   108,167
Positions
    40,719     50,887     47,809      4,409        420        425     12,894          0        235        800      7,480        851         25         60
 
Changes from:       May 21, 2019                                     Total Change is:       -11
     2,683      1,834     -2,551          0          0          0        411          0         47          0      1,260       -601          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       47.0       44.2        4.1        0.4        0.4       11.9        0.0        0.2        0.7        6.9        0.8        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         4         18          8          5          .          .          4          0          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,022,234
Positions
     6,448    100,678     10,936    426,170    331,377    194,647    116,121    146,926     53,659     21,234     50,544        859    192,160    132,608
 
Changes from:       May 21, 2019                                     Total Change is:   -16,096
    -4,130      7,811    -19,716     -2,650       -163      6,531     -6,107    -16,275      9,604     -5,260      2,399       -194      5,826     -6,093
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        9.8        1.1       41.7       32.4       19.0       11.4       14.4        5.2        2.1        4.9        0.1       18.8       13.0
 
Number of Traders in Each Category                                    Total Traders:       182 
         7         14          7         56         27         48         35         25         28          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,255,523
Positions
     4,279    164,177      1,201    750,818     34,774    181,048     19,616    643,904     83,211     36,577     50,468        344    178,429     96,396
 
Changes from:       May 21, 2019                                     Total Change is:    -9,424
    -2,733     -9,193    -20,555      1,329        888      3,139       -548       -425      7,382     -2,642     -3,513       -161      5,365     13,014
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       13.1        0.1       59.8        2.8       14.4        1.6       51.3        6.6        2.9        4.0        0.0       14.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       133 
         .         13          4         67         13         53          6         27         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 3,803,511
Positions
   138,537    334,544     91,143  1,814,369    565,692    297,768    635,229  2,041,621     98,744    513,998    231,565     18,092    195,631    124,342
 
Changes from:       May 21, 2019                                     Total Change is:  -244,005
    29,504     47,796    -12,727    -66,171    -41,779     22,895    -77,418   -131,044   -143,304      5,916      1,014      5,709     -8,409      7,435
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        8.8        2.4       47.7       14.9        7.8       16.7       53.7        2.6       13.5        6.1        0.5        5.1        3.3
 
Number of Traders in Each Category                                    Total Traders:       372 
        23         31         20        120         30         74         64         59         42         25         20         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 4,509,558
Positions
   198,788    272,757     89,142  1,676,643    812,309    714,265    387,474  1,255,137    569,717    266,774    259,340     56,354    550,401    480,537
 
Changes from:       May 21, 2019                                     Total Change is:   273,888
   -30,913     41,429     -6,356    -63,025    -98,015    -13,504     -3,398   -106,917    348,721    -34,941      8,957     29,738     47,566     69,835
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        6.0        2.0       37.2       18.0       15.8        8.6       27.8       12.6        5.9        5.8        1.2       12.2       10.7
 
Number of Traders in Each Category                                    Total Traders:       379 
        25         33         23        103         59         98         63         56         56         16         24         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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   778,223
Positions
    19,107     62,932     16,271    318,611    275,122     98,575    108,378    100,612     26,957     58,082     26,957      2,020    130,222    168,777
 
Changes from:       May 21, 2019                                     Total Change is:     8,051
    -4,738        100     15,598     -9,408     -7,682    -11,182     -9,466    -16,705     12,394     -2,158      3,925      2,020     14,991      9,583
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.1        2.1       40.9       35.4       12.7       13.9       12.9        3.5        7.5        3.5        0.3       16.7       21.7
 
Number of Traders in Each Category                                    Total Traders:       107 
         5          8          6         23         30         32         21         10         18          .          5          .
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Traders in Financial Futures - Futures Only Positions as of May 28, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 5,000,222
Positions
    52,530    536,383     94,390  2,388,531    790,351    764,738    515,413  1,681,091    411,597    339,102    334,416      3,329    430,592    383,927
 
Changes from:       May 21, 2019                                     Total Change is:    54,505
     2,400     67,615     -9,863    -54,511    -20,804    -45,378     27,870    -76,371     89,095    -39,540     22,443     -3,364     87,796     31,132
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       10.7        1.9       47.8       15.8       15.3       10.3       33.6        8.2        6.8        6.7        0.1        8.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       330 
        13         34         18         90         52         81         44         60         63         14         22          6
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Traders in Financial Futures - Futures Only Positions as of May 28, 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 2,403,395
Positions
   692,281    201,407    654,792      4,181     91,768     54,286    214,280    714,152    594,085    131,511     19,970     21,816     36,163     51,119
 
Changes from:       May 21, 2019                                     Total Change is:   102,839
    39,670    -24,484     24,497       -986      1,270        604     19,423     89,327      7,103      7,852        859        441      4,235      3,222
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        8.4       27.2        0.2        3.8        2.3        8.9       29.7       24.7        5.5        0.8        0.9        1.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       151 
        26         32         47          .          6          6         28         34         46          7         11          7
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Traders in Financial Futures - Futures Only Positions as of May 28, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is13,103,718
Positions
 1,924,576  2,304,588  2,855,122    638,747  1,076,668    765,313  2,045,731  1,014,144  3,635,742    440,949    264,373    177,210    620,328  1,010,558
 
Changes from:       May 21, 2019                                     Total Change is:   324,207
  -204,153    151,356    160,100     89,061    -94,244    -68,340    185,268     -4,630    162,540     18,536     21,679     15,823    -34,628    -20,077
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       17.6       21.8        4.9        8.2        5.8       15.6        7.7       27.7        3.4        2.0        1.4        4.7        7.7
 
Number of Traders in Each Category                                    Total Traders:       280 
        28         48         70         16         28         32         62         55         99         13         20         15
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Traders in Financial Futures - Futures Only Positions as of May 28, 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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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    77,222
Positions
     7,218     19,349      5,334        679      3,972      1,350     35,007     19,461     26,316          0         56          0      1,318      1,384
 
Changes from:       May 21, 2019                                     Total Change is:     2,925
       461       -250        342          0        203          0        -51        432      2,052          0          0          0        121        146
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       25.1        6.9        0.9        5.1        1.7       45.3       25.2       34.1        0.0        0.1        0.0        1.7        1.8
 
Number of Traders in Each Category                                    Total Traders:        40 
         4          7          8          .          .          .         13          9         20          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    78,489
Positions
    16,412     15,793     10,425      5,354          0        285     20,301     26,574     24,628        650          0          0        434        784
 
Changes from:       May 21, 2019                                     Total Change is:       396
     1,731         39     -2,830         25          0       -125      1,048      2,643        436          0          0          0        111        233
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       20.1       13.3        6.8        0.0        0.4       25.9       33.9       31.4        0.8        0.0        0.0        0.6        1.0
 
Number of Traders in Each Category                                    Total Traders:        54 
         7         10         10          .          0          .         16         16         23          .          0          0
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Traders in Financial Futures - Futures Only Positions as of May 28, 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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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    24,290
Positions
     2,397     10,066          0      1,284      4,270          0     13,121      6,542         86      7,356      1,220          0         46      2,106
 
Changes from:       May 21, 2019                                     Total Change is:       631
         9        210          0          9         45          0        495        295         11         67          0          0         40         70
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       41.4        0.0        5.3       17.6        0.0       54.0       26.9        0.4       30.3        5.0        0.0        0.2        8.7
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          4          0          .         10          0          4          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    19,773
Positions
     2,879      8,521          0      1,209      2,056          9     15,647      6,761          0          0        237          0         29      2,189
 
Changes from:       May 21, 2019                                     Total Change is:     1,000
        21         87          0          0          0          0        977        688          0          0          0          0          2        225
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       43.1        0.0        6.1       10.4        0.0       79.1       34.2        0.0        0.0        1.2        0.0        0.1       11.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          0          .          9          .          4          7          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of May 28, 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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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    51,004
Positions
    11,263      5,164     15,507          0         70          0     10,227     10,377     13,711         30      5,905        246         20         24
 
Changes from:       May 21, 2019                                     Total Change is:       115
       250         58          0          0          0          0       -155        217          0          0       -179          0         20         19
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       10.1       30.4        0.0        0.1        0.0       20.1       20.3       26.9        0.1       11.6        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          .          0          5          5          .          .          7          .
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Traders in Financial Futures - Futures Only Positions as of May 28, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     5,190
Positions
         0        123          0        319          0          0      2,709      2,763        371        238      1,577          0      1,553        356
 
Changes from:       May 21, 2019                                     Total Change is:       540
         0          0          0         96          0          0        355        265        -13        -30        326          0        132        -38
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.4        0.0        6.1        0.0        0.0       52.2       53.2        7.1        4.6       30.4        0.0       29.9        6.9
 
Number of Traders in Each Category                                    Total Traders:        47 
         0          .          0          4          0          0         18         15          6          6          .          0
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Traders in Financial Futures - Futures Only Positions as of May 28, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    50,088
Positions
       302     26,476          0     21,135      2,605        396     19,239     16,199      1,618      1,982        898        291      5,125      1,605
 
Changes from:       May 21, 2019                                     Total Change is:    -1,742
       -45          0          0         48          0          1     -1,611     -1,890        238        -71        100         70       -372       -261
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       52.9        0.0       42.2        5.2        0.8       38.4       32.3        3.2        4.0        1.8        0.6       10.2        3.2
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          .          0         14          6          .         32         18         11         17          7          .
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Traders in Financial Futures - Futures Only Positions as of May 28, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   366,195
Positions
    50,689     17,654     18,446    138,902     78,339     23,159     25,849    124,101     61,754     12,766      3,331     12,189     22,441     27,222
 
Changes from:       May 21, 2019                                     Total Change is:    -3,788
       868     -2,486     -4,897     12,842      4,451     -2,802     -9,582      5,005     -2,889      1,711        147        923         38     -1,240
 
Percent of Open Interest Represented by Each Category of Trader
      13.8        4.8        5.0       37.9       21.4        6.3        7.1       33.9       16.9        3.5        0.9        3.3        6.1        7.4
 
Number of Traders in Each Category                                    Total Traders:       193 
        12         14         18         30         22         21         32         50         46         11          9         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    31,924
Positions
     1,955        657      1,151     14,452     19,869          0     12,908      9,871        102      1,183        239          0        173         35
 
Changes from:       May 21, 2019                                     Total Change is:    -1,007
      -270         10          4        -15        925          0       -788     -1,946          0         56         -1          0          6          1
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        2.1        3.6       45.3       62.2        0.0       40.4       30.9        0.3        3.7        0.7        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          .          .         11          4          0          5          8          .          8          .          0
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Updated May 31, 2019