Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   163,451
Positions
    43,008        137      4,625     37,850     48,321      6,790     12,779     48,909     15,810     12,535      2,019         59     29,995     36,781
 
Changes from:       April 30, 2019                                   Total Change is:    -4,536
    -4,645       -456        730     -1,288        707        -32      1,027     -2,116       -898        217       -725          9        344     -1,755
 
Percent of Open Interest Represented by Each Category of Trader
      26.3        0.1        2.8       23.2       29.6        4.2        7.8       29.9        9.7        7.7        1.2        0.0       18.4       22.5
 
Number of Traders in Each Category                                    Total Traders:       109 
        12          .          8         13         19         14         19         28         20         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   103,856
Positions
    68,704      1,841      1,148      1,698     32,441        344     20,603     36,931      1,410        919        858          0      9,030     28,883
 
Changes from:       April 30, 2019                                   Total Change is:    -1,285
       288        -30        132          0      1,319         31     -1,704       -934          2          0        -13          0        -35     -1,792
 
Percent of Open Interest Represented by Each Category of Trader
      66.2        1.8        1.1        1.6       31.2        0.3       19.8       35.6        1.4        0.9        0.8        0.0        8.7       27.8
 
Number of Traders in Each Category                                    Total Traders:        67 
         9          .          .          .         20          .         11         21          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   176,019
Positions
    25,555      8,079      4,969     63,544     74,190      6,901     31,626     24,141     16,236        544      7,789        251     26,392     33,462
 
Changes from:       April 30, 2019                                   Total Change is:    -5,137
       580         47        691         58     -6,050        720     -6,361      3,452        348       -311     -2,787         51       -913     -1,610
 
Percent of Open Interest Represented by Each Category of Trader
      14.5        4.6        2.8       36.1       42.1        3.9       18.0       13.7        9.2        0.3        4.4        0.1       15.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       115 
         8          6          9         15         28         11         26         26         19          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   229,397
Positions
   104,854      2,305      3,673     33,988     83,879      9,836     22,495     64,697     20,069      3,760      2,570        320     30,403     42,047
 
Changes from:       April 30, 2019                                   Total Change is:       247
    -4,048        615        468        479     -5,251        888      3,793      1,876      1,336        273        135       -644     -2,297        824
 
Percent of Open Interest Represented by Each Category of Trader
      45.7        1.0        1.6       14.8       36.6        4.3        9.8       28.2        8.7        1.6        1.1        0.1       13.3       18.3
 
Number of Traders in Each Category                                    Total Traders:       129 
        11          4          8         21         29         13         17         36         22          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   573,680
Positions
    40,485     78,234     17,904    305,558    163,094     34,909     25,971    150,589     40,933     17,162     19,222        863     89,895     67,931
 
Changes from:       April 30, 2019                                   Total Change is:   -12,992
     3,963      5,472     -3,447      1,676     -5,273     -4,180     -1,334      2,683     -7,217       -160        302       -742     -1,551       -590
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       13.6        3.1       53.3       28.4        6.1        4.5       26.2        7.1        3.0        3.4        0.2       15.7       11.8
 
Number of Traders in Each Category                                    Total Traders:       298 
        19         12         15         93         40         45         31         65         33         20         18          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    28,224
Positions
         0      7,464          0     10,812      9,681      3,538      1,470          0          4          0        583          8     12,392      6,946
 
Changes from:       April 30, 2019                                   Total Change is:       732
         0          0          0        -92        631          2        284          0          3          0          0          0        535         96
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       26.4        0.0       38.3       34.3       12.5        5.2        0.0        0.0        0.0        2.1        0.0       43.9       24.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         11          8          8          .          0          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    24,571
Positions
     4,320      4,769        608      8,205     10,883      2,587      2,743          0          0          0          0          0      6,108      5,724
 
Changes from:       April 30, 2019                                   Total Change is:       504
       -20         13        -13          5        416         71         29          0          0          0          0          0        432         17
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       19.4        2.5       33.4       44.3       10.5       11.2        0.0        0.0        0.0        0.0        0.0       24.9       23.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          6          9          8          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   179,508
Positions
    75,171      3,557      4,561     15,482     59,492      4,326     34,536     41,303     13,558      4,748      6,074        222     26,903     46,414
 
Changes from:       April 30, 2019                                   Total Change is:     3,227
      -443        218      1,130       -738       -324        -95      1,664        481        383        463        917       -972      1,834      1,488
 
Percent of Open Interest Represented by Each Category of Trader
      41.9        2.0        2.5        8.6       33.1        2.4       19.2       23.0        7.6        2.6        3.4        0.1       15.0       25.9
 
Number of Traders in Each Category                                    Total Traders:        97 
        10          .          7         13         18         14         21         24         18          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    64,580
Positions
         0     51,485        500     58,833          0          0      3,286     10,553          0        299      1,109          0      1,662        933
 
Changes from:       April 30, 2019                                   Total Change is:     1,950
         0      2,979          0      2,789          0          0       -700     -1,070          0          0         70          0       -139        -29
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       79.7        0.8       91.1        0.0        0.0        5.1       16.3        0.0        0.5        1.7        0.0        2.6        1.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         0          4          .          9          0          0         12          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   264,388
Positions
       379    156,180      1,040    158,269     11,957         10     94,324     58,612        693      2,380     32,158        201      7,092      3,537
 
Changes from:       April 30, 2019                                   Total Change is:     5,180
       -22      3,091        -22      4,960      1,008         10        611       -275        270       -240        809        158       -545        131
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       59.1        0.4       59.9        4.5        0.0       35.7       22.2        0.3        0.9       12.2        0.1        2.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       177 
         .         13          .         35          8          .         53         34          9         12         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    37,922
Positions
    23,763          0          0      1,063     28,448          0      9,187      6,893        172      1,913        620          0      1,824      1,789
 
Changes from:       April 30, 2019                                   Total Change is:    -9,560
     9,194       -271    -10,736        -17      1,446          0     -7,884        511        -63        301       -605          0       -355        158
 
Percent of Open Interest Represented by Each Category of Trader
      62.7        0.0        0.0        2.8       75.0        0.0       24.2       18.2        0.5        5.0        1.6        0.0        4.8        4.7
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          0          0          .          6          0          8         19          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    48,434
Positions
    24,583      1,177          3      3,601     23,136        557     14,570     14,624      2,115        158        610          0      2,847      6,212
 
Changes from:       April 30, 2019                                   Total Change is:      -869
       300        128        -18        441        324         16     -2,122     -1,446         97       -127       -131          0        544        160
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        2.4        0.0        7.4       47.8        1.2       30.1       30.2        4.4        0.3        1.3        0.0        5.9       12.8
 
Number of Traders in Each Category                                    Total Traders:        88 
        10          .          .          6         19          .         21         25          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    41,480
Positions
     4,875     22,981        978     15,287        391        392      7,794      4,003      1,441      1,494      1,740          0      9,220      9,554
 
Changes from:       April 30, 2019                                   Total Change is:         4
      -587      3,214       -337      4,236       -291     -2,092     -2,121     -1,517        112          0       -112          0        792      1,027
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       55.4        2.4       36.9        0.9        0.9       18.8        9.7        3.5        3.6        4.2        0.0       22.2       23.0
 
Number of Traders in Each Category                                    Total Traders:       103 
        12         20          .         17          .          5         23         17         11          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    82,960
Positions
     9,749     45,963      1,956     30,574        782        784     15,587      8,006      2,882      2,988      3,480          0     18,440     19,108
 
Changes from:       April 30, 2019                                   Total Change is:         8
    -1,173      6,427       -674      8,472       -581     -4,184     -4,241     -3,035        224          0       -223          0      1,584      2,053
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       55.4        2.4       36.9        0.9        0.9       18.8        9.7        3.5        3.6        4.2        0.0       22.2       23.0
 
Number of Traders in Each Category                                    Total Traders:       103 
        12         20          .         17          .          5         23         17         11          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    27,541
Positions
     2,684     21,624          0     22,251      1,345        247        435      1,917          0          0        452          0      1,924      1,956
 
Changes from:       April 30, 2019                                   Total Change is:       979
      -200        850          0        828        112       -208         55         98          0          0          0          0        504        127
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       78.5        0.0       80.8        4.9        0.9        1.6        7.0        0.0        0.0        1.6        0.0        7.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          7          0          9          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   798,537
Positions
    59,701    146,708     46,607    274,209    123,131     70,169     56,169     73,666    164,823     14,562     60,338     20,933     91,363     92,164
 
Changes from:       April 30, 2019                                   Total Change is:    33,310
     3,549     -8,878      6,299     -9,043       -644      7,923     -6,393     -5,973     29,446     -1,219      1,627      1,600      1,146      1,910
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       18.4        5.8       34.3       15.4        8.8        7.0        9.2       20.6        1.8        7.6        2.6       11.4       11.5
 
Number of Traders in Each Category                                    Total Traders:       620 
        33         38         47        171         95        137         84         95        104         53         50         58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    69,497
Positions
     8,773     19,110      2,530      3,757      1,652      3,173      4,500      9,043     18,584        141          3        527     27,512     14,876
 
Changes from:       April 30, 2019                                   Total Change is:    -3,554
       305     -3,010        207         -9       -407     -1,974     -3,685        884        978         31        -39        168        423       -362
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       27.5        3.6        5.4        2.4        4.6        6.5       13.0       26.7        0.2        0.0        0.8       39.6       21.4
 
Number of Traders in Each Category                                    Total Traders:        53 
         4         12          5          .          .          .          7         16         21          7          .          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    14,123
Positions
     5,402     11,257          0      6,143        857        130        282        595         52          0          0          0      2,114      1,232
 
Changes from:       April 30, 2019                                   Total Change is:       -74
         0         11          0       -176          0        -77        282       -217          7          0          0          0       -110        202
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       79.7        0.0       43.5        6.1        0.9        2.0        4.2        0.4        0.0        0.0        0.0       15.0        8.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         6          4          0          6          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 3,645,201
Positions
   271,550    654,900    203,477  1,356,984    612,114    330,256    307,863    372,627    681,677     72,109    301,678    102,031    319,254    386,441
 
Changes from:       April 30, 2019                                   Total Change is:   184,322
     8,141    -37,420     38,539    -45,378     -1,394     49,695    -25,875    -46,623    154,675     -6,253      8,327      7,163      3,615     11,360
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       18.0        5.6       37.2       16.8        9.1        8.4       10.2       18.7        2.0        8.3        2.8        8.8       10.6
 
Number of Traders in Each Category                                    Total Traders:       607 
        33         36         44        172         93        136         84         90         98         47         51         53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    32,210
Positions
     1,925      9,468     17,768      8,441      1,107        990        314        528          0          0        341          0      2,772      2,008
 
Changes from:       April 30, 2019                                   Total Change is:     1,313
         7        163        372      1,245        150       -112          0          0          0          0          3          0       -199        737
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       29.4       55.2       26.2        3.4        3.1        1.0        1.6        0.0        0.0        1.1        0.0        8.6        6.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          7          .          7          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    14,009
Positions
     5,839      4,529          0      3,144      6,483      1,227        614        229          0          0          0          0      3,185      1,541
 
Changes from:       April 30, 2019                                   Total Change is:    -2,794
    -2,364       -462          0          0     -2,366        -12       -380          0          0          0          0          0        -38         46
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       32.3        0.0       22.4       46.3        8.8        4.4        1.6        0.0        0.0        0.0        0.0       22.7       11.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          4          0          .          5          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    66,752
Positions
     6,754     13,593        234     43,973     36,817      2,902      1,685      1,146        333          0      7,644          0     10,871      4,083
 
Changes from:       April 30, 2019                                   Total Change is:     1,255
      -140       -975          0      1,160        204         61        502       -941        -27       -266      2,264          0        -35        669
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       20.4        0.4       65.9       55.2        4.3        2.5        1.7        0.5        0.0       11.5        0.0       16.3        6.1
 
Number of Traders in Each Category                                    Total Traders:        79 
         5          7          .         38         17         14          7          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    46,136
Positions
    10,292      8,880        359     13,969     10,649      1,208      8,236     10,859      3,813        853      2,012        231      7,175      8,124
 
Changes from:       April 30, 2019                                   Total Change is:    -1,422
      -318     -1,955        -19       -712       -164        203       -466        -61        317       -787        613         79        281       -435
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       19.2        0.8       30.3       23.1        2.6       17.9       23.5        8.3        1.8        4.4        0.5       15.6       17.6
 
Number of Traders in Each Category                                    Total Traders:       247 
        21         20          4         53         34         27         29         53         23         11         26          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   230,680
Positions
    51,459     44,400      1,796     69,844     53,244      6,038     41,181     54,296     19,067      4,264     10,061      1,155     35,877     40,622
 
Changes from:       April 30, 2019                                   Total Change is:    -7,112
    -1,592     -9,774        -93     -3,558       -821      1,017     -2,330       -307      1,583     -3,937      3,066        394      1,405     -2,177
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       19.2        0.8       30.3       23.1        2.6       17.9       23.5        8.3        1.8        4.4        0.5       15.6       17.6
 
Number of Traders in Each Category                                    Total Traders:       247 
        21         20          4         53         34         27         29         53         23         11         26          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2019                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   439,563
Positions
    63,962     73,025      4,042    240,849    190,211     40,141     53,129     73,340      7,102      7,046     31,395          0     23,292     20,307
 
Changes from:       April 30, 2019                                   Total Change is:     7,650
     3,081      4,816        824      1,700     -3,873         84      3,422      5,661     -2,590       -174      1,944          0      1,304        785
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       16.6        0.9       54.8       43.3        9.1       12.1       16.7        1.6        1.6        7.1        0.0        5.3        4.6
 
Number of Traders in Each Category                                    Total Traders:       283 
        23         19          7         72         51         43         47         51         27          9         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    26,300
Positions
     6,056          0          0     12,188        643        250      1,265     21,614         15        703        452          0      5,823      3,326
 
Changes from:       April 30, 2019                                   Total Change is:       788
       311          0          0        -69          0          1       -113        558         -8          0        126          0        666        111
 
Percent of Open Interest Represented by Each Category of Trader
      23.0        0.0        0.0       46.3        2.4        1.0        4.8       82.2        0.1        2.7        1.7        0.0       22.1       12.6
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          0          0         14          .          .          .          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    62,175
Positions
     3,224     22,260        382     17,173      6,078        766     30,447      3,689        222        933        400          0      9,028     28,378
 
Changes from:       April 30, 2019                                   Total Change is:    -1,671
      -299     -1,697         11     -3,116      1,122       -117       -128       -362         14        933          0          0      1,031       -642
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       35.8        0.6       27.6        9.8        1.2       49.0        5.9        0.4        1.5        0.6        0.0       14.5       45.6
 
Number of Traders in Each Category                                    Total Traders:        70 
         7         14          .         11          8          6         21          6          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   336,588
Positions
    44,862    199,550      4,279    234,261     96,898     20,493     15,285      6,595        482      7,084      1,442          0      9,842      6,849
 
Changes from:       April 30, 2019                                   Total Change is:    -3,565
       -47     -1,191       -520      3,687      2,756       -506     -7,115     -3,702        142      1,527          0          0       -733       -544
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       59.3        1.3       69.6       28.8        6.1        4.5        2.0        0.1        2.1        0.4        0.0        2.9        2.0
 
Number of Traders in Each Category                                    Total Traders:       165 
        16         12          7         65         37         28         17         10          6          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,301,303
Positions
    75,835    887,814      2,828    945,646    184,491    116,135     87,694     66,187      3,705     30,091     21,687      2,801     36,568     15,655
 
Changes from:       April 30, 2019                                   Total Change is:    -2,279
     4,250    -19,219        625    -19,035     16,754      8,975       -314    -12,260        943      1,835        876        -26        468      1,053
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       68.2        0.2       72.7       14.2        8.9        6.7        5.1        0.3        2.3        1.7        0.2        2.8        1.2
 
Number of Traders in Each Category                                    Total Traders:       422 
        28         18          6        182         61         80         61         28         17         31         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   104,161
Positions
    38,069     57,550     46,146      6,264          0        305     12,452          0        100        800          0          0         25         60
 
Changes from:       April 30, 2019                                   Total Change is:     2,508
     1,768      1,868        640          0          0          0        100          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       55.3       44.3        6.0        0.0        0.3       12.0        0.0        0.1        0.8        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         4         18          8          7          0          .          .          0          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,179,364
Positions
     9,446     88,225     21,014    435,789    332,974    225,380    103,224    142,054    157,691     28,512     38,408      9,687    188,620    163,929
 
Changes from:       April 30, 2019                                   Total Change is:    75,795
      -475     12,032      5,274     -5,207     -4,680     16,434     12,801      1,610     38,632      1,191        665      1,267      5,880      4,561
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        7.5        1.8       37.0       28.2       19.1        8.8       12.0       13.4        2.4        3.3        0.8       16.0       13.9
 
Number of Traders in Each Category                                    Total Traders:       193 
         8         18         17         60         26         49         30         31         42          8         12         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,224,819
Positions
     7,046    216,860     18,154    737,157     32,755    176,858     26,631    626,893     52,062     37,401        624        979    168,531     99,634
 
Changes from:       April 30, 2019                                   Total Change is:    26,023
    -1,952     12,876      9,076      8,454     -3,449     -5,392      5,949      3,824      6,342        -12          0          0      3,558      2,746
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       17.7        1.5       60.2        2.7       14.4        2.2       51.2        4.3        3.1        0.1        0.1       13.8        8.1
 
Number of Traders in Each Category                                    Total Traders:       135 
         4         15         10         67         14         52         10         22         13          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 4,231,741
Positions
   110,723    337,775     87,307  1,969,359    631,388    264,589    687,532  2,215,340    415,173    503,440    163,221      8,278    185,341    108,672
 
Changes from:       April 30, 2019                                   Total Change is:    98,811
   -66,300    -20,017     29,595     91,553     -9,659      5,559    -12,309     59,391     57,796     -2,630     -9,561     -4,055       -399    -10,238
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        8.0        2.1       46.5       14.9        6.3       16.2       52.4        9.8       11.9        3.9        0.2        4.4        2.6
 
Number of Traders in Each Category                                    Total Traders:       368 
        22         30         14        125         30         78         56         65         54         21         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 4,761,039
Positions
   185,826    180,859    269,447  1,698,979    956,528    885,155    347,815  1,219,111    499,287    320,097    231,370     73,038    481,393    446,243
 
Changes from:       April 30, 2019                                   Total Change is:   109,869
    -6,156    -47,472     34,395    -15,851    -19,858     66,717    -26,946     28,812     45,600     11,119     -1,771        -39      1,030      3,485
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        3.8        5.7       35.7       20.1       18.6        7.3       25.6       10.5        6.7        4.9        1.5       10.1        9.4
 
Number of Traders in Each Category                                    Total Traders:       409 
        23         29         33         96         80        113         69         61         86         26         25         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   745,862
Positions
    27,861     58,845        660    313,869    294,517    101,162    115,697    124,250      8,401     62,717     16,328         10    115,485    141,689
 
Changes from:       April 30, 2019                                   Total Change is:   -19,280
    -4,086     -7,269       -395     -9,413    -14,725      2,839    -14,040      3,125        554       -606          0          0      5,867     -3,409
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        7.9        0.1       42.1       39.5       13.6       15.5       16.7        1.1        8.4        2.2        0.0       15.5       19.0
 
Number of Traders in Each Category                                    Total Traders:       106 
         5          9          .         24         33         35         15         13          9          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2019                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 5,098,889
Positions
    60,443    492,597    124,763  2,386,044    827,131    819,131    485,822  1,690,027    481,805    371,768    292,703     16,244    352,869    354,488
 
Changes from:       April 30, 2019                                   Total Change is:    13,589
   -16,202     43,634    -15,483    -23,933     -6,908     15,370    -39,758   -106,880     75,214     13,524     -5,515        896      3,961     13,261
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        9.7        2.4       46.8       16.2       16.1        9.5       33.1        9.4        7.3        5.7        0.3        6.9        7.0
 
Number of Traders in Each Category                                    Total Traders:       347 
        12         35         29         97         56         94         46         66         64         14         21         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2019                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,986,315
Positions
   619,263    234,970    578,241      2,176     50,625     39,639    126,388    517,859    489,275     76,117      9,926     17,311     37,905     48,469
 
Changes from:       April 30, 2019                                   Total Change is:  -130,352
   -11,834     -8,737    -13,616    -57,583     -3,788       -248    -11,373    -99,470     -5,903    -31,941     -2,236     -1,752      3,898      5,398
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       11.8       29.1        0.1        2.5        2.0        6.4       26.1       24.6        3.8        0.5        0.9        1.9        2.4
 
Number of Traders in Each Category                                    Total Traders:       143 
        25         31         49          .          5          4         23         40         44          6          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is26,491,007
Positions
 2,590,108  1,760,509  5,139,654    648,877  1,802,580  1,730,314  1,511,656    833,966 13,565,270    293,163    299,261    281,278    730,688  1,078,175
 
Changes from:       April 30, 2019                                   Total Change is:   363,314
  -128,822     73,990    101,776      5,211     33,660    -49,280     61,549    -94,037    311,269     64,225      4,713     14,235    -16,849    -33,011
 
Percent of Open Interest Represented by Each Category of Trader
       9.8        6.6       19.4        2.4        6.8        6.5        5.7        3.1       51.2        1.1        1.1        1.1        2.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       318 
        26         47         68         16         34         41         70         75        129         20         24         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    67,952
Positions
     7,253     19,264      4,548        257      2,808        850     32,445     17,830     21,807          0          0          0        792        845
 
Changes from:       April 30, 2019                                   Total Change is:     5,810
       252      1,168       -443       -850      2,808        850      4,056       -565      1,342          0          0          0        603        650
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       28.3        6.7        0.4        4.1        1.3       47.7       26.2       32.1        0.0        0.0        0.0        1.2        1.2
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          8          6          .          .          .         15          8         17          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    62,953
Positions
    10,052     13,712     13,365      2,450          0         60     17,727     16,918     16,474        650          0          0      2,175      2,424
 
Changes from:       April 30, 2019                                   Total Change is:      -486
    -1,093      1,527      2,995     -2,271     -2,928         10     -3,416     -5,426      1,274        -50          0          0      2,065      2,062
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       21.8       21.2        3.9        0.0        0.1       28.2       26.9       26.2        1.0        0.0        0.0        3.5        3.9
 
Number of Traders in Each Category                                    Total Traders:        50 
         8          8          9          .          0          .         13         17         16          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    24,360
Positions
     2,378     10,304          0      1,270      4,675          0     13,232      5,624         75      7,399      1,200          0          6      2,482
 
Changes from:       April 30, 2019                                   Total Change is:       899
        -5        860          0        -92          0          0        919        185          0         77          0          0          0       -146
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       42.3        0.0        5.2       19.2        0.0       54.3       23.1        0.3       30.4        4.9        0.0        0.0       10.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          .         10          0          5          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2019                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    17,381
Positions
     2,845      7,982          0      1,205      2,086          9     13,317      5,378          0          0        237          0          5      1,689
 
Changes from:       April 30, 2019                                   Total Change is:     1,464
        23        533          0        464        -10          0      1,007        952          0          0          0          0        -30        -11
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       45.9        0.0        6.9       12.0        0.1       76.6       30.9        0.0        0.0        1.4        0.0        0.0        9.7
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          0          .          9          .          .          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2019                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    48,263
Positions
    10,763      2,848     15,507          0         70          0      7,996      9,830     13,711         30      6,039        246         10         12
 
Changes from:       April 30, 2019                                   Total Change is:      -451
         0     -1,416          0          0          0          0       -445        948          0          0         12          0         -6          5
 
Percent of Open Interest Represented by Each Category of Trader
      22.3        5.9       32.1        0.0        0.1        0.0       16.6       20.4       28.4        0.1       12.5        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          .          0          5          .          .          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE   (1 Bitcoin)                                                                                                          
CFTC Code #1330E1                                                    Open Interest is     2,607
Positions
        55          0          0          0          0          0        226        887        240        899      1,244          0      1,187        236
 
Changes from:       April 30, 2019                                   Total Change is:      -314
         0          0          0          0          0          0         59       -537       -124       -177        327          0        -72         20
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        0.0        0.0        0.0        0.0        0.0        8.7       34.0        9.2       34.5       47.7        0.0       45.5        9.1
 
Number of Traders in Each Category                                    Total Traders:        19 
         .          0          0          0          0          0          .          5          .          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,388
Positions
         0        123          0        286          0         29      1,941      2,692         79        719      1,216          0      1,334        249
 
Changes from:       April 30, 2019                                   Total Change is:       571
         0          0          0         32        -72         -6        152        317         16        261        274          0        116         42
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.8        0.0        6.5        0.0        0.7       44.2       61.3        1.8       16.4       27.7        0.0       30.4        5.7
 
Number of Traders in Each Category                                    Total Traders:        47 
         0          .          0          4          0          .         11         16          .         10          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    54,831
Positions
       422     26,476          0     22,070      2,534        400     22,733     20,995      1,481      2,430      1,056         56      5,238      1,832
 
Changes from:       April 30, 2019                                   Total Change is:    -4,228
       -65          0          0     -1,837          0        -29     -2,997     -3,733         75        684       -282       -103         44       -156
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       48.3        0.0       40.3        4.6        0.7       41.5       38.3        2.7        4.4        1.9        0.1        9.6        3.3
 
Number of Traders in Each Category                                    Total Traders:        97 
         .          .          0         14          6          .         33         16         11         17          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   425,097
Positions
    79,715     18,796     16,518    143,452     97,389     26,989     40,363    150,920     67,541      9,412      2,387     10,039     31,068     34,518
 
Changes from:       April 30, 2019                                   Total Change is:   -23,741
    -5,773      9,867     -3,570     -5,605    -28,679     -3,429      1,131      2,503     -1,056     -6,513       -536     -3,885      4,959      5,044
 
Percent of Open Interest Represented by Each Category of Trader
      18.8        4.4        3.9       33.7       22.9        6.3        9.5       35.5       15.9        2.2        0.6        2.4        7.3        8.1
 
Number of Traders in Each Category                                    Total Traders:       198 
        12         13         17         29         31         27         38         50         53          7          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    32,513
Positions
     4,596        662      1,146     19,203     13,868          0      6,139     16,548        100      1,130        150          0        199         39
 
Changes from:       April 30, 2019                                   Total Change is:     4,187
     2,738        -30          3     -4,485      6,837        -39      5,981     -2,595          0        -25         -5          0         14         16
 
Percent of Open Interest Represented by Each Category of Trader
      14.1        2.0        3.5       59.1       42.7        0.0       18.9       50.9        0.3        3.5        0.5        0.0        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          .          .         13          4          0          5          8          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated May 10, 2019