Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   166,780
Positions
    41,730      2,953     11,825     29,199     39,327      4,025     11,459     51,630     22,350     14,789      1,956         13     31,391     32,701
 
Changes from:       May 28, 2019                                     Total Change is:    13,505
    -1,146        505      7,982        618     -2,097       -163        586      5,945      4,375      1,545        -91          2       -294     -2,952
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        1.8        7.1       17.5       23.6        2.4        6.9       31.0       13.4        8.9        1.2        0.0       18.8       19.6
 
Number of Traders in Each Category                                    Total Traders:       115 
        10          4          8         11         23         11         15         35         19         14          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    84,397
Positions
    54,331      3,511        630      1,404     23,966        900     14,266     27,669      1,638        919      1,482          0     10,308     24,601
 
Changes from:       May 28, 2019                                     Total Change is:    -3,350
    -5,767      2,071       -400        419     -4,109        192        390      1,967        169          0        -34          0      1,646     -3,207
 
Percent of Open Interest Represented by Each Category of Trader
      64.4        4.2        0.7        1.7       28.4        1.1       16.9       32.8        1.9        1.1        1.8        0.0       12.2       29.1
 
Number of Traders in Each Category                                    Total Traders:        56 
         6          5          .          .         18          .          9         13          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   254,127
Positions
    86,502      5,116     10,630     53,929    105,874     14,762     30,077     38,147     30,956          1      6,856        169     27,101     41,615
 
Changes from:       May 28, 2019                                     Total Change is:     6,561
    11,839       -239      1,467     -2,953      5,846      1,718     -6,893     -2,430      1,266          1       -278        169        -52       -957
 
Percent of Open Interest Represented by Each Category of Trader
      34.0        2.0        4.2       21.2       41.7        5.8       11.8       15.0       12.2        0.0        2.7        0.1       10.7       16.4
 
Number of Traders in Each Category                                    Total Traders:       130 
        10          4          8         15         31         11         28         38         24          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   212,215
Positions
    49,444     21,279     12,243     32,610     52,123     14,087     28,492     43,012     33,076      7,409      2,094      1,239     33,615     33,063
 
Changes from:       May 28, 2019                                     Total Change is:    10,269
   -13,638      4,811      5,192      2,144     -5,848      3,886        215     -4,961      8,196        955       -263        646      2,675     -1,390
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       10.0        5.8       15.4       24.6        6.6       13.4       20.3       15.6        3.5        1.0        0.6       15.8       15.6
 
Number of Traders in Each Category                                    Total Traders:       127 
         7          8          8         21         27         16         20         33         23          6          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   586,063
Positions
    33,238     96,332     23,058    302,117    163,913     34,375     28,699    135,850     52,540     20,366     14,791      2,156     89,515     63,047
 
Changes from:       May 28, 2019                                     Total Change is:    -9,508
    -4,746      7,783     -8,566       -384      1,589     -1,761      1,962     -7,857      2,322      3,849     -2,925        -28     -2,155        -64
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       16.4        3.9       51.6       28.0        5.9        4.9       23.2        9.0        3.5        2.5        0.4       15.3       10.8
 
Number of Traders in Each Category                                    Total Traders:       304 
        20         12         14         88         42         49         35         66         36         22         19         10
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    26,602
Positions
         0      7,422         83      8,628      5,937      3,195        530      4,291          0          0        583          8     14,158      5,083
 
Changes from:       May 28, 2019                                     Total Change is:       137
         0        975         83        302     -1,658       -333          0      1,670         -2          0          0          0         87       -598
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       27.9        0.3       32.4       22.3       12.0        2.0       16.1        0.0        0.0        2.2        0.0       53.2       19.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          .         10          5          8          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    27,384
Positions
     4,422      4,007        552      7,967     13,746      2,164      4,404        957         48          0        950          0      7,827      4,960
 
Changes from:       May 28, 2019                                     Total Change is:       -43
        92       -157        -17       -139        890       -145     -1,684          0         45          0        950          0      1,805     -1,609
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       14.6        2.0       29.1       50.2        7.9       16.1        3.5        0.2        0.0        3.5        0.0       28.6       18.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          6          9          8          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   191,439
Positions
    76,626      4,744      5,939     13,821     65,603      4,269     39,256     43,005     19,148      2,475      3,050        777     29,129     44,905
 
Changes from:       May 28, 2019                                     Total Change is:    -7,343
    -5,076        207       -942     -2,502     -4,954       -513        -31     -4,832      4,159       -535       -224        583     -2,484       -826
 
Percent of Open Interest Represented by Each Category of Trader
      40.0        2.5        3.1        7.2       34.3        2.2       20.5       22.5       10.0        1.3        1.6        0.4       15.2       23.5
 
Number of Traders in Each Category                                    Total Traders:       104 
         9          .          9         12         19         13         27         23         17          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    63,797
Positions
         0     52,041         50     50,109          0          0      3,135      9,330        475      7,847        400          0      2,181      1,501
 
Changes from:       May 28, 2019                                     Total Change is:       948
         0        631          0        431          0          0       -318       -668        475        164         -8          0        196        518
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       81.6        0.1       78.5        0.0        0.0        4.9       14.6        0.7       12.3        0.6        0.0        3.4        2.4
 
Number of Traders in Each Category                                    Total Traders:        38 
         0          6          .          7          0          0         12          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   243,164
Positions
     1,932    145,096        914    146,841     15,935        218     75,235     37,239      8,727      2,086     30,637          0      7,211      4,399
 
Changes from:       May 28, 2019                                     Total Change is:   -32,556
     1,666    -11,603       -114    -18,313     -1,093        208    -17,217    -22,497      1,798       -909       -529          0        325      1,273
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       59.7        0.4       60.4        6.6        0.1       30.9       15.3        3.6        0.9       12.6        0.0        3.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       150 
         4         10          .         32          7          .         41         33         14          7         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    43,712
Positions
    29,579          0        873      1,233     32,006          0      8,227      7,348      1,155        682        560        125      1,838      1,645
 
Changes from:       May 28, 2019                                     Total Change is:    -9,684
     5,941          0        808        335     -5,926     -3,808    -11,557        394       -668       -489       -150        125       -371       -459
 
Percent of Open Interest Represented by Each Category of Trader
      67.7        0.0        2.0        2.8       73.2        0.0       18.8       16.8        2.6        1.6        1.3        0.3        4.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          .          .          5          0         11         16          5          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    68,799
Positions
    36,149      1,076      3,218      3,715     32,371        417     17,825     18,150      3,960        623      3,683          5      2,887      5,919
 
Changes from:       May 28, 2019                                     Total Change is:     6,766
     3,352       -112      3,163        -30      2,924        201     -1,719       -710      1,795        -40         19          0         44       -514
 
Percent of Open Interest Represented by Each Category of Trader
      52.5        1.6        4.7        5.4       47.1        0.6       25.9       26.4        5.8        0.9        5.4        0.0        4.2        8.6
 
Number of Traders in Each Category                                    Total Traders:       103 
        10          .          .          7         21          .         24         30          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    15,250
Positions
     6,020      3,398      2,116      3,744      2,235          0      2,438      5,036         48        122        135          0        762      2,282
 
Changes from:       May 28, 2019                                     Total Change is:       432
        69          0        347       -118         -1          0       -128        -54         44        122         18          0         96         78
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       22.3       13.9       24.6       14.7        0.0       16.0       33.0        0.3        0.8        0.9        0.0        5.0       15.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          .          .          0          .          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    39,710
Positions
    14,395     14,196      1,453      5,864      1,985      1,968      5,797      7,933      1,252      1,618      1,361          0      7,364      9,562
 
Changes from:       May 28, 2019                                     Total Change is:      -410
     4,816     -2,821        273     -1,408      1,371     -1,575     -1,586        708        105       -179       -266          0       -857      1,793
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       35.8        3.7       14.8        5.0        5.0       14.6       20.0        3.2        4.1        3.4        0.0       18.5       24.1
 
Number of Traders in Each Category                                    Total Traders:        98 
        14         14          6         17          6          5         19         16         12          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    79,419
Positions
    28,790     28,393      2,906     11,727      3,969      3,936     11,593     15,867      2,504      3,236      2,722          0     14,727     19,123
 
Changes from:       May 28, 2019                                     Total Change is:      -820
     9,631     -5,642        547     -2,815      2,742     -3,149     -3,173      1,416        210       -358       -531          0     -1,714      3,587
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       35.8        3.7       14.8        5.0        5.0       14.6       20.0        3.2        4.1        3.4        0.0       18.5       24.1
 
Number of Traders in Each Category                                    Total Traders:        98 
        14         14          6         17          6          5         19         16         12          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    25,853
Positions
     1,888     19,972          0     20,615      1,441        591        435      1,266          0        796      1,112          0      1,528      1,471
 
Changes from:       May 28, 2019                                     Total Change is:    -1,544
         0       -863          0     -1,652        -41        142          0       -546          0          0        660          0        -34       -896
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       77.3        0.0       79.7        5.6        2.3        1.7        4.9        0.0        3.1        4.3        0.0        5.9        5.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          7          0         10          .          4          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   818,397
Positions
    53,498    130,362     53,772    273,106    130,843     71,502     56,226     72,909    181,961     26,198     64,102     22,601     79,534     90,344
 
Changes from:       May 28, 2019                                     Total Change is:    -4,343
    -4,157     -4,150      4,223      4,095        535      2,688      6,614     -1,983      2,705        355      1,805    -10,842    -10,022        677
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       15.9        6.6       33.4       16.0        8.7        6.9        8.9       22.2        3.2        7.8        2.8        9.7       11.0
 
Number of Traders in Each Category                                    Total Traders:       637 
        33         36         48        172        104        150         93         97        108         41         61         53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    62,353
Positions
    11,255     17,196      1,387      4,554      1,292        713      7,314      8,312     14,122         21        104        627     22,360     18,601
 
Changes from:       May 28, 2019                                     Total Change is:    -3,227
       466     -2,920       -158       -367        135        -62        812     -2,708        537        -35         24         16     -4,436      1,908
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       27.6        2.2        7.3        2.1        1.1       11.7       13.3       22.6        0.0        0.2        1.0       35.9       29.8
 
Number of Traders in Each Category                                    Total Traders:        46 
         6          9          6          .          .          .         10          9         16          4          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    17,284
Positions
     8,432     11,285      1,057      3,524      1,607      1,607        561        421          2          0        300          0      2,101      1,005
 
Changes from:       May 28, 2019                                     Total Change is:     2,193
     1,480       -111      1,057         95      1,607          0       -393       -435       -232          0          0          0        186        307
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       65.3        6.1       20.4        9.3        9.3        3.2        2.4        0.0        0.0        1.7        0.0       12.2        5.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          7          .          .          .          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    14,595
Positions
     4,666     12,453        908      6,793          0         29          0        441         45        323          0          0      1,831        719
 
Changes from:       May 28, 2019                                     Total Change is:       344
      -842        -38        908        319          0          7          0        -12          0          0          0          0        -48       -521
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       85.3        6.2       46.5        0.0        0.2        0.0        3.0        0.3        2.2        0.0        0.0       12.5        4.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          6          .          6          0          .          0          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 3,780,222
Positions
   224,081    578,699    249,061  1,346,547    651,544    350,161    297,644    376,073    786,105    130,883    319,992    109,870    285,871    358,718
 
Changes from:       May 28, 2019                                     Total Change is:    -5,579
   -30,928    -13,963     29,718     21,917      1,607     14,142     14,949    -10,438     24,896      1,947      8,906    -54,290    -27,930     -6,156
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       15.3        6.6       35.6       17.2        9.3        7.9        9.9       20.8        3.5        8.5        2.9        7.6        9.5
 
Number of Traders in Each Category                                    Total Traders:       625 
        32         35         47        173        102        149         87         99        104         37         60         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    27,200
Positions
     2,493     11,860     12,730      7,993          0        785        789        528          0          0          0          0      2,410      1,297
 
Changes from:       May 28, 2019                                     Total Change is:    -3,399
         0      1,622     -3,112       -445     -1,107       -110        564          0        -89          0          0          0       -207       -603
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       43.6       46.8       29.4        0.0        2.9        2.9        1.9        0.0        0.0        0.0        0.0        8.9        4.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          9          4          7          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    16,777
Positions
     8,644      4,610          0      3,244      9,692        860        595        264          0          0        253          0      3,434      1,098
 
Changes from:       May 28, 2019                                     Total Change is:       556
       394        604          0         63        564          3        -15       -307          0          0          0          0        111       -308
 
Percent of Open Interest Represented by Each Category of Trader
      51.5       27.5        0.0       19.3       57.8        5.1        3.5        1.6        0.0        0.0        1.5        0.0       20.5        6.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         6          5          0          .          6          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    65,889
Positions
     5,653     10,802        930     42,923     37,884      2,601      1,740      2,104         58      2,567      7,597          0      9,417      3,913
 
Changes from:       May 28, 2019                                     Total Change is:     1,374
     1,833     -1,642        390        838        -23         20       -121      1,049         53        392        -47          0     -2,031      1,574
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       16.4        1.4       65.1       57.5        3.9        2.6        3.2        0.1        3.9       11.5        0.0       14.3        5.9
 
Number of Traders in Each Category                                    Total Traders:        74 
         6          6          5         34         15         12          4          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    48,927
Positions
    11,694      8,139        358     15,329      9,595      1,259      8,101     14,439      4,244      1,054      2,807         72      6,817      8,014
 
Changes from:       May 28, 2019                                     Total Change is:       224
       822     -1,013         81       -466        713         52        172         69        477       -219        169        -25       -670       -299
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       16.6        0.7       31.3       19.6        2.6       16.6       29.5        8.7        2.2        5.7        0.1       13.9       16.4
 
Number of Traders in Each Category                                    Total Traders:       261 
        20         22          7         50         33         26         34         70         27         11         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   244,637
Positions
    58,471     40,697      1,791     76,645     47,976      6,295     40,503     72,195     21,218      5,271     14,036        360     34,083     40,069
 
Changes from:       May 28, 2019                                     Total Change is:     1,121
     4,112     -5,067        405     -2,329      3,565        258        858        346      2,387     -1,096        844       -125     -3,350     -1,493
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       16.6        0.7       31.3       19.6        2.6       16.6       29.5        8.7        2.2        5.7        0.1       13.9       16.4
 
Number of Traders in Each Category                                    Total Traders:       261 
        20         22          7         50         33         26         34         70         27         11         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   428,540
Positions
    65,472     52,665      5,665    218,405    188,836     42,028     52,247     71,531     12,830     10,702     32,585          0     21,190     22,400
 
Changes from:       May 28, 2019                                     Total Change is:    -3,538
       701     -9,426      1,336    -11,184      1,375      3,295     -1,444     -3,574      3,155        -17     -1,488          0        620      1,788
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       12.3        1.3       51.0       44.1        9.8       12.2       16.7        3.0        2.5        7.6        0.0        4.9        5.2
 
Number of Traders in Each Category                                    Total Traders:       288 
        26         20          9         67         53         45         46         53         25         10         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    27,877
Positions
     6,031          0          0     10,080        974        246      3,884     22,431         60      1,461          0          6      6,109      4,160
 
Changes from:       May 28, 2019                                     Total Change is:     1,237
       287       -253          0     -1,180        386         24      2,754      2,251       -450        -83          0       -395        280       -326
 
Percent of Open Interest Represented by Each Category of Trader
      21.6        0.0        0.0       36.2        3.5        0.9       13.9       80.5        0.2        5.2        0.0        0.0       21.9       14.9
 
Number of Traders in Each Category                                    Total Traders:        29 
         4          0          0         11          .          .          4          4          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    76,132
Positions
     7,999     17,222        514     21,827     16,311        554     35,397     10,781        505      1,171      1,315          3      8,162     28,927
 
Changes from:       May 28, 2019                                     Total Change is:    10,490
     3,451       -984       -330      1,537      2,247         49      5,977      2,456        -73      1,171        225       -385       -907      7,285
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       22.6        0.7       28.7       21.4        0.7       46.5       14.2        0.7        1.5        1.7        0.0       10.7       38.0
 
Number of Traders in Each Category                                    Total Traders:        82 
        12         14          .         14         10          6         15         13          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   333,060
Positions
    33,185    185,555      4,867    239,568     99,527     23,607     10,370      7,085        396     10,460      3,971          0     10,607      8,052
 
Changes from:       May 28, 2019                                     Total Change is:       784
    -3,488     -7,003        557        831       -592      3,402     -2,605       -102        158      1,008      2,517          0        921      1,847
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       55.7        1.5       71.9       29.9        7.1        3.1        2.1        0.1        3.1        1.2        0.0        3.2        2.4
 
Number of Traders in Each Category                                    Total Traders:       161 
        14         13          8         61         40         32         12         10          .          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 1,268,910
Positions
    64,739    807,516     10,756    883,660    236,658    116,516     71,220     54,585      2,739     81,245      8,962      4,461     33,574     26,717
 
Changes from:       May 28, 2019                                     Total Change is:    59,008
    -4,761     34,344      9,516     40,258     22,187    -20,947     -6,840      5,324     -1,339     43,646      1,820        238       -763      7,865
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       63.6        0.8       69.6       18.7        9.2        5.6        4.3        0.2        6.4        0.7        0.4        2.6        2.1
 
Number of Traders in Each Category                                    Total Traders:       415 
        23         25          7        164         70         87         50         39         18         32         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   109,996
Positions
    42,203     50,741     47,930      4,409        420        425     13,386        500        267        800      9,102        551         25         60
 
Changes from:       May 28, 2019                                     Total Change is:     1,829
     1,484       -146        121          0          0          0        492        500         32          0      1,622       -300          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       46.1       43.6        4.0        0.4        0.4       12.2        0.5        0.2        0.7        8.3        0.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         4         18          8          5          .          .          4          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 1,174,892
Positions
     5,588     85,158     35,390    431,394    324,705    203,327     90,258    147,829    158,221     35,315     48,618     13,869    201,530    157,776
 
Changes from:       May 28, 2019                                     Total Change is:     8,004
      -890     -4,536      5,798      2,924    -11,712    -17,451     -7,252        592     16,322      9,059     -1,780      6,606     -7,112     14,166
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        7.2        3.0       36.7       27.6       17.3        7.7       12.6       13.5        3.0        4.1        1.2       17.2       13.4
 
Number of Traders in Each Category                                    Total Traders:       188 
         4         16         13         59         26         48         31         33         46          6         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 1,155,008
Positions
     4,366    140,974      1,301    725,824     29,009    177,148     10,749    639,451     30,016     28,466     49,582        489    176,649     87,038
 
Changes from:       May 28, 2019                                     Total Change is:  -100,597
        87    -23,203        100    -24,994     -5,765     -3,900     -8,862     -4,391    -53,269     -8,111       -886        145     -1,793     -9,428
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       12.2        0.1       62.8        2.5       15.3        0.9       55.4        2.6        2.5        4.3        0.0       15.3        7.5
 
Number of Traders in Each Category                                    Total Traders:       134 
         .         14          4         70         12         51          5         26         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 3,650,929
Positions
    87,363    294,626     20,249  1,743,366    686,420    269,606    718,171  1,948,755     91,866    532,194    206,005     17,293    170,821    116,109
 
Changes from:       May 28, 2019                                     Total Change is:  -192,529
   -54,386    -41,147    -70,894    -69,729    119,731    -33,905     84,936    -91,785    -35,165     18,200    -24,660     -5,331    -26,255     -9,374
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.1        0.6       47.8       18.8        7.4       19.7       53.4        2.5       14.6        5.6        0.5        4.7        3.2
 
Number of Traders in Each Category                                    Total Traders:       372 
        22         36         10        118         33         76         62         62         46         25         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 4,910,803
Positions
   235,168    200,282    307,677  1,656,898    872,217    825,504    361,609  1,231,285    631,763    294,356    277,635    107,125    490,704    457,314
 
Changes from:       May 28, 2019                                     Total Change is:  -251,052
    21,953    -58,931     61,565    -35,108     17,452     39,665     -2,868    -11,390   -267,559     22,213     17,924      8,481    -99,394    -58,259
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        4.1        6.3       33.7       17.8       16.8        7.4       25.1       12.9        6.0        5.7        2.2       10.0        9.3
 
Number of Traders in Each Category                                    Total Traders:       421 
        34         31         46        109         64        104         71         57         91         25         30         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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   729,092
Positions
    20,131     87,083      1,843    326,121    270,054     92,349    121,840     95,270      7,028     52,441     26,157          0    107,339    149,308
 
Changes from:       May 28, 2019                                     Total Change is:   -49,131
     1,024     24,151    -14,428      7,510     -5,068     -6,226     13,462     -5,342    -19,929     -5,641       -800     -2,020    -22,883    -19,469
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       11.9        0.3       44.7       37.0       12.7       16.7       13.1        1.0        7.2        3.6        0.0       14.7       20.5
 
Number of Traders in Each Category                                    Total Traders:       104 
         .         11          4         26         31         35         17          9          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 5,107,801
Positions
    76,859    531,742    131,642  2,387,780    840,995    841,803    466,611  1,647,451    423,937    388,848    321,861     30,406    359,915    337,965
 
Changes from:       May 28, 2019                                     Total Change is:  -186,073
    19,837       -578    -12,680     18,980     47,507     18,726    -38,779    -16,454   -173,209     49,649     -9,674     12,999    -81,596    -52,710
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.4        2.6       46.7       16.5       16.5        9.1       32.3        8.3        7.6        6.3        0.6        7.0        6.6
 
Number of Traders in Each Category                                    Total Traders:       330 
        17         32         28         86         53         86         44         63         68         16         19         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,166,286
Positions
   546,019    183,308    649,983     37,511     83,154     31,197    265,570    657,384    455,690    122,471     30,103     24,987     32,858     50,480
 
Changes from:       May 28, 2019                                     Total Change is:  -237,433
  -146,262    -18,099     -4,809     33,330     -8,614    -23,089     51,122    -56,885   -138,550     -9,040     10,081      3,171     -3,305       -639
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        8.5       30.0        1.7        3.8        1.4       12.3       30.3       21.0        5.7        1.4        1.2        1.5        2.3
 
Number of Traders in Each Category                                    Total Traders:       154 
        24         35         44          6          6          .         24         41         46          6         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 is32,831,379
Positions
 2,385,044  2,411,062  6,049,313    612,887  1,174,209  1,934,889  1,563,860    710,448 18,862,089    351,185    242,598    341,199    730,913  1,105,572
 
Changes from:       May 28, 2019                                     Total Change is: 3,793,280
     6,736    169,613    524,390    -94,114    -14,757    106,663    -34,649   -264,591  3,301,111    -25,404    -54,355    -30,932     39,481     56,138
 
Percent of Open Interest Represented by Each Category of Trader
       7.3        7.3       18.4        1.9        3.6        5.9        4.8        2.2       57.5        1.1        0.7        1.0        2.2        3.4
 
Number of Traders in Each Category                                    Total Traders:       321 
        32         45         72         15         34         40         63         78        123         20         30         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    74,450
Positions
     7,618     17,532      6,695        679      3,972      1,350     34,541     21,164     22,785          0         56          0        782        896
 
Changes from:       May 28, 2019                                     Total Change is:    -2,772
       400     -1,817      1,361          0          0          0       -466      1,703     -3,531          0          0          0       -536       -488
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       23.5        9.0        0.9        5.3        1.8       46.4       28.4       30.6        0.0        0.1        0.0        1.1        1.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          7          8          .          .          .         12          8         19          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    77,193
Positions
    11,500     15,339     13,705      5,276      1,200        285     22,846     24,071     20,817        330      1,150          0      2,434        626
 
Changes from:       May 28, 2019                                     Total Change is:    -1,296
    -4,912       -454      3,280        -78      1,200          0      2,545     -2,503     -3,811       -320      1,150          0      2,000       -158
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       19.9       17.8        6.8        1.6        0.4       29.6       31.2       27.0        0.4        1.5        0.0        3.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        51 
         9          6         10          .          .          .         11         19         22          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    27,264
Positions
     2,398     12,781          0      1,209      4,112          0     16,965      6,980         71      6,576      1,242          0         45      2,078
 
Changes from:       May 28, 2019                                     Total Change is:     2,974
         1      2,715          0        -75       -158          0      3,844        438        -15       -780         22          0         -1        -28
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       46.9        0.0        4.4       15.1        0.0       62.2       25.6        0.3       24.1        4.6        0.0        0.2        7.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          4          0          .         10          0          4          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    21,131
Positions
     2,877      9,666          0      1,153      2,016          0     17,022      6,665         67          0        237          0         12      2,480
 
Changes from:       May 28, 2019                                     Total Change is:     1,358
        -2      1,145          0        -56        -40         -9      1,375        -96         67          0          0          0        -17        291
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       45.7        0.0        5.5        9.5        0.0       80.6       31.5        0.3        0.0        1.1        0.0        0.1       11.7
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          0          .          9          0          4          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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    48,975
Positions
    11,263      5,129     15,827          0         40          0      7,467      7,701     14,122         30      5,905        246         20          5
 
Changes from:       May 28, 2019                                     Total Change is:    -2,029
         0        -35        320          0        -30          0     -2,760     -2,676        411          0          0          0          0        -19
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       10.5       32.3        0.0        0.1        0.0       15.2       15.7       28.8        0.1       12.1        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          .          0          5          5          .          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     4,436
Positions
         0          0          0        300         56          0      2,321      2,698        211        213      1,043          0      1,391        428
 
Changes from:       May 28, 2019                                     Total Change is:      -754
         0       -123          0        -19         56          0       -388        -65       -160        -25       -534          0       -162         72
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        6.8        1.3        0.0       52.3       60.8        4.8        4.8       23.5        0.0       31.4        9.6
 
Number of Traders in Each Category                                    Total Traders:        42 
         0          0          0          .          .          0         14         16          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    46,921
Positions
       508     26,476          0     21,261      2,805        432     16,481     12,010      1,249      1,879      1,599        157      4,953      2,193
 
Changes from:       May 28, 2019                                     Total Change is:    -3,194
       206          0          0        126        200         36     -2,758     -4,187       -376       -108        689       -143       -177        587
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       56.4        0.0       45.3        6.0        0.9       35.1       25.6        2.7        4.0        3.4        0.3       10.6        4.7
 
Number of Traders in Each Category                                    Total Traders:       100 
         .          .          0         14          6          .         25         20         11         19         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   385,854
Positions
    42,142     24,755     19,435    150,330     73,475     23,401     30,098    129,372     67,314     10,520      2,710     14,046     28,568     31,346
 
Changes from:       May 28, 2019                                     Total Change is:    19,659
    -8,547      7,101        989     11,428     -4,864        242      4,249      5,271      5,560     -2,246       -621      1,857      6,127      4,124
 
Percent of Open Interest Represented by Each Category of Trader
      10.9        6.4        5.0       39.0       19.0        6.1        7.8       33.5       17.4        2.7        0.7        3.6        7.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       203 
        13         18         19         32         24         23         36         49         51          8          8         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    31,852
Positions
     1,935      4,962      1,151     13,055     18,297         73     14,166      6,435        110      1,180        171          0        182        653
 
Changes from:       May 28, 2019                                     Total Change is:       -72
       -20      4,305          0     -1,397     -1,572         73      1,258     -3,436          8         -3        -68          0          9        618
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       15.6        3.6       41.0       57.4        0.2       44.5       20.2        0.3        3.7        0.5        0.0        0.6        2.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          .         11          6          .          5          8          .          8          .          0
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Updated June 7, 2019