COT Report - Traders in Financial Futures, Financial, Futures and Options Combined - May 24, 2019
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   153,250
Positions
    43,071      2,072      3,777     27,988     43,664      4,129     10,203     43,626     18,290     13,030      2,054         55     32,708     35,584
 
Changes from:       May 14, 2019                                     Total Change is:    -6,613
       757        276        -61     -8,521     -3,766     -2,593     -2,494     -3,410      2,786        614         60       -109      3,007        204
 
Percent of Open Interest Represented by Each Category of Trader
      28.1        1.4        2.5       18.3       28.5        2.7        6.7       28.5       11.9        8.5        1.3        0.0       21.3       23.2
 
Number of Traders in Each Category                                    Total Traders:       104 
        11          .          8          8         21         10         16         29         20         14          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    90,348
Positions
    62,361      1,616      1,050        985     30,291        324     14,422     27,388      1,388        919      1,501          0      8,900     26,791
 
Changes from:       May 14, 2019                                     Total Change is:    -5,332
    -3,427       -144       -102       -575     -1,752        -17     -1,423     -4,573         72          0        643          0        140        541
 
Percent of Open Interest Represented by Each Category of Trader
      69.0        1.8        1.2        1.1       33.5        0.4       16.0       30.3        1.5        1.0        1.7        0.0        9.9       29.7
 
Number of Traders in Each Category                                    Total Traders:        58 
         8          .          .          .         19          .          8         17          5          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   220,462
Positions
    55,590      5,850      8,257     60,123     89,087     11,385     30,714     34,783     25,906         74      7,134        203     28,210     37,858
 
Changes from:       May 14, 2019                                     Total Change is:    42,522
    32,140        -96      2,453     -1,066     12,666      3,709     -6,395     10,882      9,447       -108       -240        -39      2,380      3,740
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        2.7        3.7       27.3       40.4        5.2       13.9       15.8       11.8        0.0        3.2        0.1       12.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       124 
         9          5          9         16         28         11         25         36         25          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   197,441
Positions
    65,630     10,923      5,934     31,703     58,888     10,211     29,085     49,559     22,253      4,716      2,958        322     27,587     36,393
 
Changes from:       May 14, 2019                                     Total Change is:   -14,667
    -5,091      3,893        241     -1,312     -3,312     -2,071     -1,762    -11,346     -2,127        -53        948       -113     -2,380       -781
 
Percent of Open Interest Represented by Each Category of Trader
      33.2        5.5        3.0       16.1       29.8        5.2       14.7       25.1       11.3        2.4        1.5        0.2       14.0       18.4
 
Number of Traders in Each Category                                    Total Traders:       129 
         8          6          8         20         26         16         20         38         24          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   572,863
Positions
    38,496     87,125     18,015    305,941    160,477     34,979     26,318    146,259     41,708     16,778     17,492      1,337     89,292     65,471
 
Changes from:       May 14, 2019                                     Total Change is:    16,122
     1,850      4,873        705      4,761      5,281       -602      1,056         15      5,364        198      1,631        351      2,439     -1,496
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       15.2        3.1       53.4       28.0        6.1        4.6       25.5        7.3        2.9        3.1        0.2       15.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       298 
        18         13         17         92         39         47         30         66         35         19         21         11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    26,695
Positions
         0      6,430          0      8,712      8,408      3,480        530      1,472          0          0        583          8     13,965      6,314
 
Changes from:       May 14, 2019                                     Total Change is:    -1,095
         0       -586          0       -989     -1,268        -25       -801      1,472          0          0          0          0        720       -688
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       24.1        0.0       32.6       31.5       13.0        2.0        5.5        0.0        0.0        2.2        0.0       52.3       23.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         10          8          8          .          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    26,784
Positions
     4,332      4,804        573      8,613     12,226      2,331      5,054        996         12          0          0          0      5,869      5,842
 
Changes from:       May 14, 2019                                     Total Change is:       346
         0          1         -1         -5        421       -110        203          0          9          0          0          0        250         26
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       17.9        2.1       32.2       45.6        8.7       18.9        3.7        0.0        0.0        0.0        0.0       21.9       21.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          6          9          8          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   203,706
Positions
    80,771      5,033      5,782     18,343     68,261      4,164     39,670     49,145     17,611      3,088      6,991         14     34,263     46,704
 
Changes from:       May 14, 2019                                     Total Change is:    19,460
     4,162      1,313       -203      1,612      7,863        194      8,550      6,581      2,128      1,556        214       -238      1,699      1,608
 
Percent of Open Interest Represented by Each Category of Trader
      39.7        2.5        2.8        9.0       33.5        2.0       19.5       24.1        8.6        1.5        3.4        0.0       16.8       22.9
 
Number of Traders in Each Category                                    Total Traders:       107 
         9          .          8         14         18         14         22         30         16          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    58,826
Positions
       114     51,454         50     46,071          0          0      3,778      6,128          0      7,081        462          0      1,732        732
 
Changes from:       May 14, 2019                                     Total Change is:    -1,595
       114          5       -500     -7,565          0          0       -263       -395          0      6,782       -615          0       -163        -90
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       87.5        0.1       78.3        0.0        0.0        6.4       10.4        0.0       12.0        0.8        0.0        2.9        1.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          .          8          0          0         13          7          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   272,312
Positions
       266    158,888      1,078    163,909     18,095         10     95,359     57,442      1,918      2,982     31,694         23      6,766      3,164
 
Changes from:       May 14, 2019                                     Total Change is:     6,102
         0      1,665         66        107        223          0      4,409      2,956        794        640        576        -20        107       -156
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       58.3        0.4       60.2        6.6        0.0       35.0       21.1        0.7        1.1       11.6        0.0        2.5        1.2
 
Number of Traders in Each Category                                    Total Traders:       174 
         .         12          .         34          8          .         56         30          8         14         18          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    45,319
Positions
    23,643          0          0        890     33,674          0     17,697      8,943          3      1,011        610          0      2,075      2,089
 
Changes from:       May 14, 2019                                     Total Change is:     2,459
      -120          0          0       -109        161          0      3,595      2,087        -55     -1,006         70          0        154        196
 
Percent of Open Interest Represented by Each Category of Trader
      52.2        0.0        0.0        2.0       74.3        0.0       39.0       19.7        0.0        2.2        1.3        0.0        4.6        4.6
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          0          0          .          7          0          8         20          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    58,639
Positions
    26,510      1,376        267      3,513     25,869        231     22,499     18,599      2,280        412      3,365          5      2,923      6,648
 
Changes from:       May 14, 2019                                     Total Change is:     8,330
     2,280        116         65       -585      1,371        -46      6,323      3,456         29         80      2,655          0        184        684
 
Percent of Open Interest Represented by Each Category of Trader
      45.2        2.3        0.5        6.0       44.1        0.4       38.4       31.7        3.9        0.7        5.7        0.0        5.0       11.3
 
Number of Traders in Each Category                                    Total Traders:        95 
         8          4          .          6         18          .         19         33          8          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    39,064
Positions
     7,116     16,303      1,339     11,758        471      1,722      7,028      8,407        650      1,804      1,308          0      7,648      8,865
 
Changes from:       May 14, 2019                                     Total Change is:    -1,861
     1,328     -3,798        186     -3,716        -93        933       -320        -37        -99        191        219          0       -363        827
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       41.7        3.4       30.1        1.2        4.4       18.0       21.5        1.7        4.6        3.3        0.0       19.6       22.7
 
Number of Traders in Each Category                                    Total Traders:        98 
        12         16          6         18          4          5         22         15         10          4          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    78,128
Positions
    14,232     32,606      2,678     23,515        942      3,443     14,057     16,813      1,299      3,608      2,616          0     15,296     17,730
 
Changes from:       May 14, 2019                                     Total Change is:    -3,722
     2,655     -7,595        373     -7,431       -185      1,866       -641        -74       -198        381        438          0       -727      1,653
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       41.7        3.4       30.1        1.2        4.4       18.0       21.5        1.7        4.6        3.3        0.0       19.6       22.7
 
Number of Traders in Each Category                                    Total Traders:        98 
        12         16          6         18          4          5         22         15         10          4          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    28,905
Positions
     1,888     22,172          0     23,597      1,350        581        435      2,060          0        796        452          0      1,608      2,290
 
Changes from:       May 14, 2019                                     Total Change is:     1,136
         0        686          0        889        -28        147          0         78          0          0          0          0        100        253
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       76.7        0.0       81.6        4.7        2.0        1.5        7.1        0.0        2.8        1.6        0.0        5.6        7.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          7          0         10          .          .          .          .          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   789,085
Positions
    58,298    131,470     50,231    267,738    127,232     65,833     49,671     78,665    161,324     23,063     61,942     23,826     89,101     88,561
 
Changes from:       May 14, 2019                                     Total Change is:   -23,553
    -1,100     -9,105       -593       -701      2,305     -3,680        593      2,510    -18,825        887      3,571        736       -870       -470
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       16.7        6.4       33.9       16.1        8.3        6.3       10.0       20.4        2.9        7.8        3.0       11.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       639 
        32         35         50        167        101        144         80        109        100         57         57         60
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    64,065
Positions
    10,685     20,139      1,428      3,928      1,406      1,255      5,549      9,972     13,855         36         31        430     26,898     15,549
 
Changes from:       May 14, 2019                                     Total Change is:    -1,801
     1,638        888       -644         -1        177       -249       -336          9     -3,808         11        -33       -139      1,728      1,999
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       31.4        2.2        6.1        2.2        2.0        8.7       15.6       21.6        0.1        0.0        0.7       42.0       24.3
 
Number of Traders in Each Category                                    Total Traders:        49 
         5         11          5          .          .          .          7         14         17          6          .          6
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    14,212
Positions
     5,560     12,572          0      6,426          0         22          0        595         45        323          0          0      1,836        978
 
Changes from:       May 14, 2019                                     Total Change is:      -234
       980        732          0        294       -857        -18       -297          0         -7          0          0          0     -1,186        -84
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       88.5        0.0       45.2        0.0        0.2        0.0        4.2        0.3        2.3        0.0        0.0       12.9        6.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          6          0          6          0          .          0          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,625,101
Positions
   259,094    577,683    222,990  1,323,227    633,306    318,712    273,298    396,157    684,655    115,131    309,558    116,978    311,016    365,063
 
Changes from:       May 14, 2019                                     Total Change is:  -108,759
    -8,998    -45,274     -4,441     -3,592     10,546    -17,059      1,021      8,878    -71,461      4,383     18,023      4,374    -12,988    -12,347
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       15.9        6.2       36.5       17.5        8.8        7.5       10.9       18.9        3.2        8.5        3.2        8.6       10.1
 
Number of Traders in Each Category                                    Total Traders:       625 
        33         32         48        168         99        143         78        105         95         53         56         56
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    32,992
Positions
     2,493     10,324     18,000      8,538      1,107        895        314        528          0          0          0          0      2,752      2,138
 
Changes from:       May 14, 2019                                     Total Change is:       691
       579        856        221        -56          0          0          0       -229          0          0       -256          0        -53         99
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       31.3       54.6       25.9        3.4        2.7        1.0        1.6        0.0        0.0        0.0        0.0        8.3        6.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          8          .          7          .          .          .          .          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    15,854
Positions
     8,010      4,006          0      3,184      8,868        877        597        229          0          0        253          0      3,186      1,621
 
Changes from:       May 14, 2019                                     Total Change is:     1,999
     2,056          0          0         29      2,067        -14          0          0          0          0          0          0        -72        -54
 
Percent of Open Interest Represented by Each Category of Trader
      50.5       25.3        0.0       20.1       55.9        5.5        3.8        1.4        0.0        0.0        1.6        0.0       20.1       10.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          .          0          .          6          .          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    65,497
Positions
     3,796     13,674        447     43,469     37,306      2,539      1,699      1,385         71      2,175      7,644          0     11,301      2,431
 
Changes from:       May 14, 2019                                     Total Change is:      -274
       -39        474        -71       -368       -242       -310        274        674       -188          0          0          0        428       -611
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       20.9        0.7       66.4       57.0        3.9        2.6        2.1        0.1        3.3       11.7        0.0       17.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        77 
         .          9          .         37         16         13          5          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    47,024
Positions
    10,733      9,452        236     14,634      7,068      1,503      8,050     14,111      3,369      1,316      2,643        138      7,045      8,505
 
Changes from:       May 14, 2019                                     Total Change is:      -715
      -945      1,922        -21      1,142       -497       -692         23       -831       -681        489        254         -8        -21       -161
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       20.1        0.5       31.1       15.0        3.2       17.1       30.0        7.2        2.8        5.6        0.3       15.0       18.1
 
Number of Traders in Each Category                                    Total Traders:       248 
        22         20          8         50         29         21         32         55         21         15         25          9
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   235,121
Positions
    53,665     47,259      1,179     73,170     35,339      7,515     40,250     70,553     16,846      6,581     13,214        690     35,225     42,526
 
Changes from:       May 14, 2019                                     Total Change is:    -3,575
    -4,726      9,608       -103      5,712     -2,484     -3,461        113     -4,153     -3,407      2,443      1,270        -41       -105       -804
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       20.1        0.5       31.1       15.0        3.2       17.1       30.0        7.2        2.8        5.6        0.3       15.0       18.1
 
Number of Traders in Each Category                                    Total Traders:       248 
        22         20          8         50         29         21         32         55         21         15         25          9
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   432,550
Positions
    65,438     68,685      3,693    234,347    186,364     38,195     47,927     73,989      8,928     12,074     32,510         39     21,908     20,147
 
Changes from:       May 14, 2019                                     Total Change is:       507
     2,785      1,015       -598      2,289     -6,908     -1,597     -2,875      4,211       -661      1,227      3,395         39       -102      1,611
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       15.9        0.9       54.2       43.1        8.8       11.1       17.1        2.1        2.8        7.5        0.0        5.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       283 
        24         19          9         72         50         46         38         57         31         11         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    24,729
Positions
     5,744          0          0     11,466        661        225        230     19,860        489      1,438          0          0      5,137      3,494
 
Changes from:       May 14, 2019                                     Total Change is:       -94
      -248          0          0       -475       -261        -48       -295        -13        480        562       -497          0        -70        245
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        0.0        0.0       46.4        2.7        0.9        0.9       80.3        2.0        5.8        0.0        0.0       20.8       14.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          0          0         12          .          .          .          7          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    66,410
Positions
     5,959     18,308        775     20,501     12,556        592     28,747      5,565        473          0        978          0      9,363     27,163
 
Changes from:       May 14, 2019                                     Total Change is:     1,592
       528      1,007       -468      1,687      3,128        -35       -445        799        386       -547        578          0        486     -3,803
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       27.6        1.2       30.9       18.9        0.9       43.3        8.4        0.7        0.0        1.5        0.0       14.1       40.9
 
Number of Traders in Each Category                                    Total Traders:        68 
         9         13          .         12          8          6         17          7          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   335,959
Positions
    41,098    196,640      3,812    239,293     98,078     19,760     12,694      9,076        272      9,176      1,425          0      9,854      6,896
 
Changes from:       May 14, 2019                                     Total Change is:     1,877
    -2,498        622         55      5,050      1,558     -2,019        557      1,817       -250        622       -424          0        360        518
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       58.5        1.1       71.2       29.2        5.9        3.8        2.7        0.1        2.7        0.4        0.0        2.9        2.1
 
Number of Traders in Each Category                                    Total Traders:       166 
        15         12          7         65         38         27         14         13          4          6          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                     
CFTC Code #244042                                                    Open Interest is 1,210,872
Positions
    65,319    788,161      1,725    878,084    204,410    118,899     69,512     61,618      2,508     34,722      8,081      4,271     35,832     21,199
 
Changes from:       May 14, 2019                                     Total Change is:   -22,140
   -12,952    -32,069       -438     -5,695     -3,479      1,696    -11,233      9,086          4      2,246     -4,664         -6      4,238      7,730
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       65.1        0.1       72.5       16.9        9.8        5.7        5.1        0.2        2.9        0.7        0.4        3.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       410 
        24         21          7        162         75         88         47         38         17         32         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   108,178
Positions
    38,036     49,053     50,360      4,409        420        425     12,483          0        188        800      6,220      1,452         25         60
 
Changes from:       May 14, 2019                                     Total Change is:     1,023
       465        301        893     -1,745          0          0         31          0         48          0     -1,550      1,331          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       45.3       46.6        4.1        0.4        0.4       11.5        0.0        0.2        0.7        5.7        1.3        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         4         18          7          5          .          .          4          0          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,238,606
Positions
     6,982     90,464     49,685    434,789    329,705    231,950     92,080    143,589    190,030     26,421     48,158      7,300    199,370    147,726
 
Changes from:       May 14, 2019                                     Total Change is:    37,889
    -2,038      2,061     28,121     -6,382     -2,520      7,553     -4,366       -401      7,708        618     -4,948     -1,433      8,109      1,749
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        7.3        4.0       35.1       26.6       18.7        7.4       11.6       15.3        2.1        3.9        0.6       16.1       11.9
 
Number of Traders in Each Category                                    Total Traders:       198 
        10         20         21         60         27         51         32         31         47          6         11          8
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,265,553
Positions
     7,012    173,370     21,756    749,484     33,886    177,914     20,021    644,036     76,501     39,219     53,981        505    173,141     83,604
 
Changes from:       May 14, 2019                                     Total Change is:     8,463
      -891     -3,474       -620       -888      6,528      2,119     -2,038     -1,745     13,261      1,930     -1,607     -4,510        101     -1,489
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       13.7        1.7       59.2        2.7       14.1        1.6       50.9        6.0        3.1        4.3        0.0       13.7        6.6
 
Number of Traders in Each Category                                    Total Traders:       145 
         4         13          8         73         12         54          8         29         22          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 4,112,536
Positions
   110,811    287,714    103,870  1,878,735    611,881    280,858    713,749  2,170,406    294,719    508,059    228,632     16,888    204,847    117,568
 
Changes from:       May 14, 2019                                     Total Change is:  -311,157
     2,637    -10,165      9,254    -70,587    -11,889     21,170    -54,657   -152,165   -170,030    -66,833      6,045     -1,504     19,393     -1,873
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        7.0        2.5       45.7       14.9        6.8       17.4       52.8        7.2       12.4        5.6        0.4        5.0        2.9
 
Number of Traders in Each Category                                    Total Traders:       365 
        24         30         17        117         28         73         66         56         54         24         20         14
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 5,018,047
Positions
   196,028    232,718    324,089  1,733,740    936,483    835,083    386,736  1,277,170    638,390    297,779    248,675     79,673    526,529    445,765
 
Changes from:       May 14, 2019                                     Total Change is:    41,131
    12,537     16,556     24,046    -43,795     12,653    -36,740      1,450    -29,056     65,645     -4,892        670     -3,217     26,098     -9,426
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        4.6        6.5       34.6       18.7       16.6        7.7       25.5       12.7        5.9        5.0        1.6       10.5        8.9
 
Number of Traders in Each Category                                    Total Traders:       418 
        29         31         44        107         72        120         68         59         90         26         25         24
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   770,199
Positions
    23,845     62,832        673    328,019    282,804    109,757    117,844    117,317     14,563     60,240     23,032          0    115,258    159,221
 
Changes from:       May 14, 2019                                     Total Change is:     4,207
    -4,455      6,488       -434      8,016    -18,745      1,450     -3,811        -93      2,811     -2,180        730          0      2,810     12,000
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        8.2        0.1       42.6       36.7       14.3       15.3       15.2        1.9        7.8        3.0        0.0       15.0       20.7
 
Number of Traders in Each Category                                    Total Traders:       108 
         5          7          .         29         29         34         19         12         13          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 5,295,491
Positions
    51,406    464,058    171,869  2,426,509    824,227    870,738    487,589  1,732,671    537,156    378,099    309,642     20,414    351,711    364,716
 
Changes from:       May 14, 2019                                     Total Change is:    39,831
   -21,981    -20,233     14,570     12,795     -2,236     66,455     -8,790      9,894    -32,828     15,999    -16,264        894     -7,282     19,581
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        8.8        3.2       45.8       15.6       16.4        9.2       32.7       10.1        7.1        5.8        0.4        6.6        6.9
 
Number of Traders in Each Category                                    Total Traders:       347 
        14         38         30         97         53         92         46         60         72         15         23         14
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,301,045
Positions
   652,611    225,891    630,295      5,167     90,498     53,682    195,126    624,896    587,202    123,659     19,309     21,375     31,928     47,897
 
Changes from:       May 14, 2019                                     Total Change is:   173,880
    25,259     -3,361     55,271    -13,932      2,020     14,955      2,213     71,938     40,548     49,797     -1,439      1,154     -1,386     -7,207
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        9.8       27.4        0.2        3.9        2.3        8.5       27.2       25.5        5.4        0.8        0.9        1.4        2.1
 
Number of Traders in Each Category                                    Total Traders:       148 
        22         35         41          4          5          4         27         37         47          5         12          7
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is27,002,341
Positions
 2,427,910  2,127,970  5,112,500    656,163  1,294,788  1,741,486  1,502,473    891,643 14,145,128    363,310    264,036    342,716    710,656  1,082,075
 
Changes from:       May 14, 2019                                     Total Change is:   333,365
   -59,282    223,242     71,472     15,562   -127,538    -19,798     52,737    -51,742    253,735     31,534     -1,856     -1,563    -11,034    -12,588
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        7.9       18.9        2.4        4.8        6.4        5.6        3.3       52.4        1.3        1.0        1.3        2.6        4.0
 
Number of Traders in Each Category                                    Total Traders:       326 
        30         48         71         18         31         40         69         76        133         19         29         26
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is    74,297
Positions
     6,757     19,599      4,992        679      3,769      1,350     35,058     19,029     24,264          0         56          0      1,197      1,238
 
Changes from:       May 14, 2019                                     Total Change is:     3,444
        14     -1,074         40        418        806          0       -418        227      3,366          0          0          0         24         79
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       26.4        6.7        0.9        5.1        1.8       47.2       25.6       32.7        0.0        0.1        0.0        1.6        1.7
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          7          8          .          .          .         12          9         19          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is    78,093
Positions
    14,681     15,754     13,255      5,329          0        410     19,253     23,931     24,192        650          0          0        323        551
 
Changes from:       May 14, 2019                                     Total Change is:     4,110
     6,609      2,752     -4,173      1,841          0       -132       -188      5,558        210          0          0          0        -57       -105
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       20.2       17.0        6.8        0.0        0.5       24.7       30.6       31.0        0.8        0.0        0.0        0.4        0.7
 
Number of Traders in Each Category                                    Total Traders:        54 
         7         10         11          .          0          .         16         16         22          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    23,659
Positions
     2,388      9,856          0      1,275      4,225          0     12,626      6,247         75      7,289      1,220          0          6      2,036
 
Changes from:       May 14, 2019                                     Total Change is:        -1
        -3        109          0          2       -480          0        116        408          0       -116         20          0          0        -58
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       41.7        0.0        5.4       17.9        0.0       53.4       26.4        0.3       30.8        5.2        0.0        0.0        8.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          0          .         10          0          5          6          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                              
CFTC Code #246606                                                    Open Interest is    18,773
Positions
     2,858      8,434          0      1,209      2,056          9     14,670      6,073          0          0        237          0         27      1,964
 
Changes from:       May 14, 2019                                     Total Change is:       452
       -25        235          0          1          6          0        462       -332          0          0          0          0         14        543
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       44.9        0.0        6.4       11.0        0.0       78.1       32.3        0.0        0.0        1.3        0.0        0.1       10.5
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          5          0          .          9          .          .          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #344601                                                    Open Interest is    50,889
Positions
    11,013      5,106     15,507          0         70          0     10,382     10,160     13,711         30      6,084        246          0          5
 
Changes from:       May 14, 2019                                     Total Change is:     1,369
       250      1,627          0          0          0          0      1,119       -275          0          0         17          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       10.0       30.5        0.0        0.1        0.0       20.4       20.0       26.9        0.1       12.0        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          0          .          0          6          .          .          .          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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     4,650
Positions
         0        123          0        223          0          0      2,354      2,498        384        268      1,251          0      1,421        394
 
Changes from:       May 14, 2019                                     Total Change is:       203
         0          0          0         24          0        -15         65         43        110        -49         33          0         68         32
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.6        0.0        4.8        0.0        0.0       50.6       53.7        8.3        5.8       26.9        0.0       30.6        8.5
 
Number of Traders in Each Category                                    Total Traders:        44 
         0          .          0          4          0          0         15         14          8          6          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    51,877
Positions
       347     26,476          0     21,087      2,605        395     20,850     18,111      1,383      2,058        809        230      5,527      1,868
 
Changes from:       May 14, 2019                                     Total Change is:     3,755
      -140          0          0      2,304          0          7        906      3,578         73         67       -213        -60        599        371
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       51.0        0.0       40.6        5.0        0.8       40.2       34.9        2.7        4.0        1.6        0.4       10.7        3.6
 
Number of Traders in Each Category                                    Total Traders:       104 
         .          .          0         13          6          .         38         17          9         18          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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   369,983
Positions
    49,821     20,140     23,343    126,060     73,888     25,961     35,431    119,096     64,643     11,055      3,184     11,266     22,403     28,462
 
Changes from:       May 14, 2019                                     Total Change is:   -12,582
      -548    -10,515      6,593    -14,918     13,962      2,510     -2,019    -20,783     -1,463      2,362       -567     -2,678     -2,421        359
 
Percent of Open Interest Represented by Each Category of Trader
      13.5        5.4        6.3       34.1       20.0        7.0        9.6       32.2       17.5        3.0        0.9        3.0        6.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       194 
         9         18         22         30         21         22         37         50         55          6         13         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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    32,931
Positions
     2,225        647      1,147     14,467     18,944          0     13,696     11,817        102      1,127        240          0        167         34
 
Changes from:       May 14, 2019                                     Total Change is:    -4,129
    -2,144         50          0     -1,545     -3,016          0       -414     -1,233          0         -9         60          0        -17         10
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        2.0        3.5       43.9       57.5        0.0       41.6       35.9        0.3        3.4        0.7        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          .          .         11          4          0          5          8          .          7          .          0
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 Updated May 24, 2019