COT Report - Traders in Financial Futures, Financial, Futures - May 24, 2019
Traders in Financial Futures - Futures Only 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   140,682
Positions
    42,996      1,549      1,194     27,692     43,527      3,612     11,027     44,659      9,820     12,932      2,033         49     31,360     34,239
 
Changes from:       May 14, 2019                                     Total Change is:    -7,376
       354        507        143     -8,469     -3,978     -2,604     -2,320     -3,589      1,974        506         70         -9      3,049        110
 
Percent of Open Interest Represented by Each Category of Trader
      30.6        1.1        0.8       19.7       30.9        2.6        7.8       31.7        7.0        9.2        1.4        0.0       22.3       24.3
 
Number of Traders in Each Category                                    Total Traders:        99 
        11          .          5          8         20          8         16         27         14         12          .          .
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Traders in Financial Futures - Futures Only 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    88,283
Positions
    62,005      2,588         13        985     30,291        324     15,124     26,944        241        919      1,501          0      8,672     26,381
 
Changes from:       May 14, 2019                                     Total Change is:    -5,499
    -3,659       -241          0       -575     -1,752        -17     -1,382     -4,654          2          0        643          0        132        520
 
Percent of Open Interest Represented by Each Category of Trader
      70.2        2.9        0.0        1.1       34.3        0.4       17.1       30.5        0.3        1.0        1.7        0.0        9.8       29.9
 
Number of Traders in Each Category                                    Total Traders:        58 
         7          .          .          .         19          .          9         16          .          .          .          0
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Traders in Financial Futures - Futures Only 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   190,191
Positions
    59,528      3,816        571     58,304     95,299      4,441     33,229     34,367      9,129          0      7,134          0     24,989     35,434
 
Changes from:       May 14, 2019                                     Total Change is:    33,298
    34,698       -531       -245     -1,828     17,185        -12     -3,776     10,900      3,015          0       -240          0      1,446      3,226
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        2.0        0.3       30.7       50.1        2.3       17.5       18.1        4.8        0.0        3.8        0.0       13.1       18.6
 
Number of Traders in Each Category                                    Total Traders:       116 
         9          5          4         14         28         10         26         32         20          0          .          0
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Traders in Financial Futures - Futures Only 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   170,834
Positions
    62,641     12,172        350     31,741     58,030      8,643     33,326     50,259      4,365      4,520      2,342          0     25,248     34,673
 
Changes from:       May 14, 2019                                     Total Change is:    -9,739
      -398      4,952       -666     -2,381     -2,999     -1,709     -4,409    -10,735      1,292        501        886          0     -1,969       -760
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        7.1        0.2       18.6       34.0        5.1       19.5       29.4        2.6        2.6        1.4        0.0       14.8       20.3
 
Number of Traders in Each Category                                    Total Traders:       122 
         6          7          4         20         25         12         20         37         13          .          4          0
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Traders in Financial Futures - Futures Only 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   516,122
Positions
    35,156     87,482      8,123    300,566    163,388     28,660     35,410    142,820      7,056     16,855     17,196        191     84,105     61,206
 
Changes from:       May 14, 2019                                     Total Change is:    11,662
      -283      3,500      1,376      4,655      7,159     -2,202      4,972        689        725        339      1,717        -46      2,126     -1,256
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       16.9        1.6       58.2       31.7        5.6        6.9       27.7        1.4        3.3        3.3        0.0       16.3       11.9
 
Number of Traders in Each Category                                    Total Traders:       286 
        18         13         11         90         39         40         34         58         17         16         18          .
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Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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   183,247
Positions
    81,787      4,913      1,960     17,954     69,029      3,208     40,382     50,633      3,830      3,102      5,592          0     31,024     44,082
 
Changes from:       May 14, 2019                                     Total Change is:    17,665
     4,547      1,419       -569      1,442      8,083        -36      9,469      6,645       -217      1,402        516          0      1,627      1,824
 
Percent of Open Interest Represented by Each Category of Trader
      44.6        2.7        1.1        9.8       37.7        1.8       22.0       27.6        2.1        1.7        3.1        0.0       16.9       24.1
 
Number of Traders in Each Category                                    Total Traders:       103 
         9          .          4         12         20         13         23         27          9          4          5          0
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Traders in Financial Futures - Futures Only 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 - Futures Only 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   271,550
Positions
       266    159,044        800    163,909     18,095         10     95,380     57,327      1,447      2,982     31,685         23      6,733      3,119
 
Changes from:       May 14, 2019                                     Total Change is:     6,037
         0      1,796          0        107        223          0      4,409      2,842        785        640        567        -20        116       -156
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       58.6        0.3       60.4        6.7        0.0       35.1       21.1        0.5        1.1       11.7        0.0        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:       173 
         .         12          .         34          8          .         57         29          5         14         17          .
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Traders in Financial Futures - Futures Only 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    45,313
Positions
    23,643          0          0        890     33,674          0     17,697      8,943          3      1,011        610          0      2,069      2,083
 
Changes from:       May 14, 2019                                     Total Change is:     2,464
      -120          0          0       -109        161          0      3,595      2,087        -55       -995         70          0        148        201
 
Percent of Open Interest Represented by Each Category of Trader
      52.2        0.0        0.0        2.0       74.3        0.0       39.1       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 - Futures Only 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    58,548
Positions
    26,510      1,426        197      3,513     25,869        231     22,539     18,592      2,219        412      3,365          5      2,922      6,644
 
Changes from:       May 14, 2019                                     Total Change is:     8,286
     2,280        126         38       -585      1,371        -46      6,336      3,461         -2         80      2,655          0        185        683
 
Percent of Open Interest Represented by Each Category of Trader
      45.3        2.4        0.3        6.0       44.2        0.4       38.5       31.8        3.8        0.7        5.7        0.0        5.0       11.3
 
Number of Traders in Each Category                                    Total Traders:        95 
         8          4          .          6         18          .         20         32          7          .          5          .
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Traders in Financial Futures - Futures Only 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    38,661
Positions
     7,116     16,254      1,272     11,758        471      1,722      6,985      8,454        451      1,800      1,308          0      7,559      8,730
 
Changes from:       May 14, 2019                                     Total Change is:    -1,784
     1,328     -3,801        189     -3,716        -93        933       -311         10        -87        196        219          0       -315        847
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       42.0        3.3       30.4        1.2        4.5       18.1       21.9        1.2        4.7        3.4        0.0       19.6       22.6
 
Number of Traders in Each Category                                    Total Traders:        97 
        12         16          4         18          4          5         21         16          8          .          7          0
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Traders in Financial Futures - Futures Only 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    77,322
Positions
    14,232     32,508      2,544     23,515        942      3,443     13,970     16,907        902      3,599      2,616          0     15,117     17,460
 
Changes from:       May 14, 2019                                     Total Change is:    -3,567
     2,655     -7,602        377     -7,431       -185      1,866       -621         20       -174        391        438          0       -630      1,693
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       42.0        3.3       30.4        1.2        4.5       18.1       21.9        1.2        4.7        3.4        0.0       19.6       22.6
 
Number of Traders in Each Category                                    Total Traders:        97 
        12         16          4         18          4          5         21         16          8          .          7          0
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Traders in Financial Futures - Futures Only 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 - Futures Only 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   571,843
Positions
    56,480    134,567     24,001    268,270    126,169     52,945     46,476     75,025     20,919     23,252     61,184      5,001     74,499     72,032
 
Changes from:       May 14, 2019                                     Total Change is:       300
    -1,118     -8,308      2,867       -548      2,009     -1,125     -2,108        870      1,940      1,545      3,292        -89     -1,064     -1,156
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       23.5        4.2       46.9       22.1        9.3        8.1       13.1        3.7        4.1       10.7        0.9       13.0       12.6
 
Number of Traders in Each Category                                    Total Traders:       578 
        30         37         32        165         96        124         67        111         57         38         34         12
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Traders in Financial Futures - Futures Only 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    41,141
Positions
    10,473     20,678          0      3,928      1,097          0      5,723      9,549        959          0          0          0     20,058      8,858
 
Changes from:       May 14, 2019                                     Total Change is:     1,663
     1,485        793        -74         -1          0          0       -315        219        429          0          0          0        139        296
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       50.3        0.0        9.5        2.7        0.0       13.9       23.2        2.3        0.0        0.0        0.0       48.8       21.5
 
Number of Traders in Each Category                                    Total Traders:        33 
         5         11          0          .          .          0          4         10          .          0          0          0
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Traders in Financial Futures - Futures Only 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 - Futures Only 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,653,510
Positions
   254,614    594,027     95,426  1,325,889    629,536    260,550    250,653    374,269     52,910    116,259    305,918     25,006    272,203    315,868
 
Changes from:       May 14, 2019                                     Total Change is:    -6,817
    -9,691    -42,184     11,384     -2,829      9,951     -5,534    -10,178      2,043      8,766      7,726     16,461       -444     -6,017     -7,260
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       22.4        3.6       50.0       23.7        9.8        9.4       14.1        2.0        4.4       11.5        0.9       10.3       11.9
 
Number of Traders in Each Category                                    Total Traders:       575 
        32         33         27        166         95        124         67        110         55         38         34         12
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Traders in Financial Futures - Futures Only 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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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 - Futures Only 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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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 - Futures Only 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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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 - Futures Only 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    43,256
Positions
    10,747      9,404         57     14,637      7,068      1,500      8,057     14,298        441      1,280      2,639         10      6,527      7,839
 
Changes from:       May 14, 2019                                     Total Change is:       -36
      -974      1,903          4      1,143       -497       -693         69       -696       -126        479        249          0         62       -180
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       21.7        0.1       33.8       16.3        3.5       18.6       33.1        1.0        3.0        6.1        0.0       15.1       18.1
 
Number of Traders in Each Category                                    Total Traders:       241 
        23         19          5         50         29         21         34         53         10         11         22          .
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Traders in Financial Futures - Futures Only 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   216,280
Positions
    53,735     47,020        283     73,184     35,339      7,501     40,287     71,490      2,203      6,400     13,197         51     32,636     39,196
 
Changes from:       May 14, 2019                                     Total Change is:      -180
    -4,870      9,515         18      5,715     -2,484     -3,464        347     -3,479       -630      2,393      1,244          2        309       -902
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       21.7        0.1       33.8       16.3        3.5       18.6       33.1        1.0        3.0        6.1        0.0       15.1       18.1
 
Number of Traders in Each Category                                    Total Traders:       241 
        23         19          5         50         29         21         34         53         10         11         22          .
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Traders in Financial Futures - Futures Only 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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   426,573
Positions
    65,300     68,801      3,345    234,347    185,410     38,125     47,560     74,419      4,330     12,074     32,526          0     21,492     19,617
 
Changes from:       May 14, 2019                                     Total Change is:     1,749
     2,830      1,025       -563      2,289     -6,728     -1,573     -2,799      4,305        259      1,227      3,411          0         79      1,613
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       16.1        0.8       54.9       43.5        8.9       11.1       17.4        1.0        2.8        7.6        0.0        5.0        4.6
 
Number of Traders in Each Category                                    Total Traders:       283 
        24         19          6         72         50         45         39         56         24         11         12          0
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Traders in Financial Futures - Futures Only 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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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 - Futures Only 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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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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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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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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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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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 - Futures Only 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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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 - Futures Only 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. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,038,330
Positions
    10,578     92,867     30,652    428,820    331,540    188,116    122,228    163,201     44,055     26,494     48,145      1,053    186,334    138,701
 
Changes from:       May 14, 2019                                     Total Change is:    34,826
    -2,307      2,661     28,500     -3,618       -174        971     -1,740      1,414      7,270      2,033     -4,250     -2,119      5,836        553
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        8.9        3.0       41.3       31.9       18.1       11.8       15.7        4.2        2.6        4.6        0.1       17.9       13.4
 
Number of Traders in Each Category                                    Total Traders:       189 
        10         19          9         58         27         47         30         30         28          5          9          .
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Traders in Financial Futures - Futures Only 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,264,947
Positions
     7,012    173,370     21,756    749,489     33,886    177,909     20,164    644,329     75,829     39,219     53,981        505    173,064     83,382
 
Changes from:       May 14, 2019                                     Total Change is:     8,465
      -891     -3,474       -620       -887      6,528      2,118     -2,052     -1,735     13,267      1,930     -1,607     -4,510        110     -1,502
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       13.7        1.7       59.3        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         53          8         29         19          .          .          .
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Traders in Financial Futures - Futures Only 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 4,047,516
Positions
   109,033    286,748    103,870  1,880,540    607,471    274,873    712,647  2,172,665    242,048    508,082    230,551     12,383    204,040    116,907
 
Changes from:       May 14, 2019                                     Total Change is:  -309,085
     1,698     -9,609      9,254    -70,929    -12,986     23,961    -55,235   -153,578   -169,272    -66,792      6,164     -1,311     19,541     -1,708
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        7.1        2.6       46.5       15.0        6.8       17.6       53.7        6.0       12.6        5.7        0.3        5.0        2.9
 
Number of Traders in Each Category                                    Total Traders:       362 
        23         29         17        117         28         71         61         61         40         24         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,235,670
Positions
   229,701    231,328     95,498  1,739,668    910,324    727,769    390,872  1,362,054    220,996    301,715    250,383     26,616    502,835    410,702
 
Changes from:       May 14, 2019                                     Total Change is:    70,902
    26,127     24,244     21,921    -42,159      5,192    -23,998      3,721     -6,928     61,010     -4,633        839      1,416     27,497    -12,794
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        5.5        2.3       41.1       21.5       17.2        9.2       32.2        5.2        7.1        5.9        0.6       11.9        9.7
 
Number of Traders in Each Category                                    Total Traders:       406 
        32         28         20        107         69        109         63         61         56         22         23          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   770,172
Positions
    23,845     62,832        673    328,019    282,804    109,757    117,844    117,317     14,563     60,240     23,032          0    115,231    159,194
 
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 4,945,717
Positions
    50,130    468,768    104,253  2,443,042    811,155    810,116    487,543  1,757,462    322,502    378,642    311,973      6,693    342,796    352,795
 
Changes from:       May 14, 2019                                     Total Change is:    33,879
   -20,986    -30,985     15,520      5,421     -6,555     74,775     -8,938     14,968    -39,957     12,312    -16,696      3,079     -7,347     19,730
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        9.5        2.1       49.4       16.4       16.4        9.9       35.5        6.5        7.7        6.3        0.1        6.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       344 
        12         39         20         97         53         88         40         66         52         16         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 2,300,556
Positions
   652,611    225,891    630,295      5,167     90,498     53,682    194,857    624,825    586,982    123,659     19,111     21,375     31,928     47,897
 
Changes from:       May 14, 2019                                     Total Change is:   174,138
    25,259     -3,361     55,271    -13,932      2,020     14,955      2,364     71,933     40,656     49,797     -1,283      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         11          7
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Traders in Financial Futures - Futures Only 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is12,779,511
Positions
 2,128,729  2,153,232  2,695,022    549,686  1,170,912    833,653  1,860,463  1,018,774  3,473,202    422,413    242,694    161,387    654,956  1,030,635
 
Changes from:       May 14, 2019                                     Total Change is:    17,235
  -189,068     88,272    125,130    -62,970   -204,334     53,956     91,480     -9,636    -19,175     27,980      1,222       -304     -9,794    -17,896
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       16.8       21.1        4.3        9.2        6.5       14.6        8.0       27.2        3.3        1.9        1.3        5.1        8.1
 
Number of Traders in Each Category                                    Total Traders:       280 
        29         48         70         16         27         31         63         55        106         11         19         13
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Traders in Financial Futures - Futures Only 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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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 - Futures Only 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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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 - Futures Only 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 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 - Futures Only 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 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
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Traders in Financial Futures - Futures Only 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 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 - Futures Only 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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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 - Futures Only 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    51,830
Positions
       347     26,476          0     21,087      2,605        395     20,850     18,089      1,380      2,053        798        221      5,497      1,866
 
Changes from:       May 14, 2019                                     Total Change is:     3,747
      -140          0          0      2,304          0          7        906      3,570         73         66       -215        -59        590        371
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       51.1        0.0       40.7        5.0        0.8       40.2       34.9        2.7        4.0        1.5        0.4       10.6        3.6
 
Number of Traders in Each Category                                    Total Traders:       103 
         .          .          0         13          6          .         38         17          8         18          7          .
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Traders in Financial Futures - Futures Only 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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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
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Traders in Financial Futures - Futures Only 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