BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,913
COMMITMENTS
     148    2,810      501    7,565    4,918    8,214    8,229      699      684

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        669)
      99       79       40      464      434      603      553       66      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     31.5      5.6     84.9     55.2     92.2     92.3      7.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1       10        7       23       17       30       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,271
COMMITMENTS
   8,061    3,337    2,027    9,007   10,788   19,095   16,152    3,176    6,119

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        837)
     873     -676      473      -89      634    1,257      431     -420      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     15.0      9.1     40.4     48.4     85.7     72.5     14.3     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      32       16       22       22       29       67       54                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,170
COMMITMENTS
     852    1,725      214    6,296    5,585    7,362    7,524      808      646

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        395)
      77       69       10      317      276      404      355       -9       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     21.1      2.6     77.1     68.4     90.1     92.1      9.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        7        7       23       16       33       25                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,394
COMMITMENTS
   3,689    1,010      259    3,213    4,542    7,161    5,811      233    1,583

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         82)
      -3      205       42       38       -7       77      240        5     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9     13.7      3.5     43.5     61.4     96.8     78.6      3.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        6        6        6       13       13       23                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      281,303
COMMITMENTS
  87,280   65,909   48,381  114,710  134,727  250,371  249,017   30,932   32,286

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -1,210)
  -3,270    6,721   -4,042    2,979   -4,671   -4,333   -1,992    3,123      782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     23.4     17.2     40.8     47.9     89.0     88.5     11.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     113       92      113       67       89      250      247                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      306,948
COMMITMENTS
  95,695   53,471   62,526  118,872  152,759  277,093  268,756   29,855   38,192

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      6,920)
   5,402   -1,542    4,248     -311    4,552    9,339    7,258   -2,419     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     17.4     20.4     38.7     49.8     90.3     87.6      9.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     105      100      119      110      142      290      305                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,749
COMMITMENTS
     935      821      153      697    1,113    1,785    2,087      964      662

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        422)
     277       86        1      121      402      399      489       23      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     29.9      5.6     25.4     40.5     64.9     75.9     35.1     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14       11        3       11       14       28       25                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,620
COMMITMENTS
  14,003   12,353    8,036   10,823    9,325   32,862   29,714    6,758    9,906

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -2,029)
    -647     -301   -1,603      -44       33   -2,294   -1,871      265     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     31.2     20.3     27.3     23.5     82.9     75.0     17.1     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      47       43       50       44       44      124      114                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        2,410
COMMITMENTS
     341      676      158    1,281    1,333    1,780    2,167      630      243

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         58)
      44      -17       15      -27       52       32       50       26        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     28.0      6.6     53.2     55.3     73.9     89.9     26.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        4        9        7       16       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       18,711
COMMITMENTS
   2,886    3,068      986   14,224   12,960   18,096   17,014      615    1,697

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        620)
     107       15      -19      572      490      660      486      -40      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     16.4      5.3     76.0     69.3     96.7     90.9      3.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17        9       11       22       19       45       33                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       55,261
COMMITMENTS
  29,841    4,860        0   23,127   49,192   52,968   54,052    2,293    1,209

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -125)
    -141      -36        0     -407      -44     -548      -80      423      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0      8.8      0.0     41.9     89.0     95.9     97.8      4.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20        6        0        7        6       27       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      170,305
COMMITMENTS
  71,410   38,017    3,998   57,738  106,358  133,146  148,373   37,159   21,932

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     21,226)
  13,403   -7,029    1,566    3,478   29,373   18,447   23,910    2,779   -2,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     22.3      2.3     33.9     62.5     78.2     87.1     21.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      30       25       14       35       29       72       61                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,619
COMMITMENTS
  13,051   24,386      568   38,340   15,686   51,959   40,640    9,660   20,979

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -3,144)
    -483   -1,914      279   -3,894      784   -4,098     -851      954   -2,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     39.6      0.9     62.2     25.5     84.3     66.0     15.7     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       18        2       15       19       23       38                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      254,385
COMMITMENTS
 192,776   79,826    1,298   53,863  169,933  247,937  251,057    6,448    3,328

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     21,285)
  21,117   21,209     -815      879      680   21,181   21,074      104      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.8     31.4      0.5     21.2     66.8     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      86       36       10       23       32      112       75                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      230,224
COMMITMENTS
  35,749   88,189    7,951  162,541  103,465  206,241  199,605   23,983   30,619

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:    -13,085)
  10,318  -10,194    1,394  -24,950      350  -13,238   -8,450      153   -4,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     38.3      3.5     70.6     44.9     89.6     86.7     10.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      23       37       12       32       43       60       87                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      159,250
COMMITMENTS
  41,556   59,721    3,222   87,258   66,682  132,036  129,625   27,214   29,625

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,543)
  -4,860    6,664      466    5,951   -4,853    1,557    2,277      -14     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     37.5      2.0     54.8     41.9     82.9     81.4     17.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      22       32       11       37       34       65       71                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      528,545
COMMITMENTS
 168,653  219,703   12,983  264,350  242,340  445,986  475,026   82,559   53,519

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     11,363)
  15,392  -10,424   -4,107     -444   28,033   10,841   13,502      522   -2,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     41.6      2.5     50.0     45.9     84.4     89.9     15.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      87       66       39       97       77      195      171                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       27,348
COMMITMENTS
   6,782    3,611      686    8,919   16,516   16,387   20,813   10,961    6,535

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        356)
   2,287     -484        0     -670        4    1,617     -480   -1,261      836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     13.2      2.5     32.6     60.4     59.9     76.1     40.1     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        5        3       14       10       23       16                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       22,716
COMMITMENTS
     996    4,935        0   14,096   12,568   15,092   17,503    7,624    5,213

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,013)
     540    1,425        0      -40     -294      500    1,131      513     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     21.7      0.0     62.1     55.3     66.4     77.1     33.6     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        6        0       13       11       15       17                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       60,366
COMMITMENTS
   7,297   54,321      324   49,937    3,663   57,558   58,308    2,808    2,058

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      5,522)
   1,975    4,564      129    3,154      866    5,258    5,559      264      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     90.0      0.5     82.7      6.1     95.3     96.6      4.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       23        3       10        6       24       31                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       73,499
COMMITMENTS
  12,149   52,291    1,317   57,311   13,921   70,777   67,529    2,722    5,970

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -1,297)
  -2,234   -2,108      484      793      216     -957   -1,408     -340      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     71.1      1.8     78.0     18.9     96.3     91.9      3.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      21       52        8       18       13       43       69                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        9,309
COMMITMENTS
   6,449    2,311       14    2,162    5,127    8,625    7,452      684    1,857

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -1,079)
  -1,319     -822       14      172     -163   -1,133     -971       54     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.3     24.8      0.2     23.2     55.1     92.7     80.1      7.3     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        8        1        3        5       12       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,959,757
COMMITMENTS
 2875402  691,534  2807794  5602077  7612556 11285273 11111884  674,484  847,873

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     32,508)
 107,352  -50,018  -45,949  -20,623  116,861   40,780   20,894   -8,272   11,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      5.8     23.5     46.8     63.7     94.4     92.9      5.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      71       50       88      106      107      220      210                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        3,093
COMMITMENTS
   1,493    2,263      216        0        0    1,709    2,479    1,384      614

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -351)
    -332     -428       15        0        0     -317     -413      -34       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3     73.2      7.0      0.0      0.0     55.3     80.1     44.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      21       18        5        0        0       24       20                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      160,523
COMMITMENTS
  25,681   21,695   32,380  100,855  105,750  158,916  159,825    1,607      698

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -1,601)
    -550   -2,024     -814     -334    1,127   -1,698   -1,711       97      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.5     20.2     62.8     65.9     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9       18       19        8       18       31       42                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      294,390
COMMITMENTS
  48,036  128,322   30,833  215,166  132,932  294,035  292,087      355    2,303

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     19,279)
   8,644    1,446    4,379    9,303   12,222   22,326   18,047   -3,047    1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     43.6     10.5     73.1     45.2     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15       34       28       23       30       54       76                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      527,802
COMMITMENTS
  75,352   69,113   18,260  370,427  380,493  464,039  467,866   63,763   59,936

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,154)
   2,729      -52     -651    1,940    2,063    4,018    1,361   -2,864     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     13.1      3.5     70.2     72.1     87.9     88.6     12.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      558)
     122       91       68      245      241      391      376                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       21,031
COMMITMENTS
   2,330      748      800    4,025   11,510    7,155   13,058   13,876    7,973

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        -51)
     554   -1,542      400   -2,298    1,965   -1,344      823    1,293     -874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      3.6      3.8     19.1     54.7     34.0     62.1     66.0     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        4        1        4       10       10       15                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,533,853
COMMITMENTS
 368,753  345,469   83,656  1832010  1844914  2284419  2274039  249,434  259,814

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      6,027)
   6,420    2,999     -800   21,191      491   26,811    2,690  -20,784    3,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     13.6      3.3     72.3     72.8     90.2     89.7      9.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
     122       91       67      244      240      389      375                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       20,318
COMMITMENTS
     228    1,417        0   16,662   15,887   16,890   17,304    3,428    3,014

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      7.0      0.0     82.0     78.2     83.1     85.2     16.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        7       14        8       15                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:        9,795
COMMITMENTS
   1,549    1,546        0    6,895    7,708    8,444    9,254    1,351      541

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     15.8      0.0     70.4     78.7     86.2     94.5     13.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        0        5        9        8       12                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       12,408
COMMITMENTS
   1,276      794       18    8,562   10,301    9,856   11,113    2,552    1,295

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        934)
     -25      160        2    1,200      824    1,177      986     -243      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      6.4      0.1     69.0     83.0     79.4     89.6     20.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        1        9       10       13       12                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       67,775
COMMITMENTS
  13,573    2,514      170   44,282   60,898   58,025   63,582    9,750    4,193

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      4,034)
   1,073      391        6    2,888    3,482    3,967    3,879       67      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      3.7      0.3     65.3     89.9     85.6     93.8     14.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      13        4        3       38       31       52       37                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       43,791
COMMITMENTS
  16,784   10,566      849   19,627   24,662   37,260   36,077    6,531    7,714

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        925)
       1      264      266       85    1,159      352    1,689      573     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     24.1      1.9     44.8     56.3     85.1     82.4     14.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      59       54       25       78       83      145      154                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      218,954
COMMITMENTS
  83,919   52,831    4,244   98,135  123,308  186,298  180,383   32,656   38,571

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      4,623)
       7    1,321    1,329      424    5,797    1,760    8,447    2,863   -3,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     24.1      1.9     44.8     56.3     85.1     82.4     14.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      59       54       25       78       83      145      154                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      157,200
COMMITMENTS
  38,170   82,156    2,788   87,692   37,098  128,650  122,042   28,550   35,158

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -6,684)
  -3,992   -7,611      656   -3,012    1,232   -6,348   -5,723     -336     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     52.3      1.8     55.8     23.6     81.8     77.6     18.2     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      16       34        7       21       29       42       65                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      445,224
COMMITMENTS
  91,095  118,202    7,045  327,403  302,653  425,543  427,900   19,681   17,324

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        428)
   4,111   -3,042      -45   -2,279    5,187    1,787    2,100   -1,359   -1,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     26.5      1.6     73.5     68.0     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      63       52       23      126      118      201      181                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       27,151
COMMITMENTS
   8,937   19,023       57   12,126    4,521   21,120   23,601    6,031    3,550

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        222)
     157       75        2     -628       -8     -469       69      691      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     70.1      0.2     44.7     16.7     77.8     86.9     22.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        2        1       14        4       29        6                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,714
COMMITMENTS
  29,888   15,852      318   15,981   36,853   46,187   53,023   11,527    4,691

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,204)
   1,801    1,152     -100    3,002    4,371    4,703    5,423   -1,499   -2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     27.5      0.6     27.7     63.9     80.0     91.9     20.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       24        3       25       28       42       52                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      113,390
COMMITMENTS
  19,956    5,777    1,027   92,357  106,526  113,340  113,330       50       60

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -1,036)
     210     -401        1   -1,266     -616   -1,055   -1,016       19      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      5.1      0.9     81.5     93.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        3        4       21       21       31       26                  



Updated October 25, 2019