BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,010
COMMITMENTS
     245    2,830    1,045    7,917    5,389    9,207    9,264      803      746

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -1,237)
      58        7     -206   -1,205   -1,105   -1,353   -1,303      115       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     28.3     10.4     79.1     53.8     92.0     92.5      8.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1       10        9       24       23       33       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       41,901
COMMITMENTS
   7,278    1,121   13,300   15,687   17,460   36,264   31,881    5,637   10,021

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -5,061)
    -640     -670   -1,669   -2,306   -2,671   -4,615   -5,010     -446      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      2.7     31.7     37.4     41.7     86.5     76.1     13.5     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30       11       26       35       35       74       63                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,651
COMMITMENTS
     758    1,496    1,221    7,450    6,796    9,429    9,513    1,222    1,138

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -1,733)
    -190     -133     -301   -1,329   -1,315   -1,820   -1,748       88       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     14.0     11.5     69.9     63.8     88.5     89.3     11.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        8        7       28       18       36       27                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,051
COMMITMENTS
   3,968      258    1,641    3,955    5,201    9,564    7,100      487    2,951

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:       -828)
    -214      -95     -247     -309     -443     -770     -785      -58      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.5      2.6     16.3     39.4     51.7     95.2     70.6      4.8     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        2        7       16       17       25       25                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      398,940
COMMITMENTS
  89,810   35,410  140,672  137,240  179,676  367,723  355,758   31,218   43,183

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     12,693)
  -5,912    1,213    8,859    8,745    2,088   11,692   12,159    1,002      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      8.9     35.3     34.4     45.0     92.2     89.2      7.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     158       85      153       87       95      312      280                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      351,364
COMMITMENTS
  92,262   57,764   88,456  131,778  160,033  312,497  306,253   38,867   45,111

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:    -27,574)
  -1,853   -2,306  -23,333      137   -2,274  -25,049  -27,914   -2,525      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     16.4     25.2     37.5     45.5     88.9     87.2     11.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     118       90      132      145      140      330      315                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,542
COMMITMENTS
     486      688      393      665      657    1,543    1,737      999      804

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        126)
     -42      -72       76       20       92       54       96       72       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     27.1     15.4     26.1     25.8     60.7     68.4     39.3     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       10        7       10       10       23       23                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,757
COMMITMENTS
  13,459   13,650   14,236   13,610   10,373   41,305   38,259    8,453   11,498

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        980)
  -1,357     -520    2,222     -304   -1,170      560      532      420      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     27.4     28.6     27.4     20.8     83.0     76.9     17.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      50       43       61       54       51      144      126                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        2,596
COMMITMENTS
     254      650      219    1,272    1,505    1,745    2,375      851      221

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:       -428)
     -95     -127      -51     -118     -167     -264     -344     -164      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     25.1      8.4     49.0     58.0     67.2     91.5     32.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        4       11        7       16       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,940
COMMITMENTS
   1,969    3,280    5,414   18,546   16,160   25,929   24,854    1,011    2,086

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -4,528)
    -362     -497     -847   -3,157   -3,041   -4,366   -4,386     -162     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     12.2     20.1     68.8     60.0     96.2     92.3      3.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      14       12       16       26       25       50       43                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       63,947
COMMITMENTS
  38,161    9,783        0   24,147   52,794   62,308   62,577    1,639    1,370

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -4,657)
  -1,040   -3,156        0   -3,611   -1,572   -4,651   -4,728       -6       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.7     15.3      0.0     37.8     82.6     97.4     97.9      2.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20        7        0        4        8       24       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      145,903
COMMITMENTS
  48,290   43,317    6,671   58,287   64,230  113,248  114,219   32,655   31,684

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      3,569)
   1,928    2,974      755    2,357   -4,908    5,040   -1,179   -1,471    4,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1     29.7      4.6     39.9     44.0     77.6     78.3     22.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      28       30       13       32       32       65       71                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       66,170
COMMITMENTS
  15,074   26,459    1,208   40,707   15,222   56,988   42,889    9,182   23,282

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:       -859)
  -3,195   -3,419       65      747    2,107   -2,383   -1,246    1,525      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     40.0      1.8     61.5     23.0     86.1     64.8     13.9     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9       21        4       16       18       26       42                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      218,873
COMMITMENTS
 160,055   44,305    1,293   51,889  169,760  213,238  215,358    5,635    3,515

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      2,344)
  -2,902   -2,190     -437    5,562    4,905    2,223    2,278      121       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.1     20.2      0.6     23.7     77.6     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      71       40       12       18       33       91       83                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      279,302
COMMITMENTS
  27,850  103,325   20,236  206,854  110,972  254,940  234,533   24,362   44,769

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      8,534)
   2,123   -2,545      191    7,972    9,121   10,285    6,766   -1,751    1,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     37.0      7.2     74.1     39.7     91.3     84.0      8.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      23       45       15       37       51       67      104                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      172,846
COMMITMENTS
  52,259   40,929   15,779   74,628   90,097  142,665  146,805   30,180   26,040

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -5,838)
  -5,041   -2,910     -858    2,691   -2,258   -3,208   -6,026   -2,630      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     23.7      9.1     43.2     52.1     82.5     84.9     17.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      27       24       16       43       40       78       72                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      570,835
COMMITMENTS
 160,999  242,757   36,163  290,215  229,044  487,377  507,964   83,457   62,870

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:    -30,741)
  -2,451      310  -16,447   -6,283  -16,852  -25,181  -32,988   -5,560    2,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     42.5      6.3     50.8     40.1     85.4     89.0     14.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      85       71       50       97       90      197      196                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       25,655
COMMITMENTS
   3,920    3,485      685    8,852   15,782   13,457   19,952   12,198    5,703

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:       -212)
       0      -77        0       69     -258       69     -335     -281      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     13.6      2.7     34.5     61.5     52.5     77.8     47.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        2       13       10       19       15                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       22,834
COMMITMENTS
   1,580    3,485       15   14,133   13,163   15,728   16,663    7,106    6,171

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:       -199)
     334     -393        0     -421       20      -87     -373     -112      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     15.3      0.1     61.9     57.6     68.9     73.0     31.1     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        1       13       11       16       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       58,558
COMMITMENTS
   7,674   53,507      125   48,344    2,975   56,143   56,607    2,415    1,951

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:    -13,046)
  -6,513     -560      -64   -6,206  -12,118  -12,783  -12,742     -263     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     91.4      0.2     82.6      5.1     95.9     96.7      4.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       24        3        7        6       19       32                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       74,094
COMMITMENTS
  14,274   52,592    1,664   55,385   13,827   71,323   68,083    2,771    6,012

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -1,565)
  -1,767   -5,993      505      143    3,850   -1,119   -1,639     -446       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     71.0      2.2     74.7     18.7     96.3     91.9      3.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      26       54       11       19       14       51       73                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       10,871
COMMITMENTS
   8,905    3,226       36    1,298    5,597   10,239    8,859      632    2,012

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -2,519)
  -2,913   -1,151       36      305   -1,518   -2,572   -2,633       53      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.9     29.7      0.3     11.9     51.5     94.2     81.5      5.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8       10        1        2        6       10       17                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   26,122,308
COMMITMENTS
 1834345  523,254 13995815  9490385 10725156 25320544 25244224  801,764  878,084

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:  1,179,978)
 103,038  -11,095  821,337  217,724  342,466  1142099  1152709   37,879   27,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      2.0     53.6     36.3     41.1     96.9     96.6      3.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      84       74      118      125      128      270      260                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        3,335
COMMITMENTS
   1,805    2,712      135        0        0    1,940    2,847    1,395      488

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        -13)
       4       46       -2        0        0        2       44      -15      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.1     81.3      4.0      0.0      0.0     58.2     85.4     41.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      22       22        4        0        0       24       25                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      156,267
COMMITMENTS
  24,323   21,903   35,220   95,275   98,624  154,818  155,747    1,449      520

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      6,752)
     792     -876    4,082    2,052    3,477    6,926    6,683     -174       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     14.0     22.5     61.0     63.1     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       20       19        8       18       32       43                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      257,091
COMMITMENTS
  32,587  126,575   21,588  202,482  108,275  256,657  256,438      434      653

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     16,472)
   6,618    3,934    3,456    6,893    8,790   16,967   16,180     -495      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     49.2      8.4     78.8     42.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12       35       29       19       27       51       71                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      761,042
COMMITMENTS
  67,050   59,254  183,770  426,317  440,241  677,136  683,265   83,906   77,777

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     29,381)
   3,162   -4,057   21,510    6,221   10,144   30,893   27,597   -1,512    1,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      7.8     24.1     56.0     57.8     89.0     89.8     11.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      612)
     142      115      148      263      270      473      466                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       52,941
COMMITMENTS
   1,233    3,090   17,062   15,341   16,312   33,636   36,464   19,306   16,478

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      1,430)
    -167      504      614    4,605   -2,936    5,052   -1,818   -3,622    3,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      5.8     32.2     29.0     30.8     63.5     68.9     36.5     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        9       18       15       15       36       34                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,540,503
COMMITMENTS
 334,208  285,945  828,413  2054882  2119647  3217503  3234005  323,000  306,498

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:    139,753)
  12,314  -27,132  108,807    8,083   65,398  129,204  147,073   10,549   -7,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      8.1     23.4     58.0     59.9     90.9     91.3      9.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     138      112      142      258      265      461      454                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| 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:       15,806
COMMITMENTS
     211    2,143        0   13,189   11,302   13,400   13,445    2,406    2,361

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     13.6      0.0     83.4     71.5     84.8     85.1     15.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        0        7       12        8       16                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| 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:       11,177
COMMITMENTS
   1,658        0        0    6,605   10,281    8,263   10,281    2,914      896

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -1,102)
     357     -206      -21   -1,814     -700   -1,478     -927      376     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      0.0      0.0     59.1     92.0     73.9     92.0     26.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0        8       12       12       12                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       65,508
COMMITMENTS
  11,753    2,430       40   43,442   58,913   55,235   61,383   10,273    4,125

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      2,167)
  -1,253     -199      -91    3,549    1,746    2,205    1,456      -38      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      3.7      0.1     66.3     89.9     84.3     93.7     15.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      10        4        1       43       29       53       34                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       44,397
COMMITMENTS
  13,375    9,595    3,205   21,229   23,394   37,808   36,194    6,589    8,204

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        -49)
  -1,673       64      143    1,324     -216     -206       -8      156      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1     21.6      7.2     47.8     52.7     85.2     81.5     14.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      56       53       31       84       96      152      168                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      221,986
COMMITMENTS
  66,874   47,976   16,024  106,145  116,968  189,042  180,968   32,943   41,018

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:       -247)
  -8,364      322      716    6,619   -1,078   -1,029      -40      782     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1     21.6      7.2     47.8     52.7     85.2     81.5     14.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      56       53       31       84       96      152      168                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      185,184
COMMITMENTS
  42,803   90,488   10,683  100,141   44,248  153,627  145,419   31,557   39,765

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -5,532)
  -3,709   -9,730     -430     -563    4,983   -4,701   -5,176     -831     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     48.9      5.8     54.1     23.9     83.0     78.5     17.0     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      20       33       14       26       37       52       78                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      449,838
COMMITMENTS
  79,205  120,527   12,691  335,542  295,222  427,438  428,440   22,400   21,398

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        111)
 -10,616    7,670    1,017    9,850  -12,565      252   -3,877     -141    3,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     26.8      2.8     74.6     65.6     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      57       52       29      127      121      201      185                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       23,223
COMMITMENTS
   5,360   15,882       45   11,713    4,537   17,118   20,464    6,105    2,759

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:       -989)
  -3,111      -20      -16      582        6   -2,545      -30    1,556     -959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     68.4      0.2     50.4     19.5     73.7     88.1     26.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        4        1       14        4       25        8                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,274
COMMITMENTS
  24,923   15,077       55   11,798   28,177   36,776   43,309   11,498    4,965

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -3,123)
  -1,517   -2,129      -47     -164     -944   -1,728   -3,120   -1,395       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.6     31.2      0.1     24.4     58.4     76.2     89.7     23.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      14       19        3       22       25       38       45                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| 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:      115,699
COMMITMENTS
  19,346    6,428    1,026   95,297  108,185  115,669  115,639       30       60

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -1,503)
     484      250        0   -1,991   -1,753   -1,507   -1,503        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      5.6      0.9     82.4     93.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        3        3       19       20       29       25                  



Updated October 11, 2019