BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,881
COMMITMENTS
     539    2,906      329    7,499    5,067    8,367    8,302      514      579

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        557)
     -80      232       68      514      125      502      425       55      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     32.7      3.7     84.4     57.1     94.2     93.5      5.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        9        6       27       18       34       29                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,473
COMMITMENTS
   6,062    3,643    1,405    9,442    9,168   16,909   14,216    3,564    6,257

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,059)
     371      314        4      862      551    1,237      869     -178      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     17.8      6.9     46.1     44.8     82.6     69.4     17.4     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      20       12       16       17       20       42       43                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,924
COMMITMENTS
   1,540    1,691       99    6,535    6,395    8,174    8,185      750      739

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        316)
     186      -16      -56      158      312      288      240       28       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     18.9      1.1     73.2     71.7     91.6     91.7      8.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        6        5       26       14       32       23                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,816
COMMITMENTS
   4,602    1,005      308    2,741    5,023    7,651    6,336      165    1,480

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        336)
     111      103       17      207      203      335      323        1       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9     12.9      3.9     35.1     64.3     97.9     81.1      2.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        4        5        6       13       14       19                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      263,436
COMMITMENTS
  97,183   63,429   46,390   97,213  124,357  240,786  234,176   22,650   29,260

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,412)
  -3,143      362    3,987    1,839   -2,796    2,683    1,553      729    1,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     24.1     17.6     36.9     47.2     91.4     88.9      8.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      91      103       98       55       74      211      224                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      332,840
COMMITMENTS
  92,419   61,057   83,375  121,147  156,992  296,941  301,424   35,899   31,416

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,120)
   1,225      638    1,153      -34      686    2,344    2,477      776      643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     18.3     25.0     36.4     47.2     89.2     90.6     10.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     107       95      122      111      127      291      295                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,361
COMMITMENTS
     880    1,239        2      555      383    1,437    1,624      924      737

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:       -180)
    -102     -113      -94       15      -21     -181     -228        1       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     52.5      0.1     23.5     16.2     60.9     68.8     39.1     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8       14        2        9        9       19       23                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,369
COMMITMENTS
  14,465   17,082   10,313   12,592   10,463   37,370   37,858    9,999    9,511

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        136)
     147      448     -559      128      397     -284      286      420     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     36.1     21.8     26.6     22.1     78.9     79.9     21.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      42       47       53       55       53      133      131                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       20,336
COMMITMENTS
   2,852    3,206      781   16,087   14,957   19,720   18,944      616    1,392

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        857)
      17      353     -113    1,015      757      919      997      -62     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     15.8      3.8     79.1     73.5     97.0     93.2      3.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10       11        9       22       20       37       35                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       65,164
COMMITMENTS
  31,356    4,107      376   31,760   59,379   63,492   63,862    1,672    1,302

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        133)
     119      -22      213      210       95      542      286     -409     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1      6.3      0.6     48.7     91.1     97.4     98.0      2.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16       10        4        6        9       22       23                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      158,921
COMMITMENTS
  48,292   37,387    2,949   72,672   92,086  123,913  132,422   35,008   26,499

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,084)
     924    3,056     -146      692     -207    1,470    2,703    1,614      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     23.5      1.9     45.7     57.9     78.0     83.3     22.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      24       25       14       34       28       65       60                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,251
COMMITMENTS
  14,235   18,035      711   30,589   16,129   45,535   34,875    9,716   20,376

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        310)
   6,310   -1,007      627   -5,967     -542      970     -922     -660    1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     32.6      1.3     55.4     29.2     82.4     63.1     17.6     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       15        5       12       19       21       38                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      189,136
COMMITMENTS
 129,991   36,677      916   51,988  147,825  182,895  185,418    6,241    3,718

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     -8,389)
 -17,551     -506      449    8,514   -8,524   -8,588   -8,581      199      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     19.4      0.5     27.5     78.2     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      65       43       11       19       23       87       75                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      273,650
COMMITMENTS
  38,143  127,171    6,921  206,475   90,595  251,539  224,687   22,111   48,963

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        169)
   4,738    1,348    1,812   -3,073   -3,442    3,477     -282   -3,308      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     46.5      2.5     75.5     33.1     91.9     82.1      8.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      23       50       12       33       48       62      104                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      157,862
COMMITMENTS
  59,795   26,188    3,714   60,327   99,944  123,836  129,846   34,026   28,016

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      3,200)
   9,811    7,358     -691   -6,011   -4,376    3,109    2,291       91      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     16.6      2.4     38.2     63.3     78.4     82.3     21.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      33       23       14       41       38       78       71                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      525,065
COMMITMENTS
 173,451  212,255   12,779  255,401  239,344  441,631  464,378   83,434   60,687

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:    -17,741)
   4,996    5,823      191  -23,284  -23,134  -18,097  -17,120      356     -621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     40.4      2.4     48.6     45.6     84.1     88.4     15.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      80       60       31       87       81      175      165                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       27,232
COMMITMENTS
   4,289    5,834      177    9,403   14,956   13,869   20,967   13,363    6,265

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:       -422)
     -29     -427       -7      178       58      142     -376     -564      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     21.4      0.6     34.5     54.9     50.9     77.0     49.1     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        2       13       10       20       14                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,455
COMMITMENTS
   6,043    2,857       28   12,233   15,123   18,304   18,008    6,151    6,447

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:       -444)
    -391     -313       11      -73      -92     -453     -394        9      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     11.7      0.1     50.0     61.8     74.8     73.6     25.2     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        2       12        9       18       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       70,739
COMMITMENTS
  26,238   35,990      381   41,550   32,578   68,169   68,949    2,570    1,790

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     29,808)
   5,254    6,345      373   23,632   22,838   29,259   29,556      549      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     50.9      0.5     58.7     46.1     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13       22        3        7        7       22       31                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       64,672
COMMITMENTS
  21,135   47,182    1,452   37,631    9,904   60,218   58,538    4,454    6,134

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,912)
      62    7,849      346     -277   -5,979      131    2,216    1,781     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     73.0      2.2     58.2     15.3     93.1     90.5      6.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      30       54       11       15       13       48       75                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       15,108
COMMITMENTS
  10,834    3,495      261    3,502    9,160   14,597   12,916      511    2,192

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     -1,787)
  -1,396   -1,312       81     -516     -535   -1,831   -1,766       44      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7     23.1      1.7     23.2     60.6     96.6     85.5      3.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6       14        2        4        5       12       19                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,089,071
COMMITMENTS
 3338921  1211569  3026935  5983954  7935550 12349810 12174054  739,261  915,017

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:    111,443)
 201,294   79,789 -122,564      737  141,977   79,467   99,202   31,976   12,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      9.3     23.1     45.7     60.6     94.4     93.0      5.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      76       55      101      105      115      226      233                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        4,091
COMMITMENTS
   2,285    3,470       81        0       26    2,366    3,577    1,725      514

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:       -394)
    -280     -337     -143        0        0     -423     -480       29       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9     84.8      2.0      0.0      0.6     57.8     87.4     42.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      19       17        6        0        1       23       21                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      110,881
COMMITMENTS
   9,017   11,500   26,372   74,722   72,554  110,111  110,426      770      455

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      6,194)
  -3,722     -544    1,425    8,898    5,813    6,601    6,694     -407     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     10.4     23.8     67.4     65.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       15       19       14       18       36       41                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      160,229
COMMITMENTS
  11,659   55,880   25,261  122,854   78,721  159,774  159,862      455      367

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     23,488)
    -481   12,912    1,859   22,052    8,728   23,430   23,499       58      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     34.9     15.8     76.7     49.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       27       26       23       23       53       62                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      554,812
COMMITMENTS
  73,338   62,547   27,493  385,079  393,206  485,911  483,246   68,901   71,567

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      7,850)
   2,659    1,723    3,741    5,032   -1,210   11,432    4,254   -3,582    3,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     11.3      5.0     69.4     70.9     87.6     87.1     12.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      577)
     114      110       76      237      264      385      417                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       34,608
COMMITMENTS
   3,302    6,213      365   16,756   11,625   20,423   18,203   14,185   16,405

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      2,940)
     615    2,064      -72    2,950     -456    3,493    1,536     -553    1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     18.0      1.1     48.4     33.6     59.0     52.6     41.0     47.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        7        2       14       10       17       18                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       15,088
COMMITMENTS
   4,090      412        1    9,034   14,103   13,125   14,516    1,963      572

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:          3)
      23        0        0       33        9       56        9      -53       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      2.7      0.0     59.9     93.5     87.0     96.2     13.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        1        1        6        9       12       11                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:        8,331
COMMITMENTS
     965      228        0    5,535    7,271    6,500    7,499    1,831      832

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        382)
      80      228        0      267       -8      347      220       35      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      2.7      0.0     66.4     87.3     78.0     90.0     22.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       10        9       13       10                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,601,022
COMMITMENTS
 369,829  301,315  115,994  1841617  1907904  2327440  2325213  273,582  275,809

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     24,550)
  20,560    8,636    8,725   10,412   -3,771   39,697   13,590  -15,147   10,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     11.6      4.5     70.8     73.4     89.5     89.4     10.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     115      108       74      233      260      381      410                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       21,313
COMMITMENTS
   2,250      274        0   16,515   14,666   18,765   14,940    2,548    6,373

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,667)
       0        0        0    1,091      -23    1,091      -23      576    1,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      1.3      0.0     77.5     68.8     88.0     70.1     12.0     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11        8       12        9                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| 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:       14,707
COMMITMENTS
   1,480        0        0   10,780   13,424   12,260   13,424    2,447    1,283

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:       -647)
    -385        0       -1     -330   -1,088     -716   -1,089       69      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      0.0      0.0     73.3     91.3     83.4     91.3     16.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0        8       13       12       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       69,981
COMMITMENTS
  12,432    2,705       85   47,890   62,964   60,407   65,754    9,574    4,227

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,654)
     511      -76     -333    1,419    1,854    1,597    1,445       57      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      3.9      0.1     68.4     90.0     86.3     94.0     13.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      10        6        3       41       34       52       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       40,023
COMMITMENTS
  14,078    9,501    1,034   18,488   20,515   33,599   31,050    6,424    8,973

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      1,669)
    -408     -269      366    1,497      912    1,455    1,009      214      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     23.7      2.6     46.2     51.3     83.9     77.6     16.1     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      50       61       22       78       87      139      159                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      200,114
COMMITMENTS
  70,389   47,505    5,168   92,438  102,577  167,995  155,250   32,119   44,864

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:      8,346)
  -2,040   -1,347    1,832    7,484    4,560    7,276    5,045    1,070    3,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     23.7      2.6     46.2     51.3     83.9     77.6     16.1     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      50       61       22       78       87      139      159                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      165,752
COMMITMENTS
  31,850   92,882    1,718  102,382   29,039  135,950  123,639   29,802   42,113

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     -3,423)
    -508   -2,257      485   -4,337   -3,783   -4,360   -5,555      937    2,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     56.0      1.0     61.8     17.5     82.0     74.6     18.0     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      17       39       10       21       27       44       70                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      468,827
COMMITMENTS
  67,465  126,805    6,886  374,393  311,627  448,744  445,318   20,083   23,509

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     16,522)
   4,992      810     -334   10,088   14,173   14,746   14,649    1,776    1,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     27.0      1.5     79.9     66.5     95.7     95.0      4.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      49       58       20      120      123      181      189                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,963
COMMITMENTS
  13,255   20,810      810   10,763    4,826   24,828   26,446    6,135    4,517

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:         65)
    -552       90     -267       12       35     -807     -142      872      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     67.2      2.6     34.8     15.6     80.2     85.4     19.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        3        3       14        7       28       12                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,093
COMMITMENTS
  32,174   17,737    1,141   16,655   31,877   49,970   50,755    7,123    6,338

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:     -1,725)
     754   -2,551     -341     -491      532      -78   -2,360   -1,647      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.4     31.1      2.0     29.2     55.8     87.5     88.9     12.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       15        7       27       24       46       43                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 08/27/19                         |
--------------------------------------------------------------| 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:      117,277
COMMITMENTS
  17,703    4,276    1,026   98,523  111,905  117,252  117,207       25       70

CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST:        721)
     338        0        0      383      756      721      756        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      3.6      0.9     84.0     95.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        2        3       15       21       24       25                  



Updated August 30, 2019