BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,635
COMMITMENTS
      96    2,550    1,162    8,571    6,156    9,830    9,868      805      767

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        266)
       3      -81      120       97      210      219      249       47       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     24.0     10.9     80.6     57.9     92.4     92.8      7.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        9       10       28       23       38       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       45,121
COMMITMENTS
   7,725    1,622   14,367   17,267   19,593   39,359   35,582    5,762    9,539

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      5,236)
     943      158    2,439    2,388    2,472    5,770    5,069     -534      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      3.6     31.8     38.3     43.4     87.2     78.9     12.8     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      30       15       29       38       40       80       72                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       11,617
COMMITMENTS
     798    1,607    1,288    8,475    7,554   10,562   10,449    1,055    1,168

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        578)
      86       -6       50      360      521      497      565       81       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     13.8     11.1     73.0     65.0     90.9     89.9      9.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        7        7       28       16       35       25                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,104
COMMITMENTS
   3,886      350    1,840    3,889    5,068    9,615    7,259      489    2,845

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         71)
    -106       55      -38      254      -19      110       -2      -39       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5      3.5     18.2     38.5     50.2     95.2     71.8      4.8     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        3        7       17       17       26       25                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      374,191
COMMITMENTS
  90,428   41,302  123,289  131,384  168,383  345,101  332,974   29,091   41,218

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -16,934)
  -3,400   -3,559   -9,231   -4,200   -4,650  -16,831  -17,440     -103      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     11.0     32.9     35.1     45.0     92.2     89.0      7.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     130       92      126       88       93      283      254                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      399,567
COMMITMENTS
  94,658   72,041  123,665  135,805  160,947  354,128  356,652   45,439   42,915

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -19,220)
   2,678      219  -13,965   -6,323   -3,892  -17,610  -17,639   -1,610   -1,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     18.0     30.9     34.0     40.3     88.6     89.3     11.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     128       93      141      144      143      346      319                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,342
COMMITMENTS
     541      800      269      792      664    1,603    1,733      739      609

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         56)
      -6     -132       59      142      200      195      127     -140      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     34.2     11.5     33.8     28.3     68.4     74.0     31.6     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        9        6       12       11       24       24                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,261
COMMITMENTS
  15,374   17,474   16,290   14,884   11,941   46,548   45,705    9,713   10,556

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -1,874)
     933     -739     -633     -590      -74     -290   -1,446   -1,584     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     31.1     29.0     26.5     21.2     82.7     81.2     17.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      57       46       61       59       55      155      139                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        2,816
COMMITMENTS
     318      734      243    1,262    1,531    1,823    2,508      993      308

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3     26.0      8.6     44.8     54.4     64.7     89.0     35.3     11.0

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 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       30,525
COMMITMENTS
   1,863    3,539    5,945   21,636   18,851   29,444   28,335    1,081    2,190

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,603)
     649      131      987      790    1,349    2,426    2,467      177      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     11.6     19.5     70.9     61.8     96.5     92.8      3.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      13       11       15       30       31       52       48                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       64,740
COMMITMENTS
  33,698   10,147        0   29,328   53,504   63,026   63,651    1,714    1,089

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -8,185)
   3,821    8,173   -5,456   -1,707   -5,719   -3,342   -3,002   -4,843   -5,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.1     15.7      0.0     45.3     82.6     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      19        7        0        4        8       23       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      199,020
COMMITMENTS
  61,868   42,331   11,775   88,300  115,959  161,943  170,065   37,078   28,956

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      5,128)
   7,302   -1,095   -1,437     -578    2,021    5,287     -511     -158    5,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     21.3      5.9     44.4     58.3     81.4     85.5     18.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      32       29       18       37       29       78       67                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,726
COMMITMENTS
  15,309   19,704      999   27,906   12,287   44,215   32,990    9,512   20,737

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -11,421)
  -1,075      715     -133   -9,478   -9,923  -10,686   -9,341     -735   -2,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     36.7      1.9     51.9     22.9     82.3     61.4     17.7     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8       15        6       13       16       24       34                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      189,456
COMMITMENTS
 136,862   53,914    1,848   44,836  130,457  183,545  186,220    5,911    3,237

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -8,803)
   9,345   23,196   -7,956   -8,739  -22,534   -7,350   -7,294   -1,453   -1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.2     28.5      1.0     23.7     68.9     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      72       37       11       14       31       89       76                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      255,642
COMMITMENTS
  24,529  107,862   15,643  190,847   90,308  231,019  213,813   24,623   41,829

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -48,962)
 -15,189  -21,696   -6,169  -25,795  -17,192  -47,152  -45,057   -1,810   -3,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6     42.2      6.1     74.7     35.3     90.4     83.6      9.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      20       44       15       28       42       53       96                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      157,029
COMMITMENTS
  48,438   25,960   18,522   60,082   89,144  127,042  133,626   29,987   23,403

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -17,865)
  -6,592    2,144   -3,092   -4,036  -13,211  -13,720  -14,159   -4,145   -3,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     16.5     11.8     38.3     56.8     80.9     85.1     19.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      33       19       19       37       35       76       67                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      578,380
COMMITMENTS
 164,502  239,882   45,592  286,921  235,550  497,014  521,025   81,366   57,356

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -74,979)
 -10,673    5,910  -13,013  -48,576  -58,183  -72,263  -65,287   -2,716   -9,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     41.5      7.9     49.6     40.7     85.9     90.1     14.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      84       81       59       95       86      201      204                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       25,062
COMMITMENTS
   4,137    3,105      705    8,496   15,339   13,338   19,149   11,724    5,913

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -2,638)
     610       47      -14   -1,055   -2,566     -459   -2,533   -2,179     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     12.4      2.8     33.9     61.2     53.2     76.4     46.8     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        2       13        9       19       13                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       28,840
COMMITMENTS
   3,682    5,470       32   18,364   17,639   22,078   23,141    6,762    5,699

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        339)
  -1,474    1,827       17    1,797   -1,423      340      421       -1      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     19.0      0.1     63.7     61.2     76.6     80.2     23.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        5        2       14       11       18       17                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       46,970
COMMITMENTS
   8,846   43,148      116   35,478    1,561   44,439   44,825    2,531    2,146

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -2,304)
  -1,661   -2,089       -7     -819     -244   -2,488   -2,341      183       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     91.9      0.2     75.5      3.3     94.6     95.4      5.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13       24        2        8        4       22       29                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       68,594
COMMITMENTS
  15,759   51,867    1,007   49,225    9,760   65,992   62,635    2,602    5,960

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     -4,687)
  -6,735     -424   -4,773    6,614      189   -4,894   -5,007      207      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     75.6      1.5     71.8     14.2     96.2     91.3      3.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      27       52        9       18       11       48       69                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,469
COMMITMENTS
  12,042    6,092        0    1,631    6,307   13,673   12,399      796    2,070

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         91)
   2,010    2,544     -453   -1,674   -1,899     -117      192      208     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.2     42.1      0.0     11.3     43.6     94.5     85.7      5.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4       12        0        2        4        6       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   24,371,738
COMMITMENTS
 1798543  637,565 12806989  9025109 10053415 23630642 23497969  741,096  873,769

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -5,224,613)
-352,657 -150,643 -3392671 -1399657 -1612955 -5144984 -5156269  -79,629  -68,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      2.6     52.5     37.0     41.3     97.0     96.4      3.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      95       66      124      120      125      272      260                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        4,174
COMMITMENTS
   2,502    3,572      219        0       26    2,721    3,817    1,453      357

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:         46)
      55      174      -34        0        0       21      140       25      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.9     85.6      5.2      0.0      0.6     65.2     91.4     34.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      28       20        7        0        1       31       25                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      146,348
COMMITMENTS
  24,415   24,692   29,727   90,060   91,430  144,202  145,849    2,146      499

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     21,343)
   9,880   11,596    1,609    8,754    8,077   20,243   21,282    1,100       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     16.9     20.3     61.5     62.5     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12       14       17       10       19       32       41                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      205,314
COMMITMENTS
  17,891   88,409   31,095  155,930   82,570  204,916  202,074      398    3,240

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     65,040)
   4,109   40,271   10,603   50,518   11,308   65,230   62,182     -190    2,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     43.1     15.1     75.9     40.2     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19       21       26       21       23       52       59                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      878,396
COMMITMENTS
  77,208   72,517  186,150  503,609  522,569  766,967  781,236  111,429   97,160

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     59,403)
   4,813      485   12,815   29,415   43,504   47,043   56,804   12,360    2,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      8.3     21.2     57.3     59.5     87.3     88.9     12.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     129      128      152      271      271      477      474                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       80,491
COMMITMENTS
   6,412    6,688   15,915   26,802   30,529   49,130   53,133   31,362   27,359

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      6,023)
    -120     -558    2,234    1,534    6,451    3,648    8,128    2,375   -2,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      8.3     19.8     33.3     37.9     61.0     66.0     39.0     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       13       19       17       19       39       40                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| 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:       15,387
COMMITMENTS
   2,038      694        0   11,702   13,916   13,740   14,610    1,647      777

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        918)
  -1,229       51        0    2,646      805    1,417      856     -499       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      4.5      0.0     76.1     90.4     89.3     95.0     10.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       10       10       12       12                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| 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:       11,185
COMMITMENTS
     498        0       35    8,296    9,450    8,829    9,485    2,356    1,700

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.3     74.2     84.5     78.9     84.8     21.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       13       11       15       13                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,989,525
COMMITMENTS
 389,292  364,456  815,861  2384035  2460201  3589188  3640518  400,337  349,007

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    266,899)
  26,539    7,089   51,028  139,406  185,263  216,973  243,381   49,926   23,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      9.1     20.5     59.8     61.7     90.0     91.3     10.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     127      121      145      266      266      463      462                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| 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:       24,815
COMMITMENTS
       0    4,491      239   22,235   17,128   22,474   21,858    2,341    2,957

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      6,592)
       0      338      239    6,365    6,490    6,604    7,067      -12     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     18.1      1.0     89.6     69.0     90.6     88.1      9.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       14       13       15       16                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| 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:       26,747
COMMITMENTS
   2,455        0        0   18,671   17,783   21,126   17,783    5,621    8,964

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      0.0      0.0     69.8     66.5     79.0     66.5     21.0     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       12       14       12                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| 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:       12,292
COMMITMENTS
     787    3,586        0    9,677    6,983   10,464   10,569    1,828    1,723

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     29.2      0.0     78.7     56.8     85.1     86.0     14.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0        9       10       11       12                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind             OPEN INTEREST:       13,983
COMMITMENTS
     760      859        0   11,052   12,193   11,812   13,052    2,171      931

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      6.1      0.0     79.0     87.2     84.5     93.3     15.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0        9       10       11       13                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| 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:       23,056
COMMITMENTS
   1,265      670       22   18,794   20,722   20,081   21,414    2,975    1,642

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      6,497)
    -266      445        8    6,437    5,473    6,179    5,926      318      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      2.9      0.1     81.5     89.9     87.1     92.9     12.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       13       15       17       18                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       66,558
COMMITMENTS
  11,974    3,452      590   43,654   58,677   56,218   62,719   10,340    3,839

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:       -101)
     450      495      479   -2,284     -742   -1,355      232    1,254     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0      5.2      0.9     65.6     88.2     84.5     94.2     15.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      10        5        4       41       35       53       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       54,203
COMMITMENTS
  16,463    9,224    5,550   24,923   30,267   46,936   45,042    7,267    9,162

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      9,226)
   1,857      280    1,709    5,557    6,119    9,123    8,108      103    1,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     17.0     10.2     46.0     55.8     86.6     83.1     13.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      62       51       41       98       98      180      170                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      271,017
COMMITMENTS
  82,314   46,122   27,752  124,616  151,335  234,682  225,209   36,335   45,808

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     46,128)
   9,285    1,401    8,545   27,783   30,593   45,613   40,539      514    5,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     17.0     10.2     46.0     55.8     86.6     83.1     13.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      62       51       41       98       98      180      170                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      151,239
COMMITMENTS
  34,519   74,825    7,062   82,161   33,504  123,742  115,391   27,496   35,848

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -42,765)
  -2,574  -15,643   -6,679  -29,451  -17,129  -38,703  -39,451   -4,061   -3,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     49.5      4.7     54.3     22.2     81.8     76.3     18.2     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      16       39       15       25       28       49       74                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      522,134
COMMITMENTS
  89,707  113,960   14,603  394,265  371,909  498,575  500,472   23,559   21,662

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:     50,659)
  21,605   -4,531    4,005   22,121   52,544   47,731   52,019    2,928   -1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     21.8      2.8     75.5     71.2     95.5     95.9      4.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      56       50       31      136      133      210      197                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       20,093
COMMITMENTS
   4,558   12,332       48   10,142    4,746   14,748   17,126    5,345    2,967

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -24,902)
  -8,745  -11,313   -8,648   -1,643     -246  -19,036  -20,207   -5,866   -4,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     61.4      0.2     50.5     23.6     73.4     85.2     26.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        6        2       13        5       23       12                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,836
COMMITMENTS
  20,270    9,730        4   11,786   27,587   32,060   37,321    9,776    4,515

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:    -33,431)
 -14,906   -7,674   -9,515   -8,761  -13,798  -33,182  -30,987     -249   -2,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.5     23.3      0.0     28.2     65.9     76.6     89.2     23.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      13       11        1       20       22       34       33                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| 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:      116,185
COMMITMENTS
  17,682    5,678    1,026   97,451  109,421  116,159  116,125       26       60

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        811)
       0    1,202        0      811     -391      811      811        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      4.9      0.9     83.9     94.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        2        3       18       21       27       25                  



Updated September 20, 2019