BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,891
COMMITMENTS
     117    2,630    1,221    8,832    6,216   10,169   10,066      722      825

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        256)
      20       80       59      260       60      339      198      -83       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     24.1     11.2     81.1     57.1     93.4     92.4      6.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        8       10       26       21       36       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       46,370
COMMITMENTS
   7,474    1,916   14,965   17,934   19,797   40,373   36,678    5,997    9,692

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,249)
    -251      294      598      667      204    1,014    1,096      235      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      4.1     32.3     38.7     42.7     87.1     79.1     12.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      26       16       29       37       38       77       69                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       11,835
COMMITMENTS
     844    1,575    1,330    8,578    7,716   10,751   10,621    1,084    1,214

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        218)
      45      -32       42      103      162      190      172       28       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     13.3     11.2     72.5     65.2     90.8     89.7      9.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        6        7       28       16       35       25                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,678
COMMITMENTS
   4,139      340    1,869    4,171    5,581   10,179    7,790      499    2,888

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        574)
     253      -11       29      283      513      564      531       10       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.8      3.2     17.5     39.1     52.3     95.3     73.0      4.7     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        3        7       16       18       25       26                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      378,360
COMMITMENTS
  90,580   37,703  130,634  126,773  168,760  347,987  337,097   30,373   41,263

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,169)
     151   -3,599    7,345   -4,610      377    2,886    4,123    1,283       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9     10.0     34.5     33.5     44.6     92.0     89.1      8.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     141       91      136       86       95      294      263                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      389,363
COMMITMENTS
  93,791   69,855  118,912  131,721  158,064  344,424  346,831   44,939   42,532

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -10,203)
    -867   -2,185   -4,752   -4,084   -2,883   -9,703   -9,820     -500     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     17.9     30.5     33.8     40.6     88.5     89.1     11.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     126       97      142      146      146      347      324                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,390
COMMITMENTS
     608      745      326      661      786    1,595    1,857      795      532

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         48)
      66      -55       57     -131      122       -8      125       56      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     31.2     13.7     27.7     32.9     66.7     77.7     33.3     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       11        9       14       12       30       29                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       54,903
COMMITMENTS
  15,635   15,746   15,768   14,543   11,958   45,946   43,472    8,957   11,432

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -1,358)
     261   -1,728     -522     -341       17     -602   -2,233     -756      876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     28.7     28.7     26.5     21.8     83.7     79.2     16.3     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      55       50       61       60       56      157      137                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        2,878
COMMITMENTS
     318      780      250    1,260    1,567    1,828    2,596    1,050      281

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         62)
       0       46        7       -2       36        5       89       57      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     27.1      8.7     43.8     54.4     63.5     90.2     36.5      9.8

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 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       30,924
COMMITMENTS
   2,272    3,623    6,061   21,494   18,996   29,826   28,680    1,098    2,244

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        399)
     409       84      115     -142      145      382      345       17       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3     11.7     19.6     69.5     61.4     96.5     92.7      3.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14       11       15       29       30       51       48                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       67,298
COMMITMENTS
  36,064   11,452        0   29,347   54,451   65,411   65,903    1,887    1,395

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,558)
   2,366    1,305        0       19      947    2,385    2,252      173      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.6     17.0      0.0     43.6     80.9     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20        8        0        4        7       24       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      134,066
COMMITMENTS
  40,019   35,640    6,779   54,120   64,360  100,918  106,779   33,148   27,287

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -64,954)
 -21,849   -6,691   -4,996  -34,180  -51,598  -61,025  -63,285   -3,929   -1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     26.6      5.1     40.4     48.0     75.3     79.6     24.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      31       27       16       32       31       70       67                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       58,275
COMMITMENTS
  14,518   24,861      591   34,002   12,730   49,112   38,182    9,163   20,093

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,549)
    -791    5,157     -408    6,096      443    4,897    5,192     -348     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     42.7      1.0     58.3     21.8     84.3     65.5     15.7     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9       18        6       15       16       28       36                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      200,233
COMMITMENTS
 150,713   57,523    1,348   42,285  138,299  194,346  197,169    5,887    3,064

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     10,777)
  13,851    3,608     -500   -2,551    7,841   10,801   10,949      -24     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    75.3     28.7      0.7     21.1     69.1     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      73       38       12       13       33       90       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      268,266
COMMITMENTS
  24,880  106,681   20,760  198,337   98,991  243,977  226,432   24,289   41,834

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     12,623)
     351   -1,181    5,117    7,490    8,683   12,958   12,619     -334        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     39.8      7.7     73.9     36.9     90.9     84.4      9.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      20       46       19       35       47       65      102                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      168,164
COMMITMENTS
  45,421   33,228   21,543   70,136   88,678  137,101  143,448   31,064   24,716

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     11,135)
  -3,017    7,268    3,021   10,055     -466   10,058    9,822    1,077    1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     19.8     12.8     41.7     52.7     81.5     85.3     18.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      29       30       19       39       37       79       75                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      578,955
COMMITMENTS
 156,647  229,169   50,096  286,254  238,317  492,997  517,582   85,958   61,373

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        575)
  -7,855  -10,713    4,504     -667    2,766   -4,018   -3,443    4,593    4,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     39.6      8.7     49.4     41.2     85.2     89.4     14.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      79       80       61       97       87      201      204                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       25,647
COMMITMENTS
   4,120    3,669      705    8,290   15,193   13,115   19,567   12,532    6,080

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        585)
     -17      564        0     -206     -146     -223      418      808      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     14.3      2.7     32.3     59.2     51.1     76.3     48.9     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        2       12        9       18       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       46,934
COMMITMENTS
   8,996   43,446       95   34,900    1,506   43,991   45,047    2,943    1,887

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        -36)
     150      298      -20     -578      -55     -448      222      412     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     92.6      0.2     74.4      3.2     93.7     96.0      6.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       26        2        8        3       19       31                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       75,412
COMMITMENTS
  19,443   59,113    1,074   51,776    9,486   72,294   69,674    3,118    5,739

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      6,818)
   3,684    7,246       67    2,551     -274    6,302    7,039      516     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     78.4      1.4     68.7     12.6     95.9     92.4      4.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      25       62       10       18       12       48       79                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       16,744
COMMITMENTS
  14,570    7,739        0    1,531    6,876   16,101   14,615      643    2,129

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,275)
   2,528    1,647        0     -100      569    2,428    2,216     -153       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.0     46.2      0.0      9.1     41.1     96.2     87.3      3.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4       15        0        1        5        5       20                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   24,719,303
COMMITMENTS
 1632250  554,958 13013031  9273043 10255818 23918325 23823807  800,979  895,496

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    347,565)
-166,293  -82,607  206,042  247,934  202,403  287,683  325,838   59,882   21,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      2.2     52.6     37.5     41.5     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      87       69      119      127      130      273      260                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        4,178
COMMITMENTS
   2,253    3,321      297        0       26    2,550    3,644    1,628      534

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          4)
    -249     -251       78        0        0     -171     -173      175      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.9     79.5      7.1      0.0      0.6     61.0     87.2     39.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      24       24        6        0        1       27       29                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      141,823
COMMITMENTS
  22,091   23,119   27,727   89,759   90,579  139,577  141,425    2,246      398

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -4,525)
  -2,324   -1,573   -2,000     -301     -851   -4,625   -4,424      100     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     16.3     19.6     63.3     63.9     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       19       17        7       17       29       40                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      257,560
COMMITMENTS
  20,563  140,690   29,299  207,028   87,095  256,890  257,084      670      476

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     52,246)
   2,672   52,281   -1,796   51,098    4,525   51,974   55,010      272   -2,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     54.6     11.4     80.4     33.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      22       24       25       22       26       58       62                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      728,079
COMMITMENTS
  66,863   63,622  163,881  416,451  425,057  647,195  652,560   80,884   75,520

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:   -150,317)
 -10,345   -8,894  -22,270  -87,158  -97,512 -119,772 -128,677  -30,545  -21,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      8.7     22.5     57.2     58.4     88.9     89.6     11.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      595)
     143      109      144      255      260      462      450                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       49,231
COMMITMENTS
   2,339      935   16,151    9,100   18,391   27,589   35,477   21,642   13,754

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -31,260)
  -4,073   -5,753      235  -17,702  -12,138  -21,541  -17,656   -9,720  -13,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      1.9     32.8     18.5     37.4     56.0     72.1     44.0     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       10       20       11       18       35       38                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,394,241
COMMITMENTS
 329,012  319,825  732,260  2036758  2033328  3098030  3085414  296,210  308,827

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:   -595,284)
 -60,280  -44,631  -83,601 -347,277 -426,873 -491,158 -555,105 -104,127  -40,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      9.4     21.6     60.0     59.9     91.3     90.9      8.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
     137      106      136      252      258      449      440                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| 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:       21,008
COMMITMENTS
   2,660        0        0   15,990   12,371   18,650   12,371    2,358    8,637

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -5,739)
     205        0        0   -2,681   -5,412   -2,476   -5,412   -3,263     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      0.0      0.0     76.1     58.9     88.8     58.9     11.2     41.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       11       10       14       10                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       11,999
COMMITMENTS
   1,292      251       21    8,095   10,690    9,408   10,962    2,591    1,037

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -11,057)
      27     -419       -1  -10,699  -10,032  -10,673  -10,452     -384     -605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      2.1      0.2     67.5     89.1     78.4     91.4     21.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1        8       11       12       12                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       63,803
COMMITMENTS
  13,879    3,697      104   39,678   57,156   53,661   60,957   10,142    2,846

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -2,755)
   1,905      245     -486   -3,976   -1,521   -2,557   -1,762     -198     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      5.8      0.2     62.2     89.6     84.1     95.5     15.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13        7        2       39       29       54       36                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       43,854
COMMITMENTS
  13,988   11,033    3,152   20,406   21,871   37,546   36,056    6,308    7,798

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -10,350)
  -2,475    1,809   -2,399   -4,517   -8,396   -9,391   -8,985     -959   -1,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9     25.2      7.2     46.5     49.9     85.6     82.2     14.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      61       56       30       78       85      151      159                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      219,270
COMMITMENTS
  69,940   55,167   15,758  102,031  109,357  187,729  180,282   31,541   38,988

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -51,748)
 -12,374    9,045  -11,994  -22,585  -41,978  -46,953  -44,927   -4,794   -6,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9     25.2      7.2     46.5     49.9     85.6     82.2     14.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      61       56       30       78       85      151      159                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      175,925
COMMITMENTS
  45,860   93,794    9,489   91,867   36,148  147,216  139,432   28,709   36,494

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     24,686)
  11,341   18,969    2,428    9,705    2,644   23,473   24,041    1,213      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     53.3      5.4     52.2     20.5     83.7     79.3     16.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      22       37       15       26       31       53       78                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      448,110
COMMITMENTS
  91,897  122,672   10,964  323,612  295,962  426,474  429,598   21,636   18,511

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -74,024)
   2,190    8,712   -3,639  -70,653  -75,947  -72,101  -70,873   -1,923   -3,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5     27.4      2.4     72.2     66.0     95.2     95.9      4.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      62       49       26      127      120      201      183                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       20,977
COMMITMENTS
   5,714   13,126       70    9,668    4,540   15,452   17,736    5,525    3,241

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        884)
   1,156      794       22     -474     -206      704      610      180      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     62.6      0.3     46.1     21.6     73.7     84.5     26.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        4        1       12        4       23        8                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,943
COMMITMENTS
  22,645   11,706      184   13,844   28,964   36,673   40,854   10,270    6,089

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      5,107)
   2,375    1,976      180    2,058    1,377    4,613    3,533      494    1,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.2     24.9      0.4     29.5     61.7     78.1     87.0     21.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12       18        3       23       24       37       43                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      115,590
COMMITMENTS
  17,982    5,678    1,026   96,356  108,826  115,364  115,530      226       60

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -595)
     300        0        0   -1,095     -595     -795     -595      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      4.9      0.9     83.4     94.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        2        3       19       21       28       25                  



Updated September 27, 2019