BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,715
COMMITMENTS
       1    2,480    1,416    9,287    7,177   10,703   11,072    1,011      643

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        597)
    -143      136      102      627      359      586      597       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     21.2     12.1     79.3     61.3     91.4     94.5      8.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        8        6       25       24       31       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       47,200
COMMITMENTS
   7,443    1,649   14,872   19,110   20,504   41,424   37,025    5,776   10,175

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        780)
       3      129      206      478      327      687      662       93      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      3.5     31.5     40.5     43.4     87.8     78.4     12.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      31       17       32       42       45       89       78                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,337
COMMITMENTS
     536    1,426    1,951    8,436    8,325   10,923   11,702    1,414      635

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        686)
     -26       45      187      426      438      587      670       99       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     11.6     15.8     68.4     67.5     88.5     94.9     11.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        3        7       29       23       40       31                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,957
COMMITMENTS
   3,826      432    1,737    3,866    5,092    9,430    7,261      527    2,696

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        117)
      -9       -6       21      109      111      122      126       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.4      4.3     17.4     38.8     51.1     94.7     72.9      5.3     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        4        8       18       18       28       27                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      397,792
COMMITMENTS
  89,045   52,633  133,118  140,130  169,809  362,293  355,560   35,499   42,232

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      6,072)
    -407    6,320    5,645      858   -5,583    6,097    6,383      -24     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     13.2     33.5     35.2     42.7     91.1     89.4      8.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     167       88      157       92      102      322      298                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      432,314
COMMITMENTS
 135,896   35,357  123,240  141,753  212,646  400,889  371,242   31,425   61,071

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     18,414)
   7,045    1,227   10,014    4,192    3,934   21,251   15,174   -2,836    3,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4      8.2     28.5     32.8     49.2     92.7     85.9      7.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     145       87      159      154      182      382      367                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,505
COMMITMENTS
   1,428      461      376      712    1,857    2,516    2,694      989      811

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        223)
      56     -114      106       11       91      173       84       50      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7     13.1     10.7     20.3     53.0     71.8     76.9     28.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      19        6        9       10       17       31       30                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,129
COMMITMENTS
  17,050   10,513   14,466   11,681   11,453   43,197   36,432    7,932   14,697

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,153)
     587     -827      210      306    1,127    1,103      511       50      643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.3     20.6     28.3     22.8     22.4     84.5     71.3     15.5     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      58       45       64       59       62      155      144                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,095
COMMITMENTS
     398      458      373    1,462    1,908    2,233    2,740      862      355

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        298)
      98        8       52       24      204      173      264      125       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     14.8     12.1     47.3     61.7     72.2     88.5     27.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        6        5       11        7       17       15                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       29,981
COMMITMENTS
   2,523    2,471    5,915   20,462   19,317   28,900   27,702    1,081    2,279

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        655)
     256       15      -63      413      675      607      627       49       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      8.2     19.7     68.2     64.4     96.4     92.4      3.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       12       17       35       32       60       53                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       55,198
COMMITMENTS
  30,952    5,199        0   22,196   48,834   53,148   54,033    2,050    1,165

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -554)
    -759     -185        0       95     -427     -664     -612      110       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.1      9.4      0.0     40.2     88.5     96.3     97.9      3.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        9        0        8        6       28       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      186,072
COMMITMENTS
  65,124   35,204    9,021   74,925  118,157  149,070  162,382   37,002   23,690

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -8,084)
  -8,744    3,911    1,782     -750  -15,126   -7,713   -9,432     -371    1,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0     18.9      4.8     40.3     63.5     80.1     87.3     19.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      34       24       15       42       37       81       72                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       69,946
COMMITMENTS
  11,668   28,178      748   48,117   17,780   60,534   46,706    9,412   23,240

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        254)
  -1,310     -257      173    1,515    1,320      378    1,236     -124     -982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     40.3      1.1     68.8     25.4     86.5     66.8     13.5     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8       20        4       18       20       27       43                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      295,177
COMMITMENTS
 214,477   74,117    1,806   72,869  215,404  289,153  291,327    6,025    3,850

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -3,707)
  -5,378   -3,158      583    1,194   -1,199   -3,601   -3,775     -107       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.7     25.1      0.6     24.7     73.0     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      79       40       13       25       32      111       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      244,447
COMMITMENTS
  39,472   70,916   16,443  154,349  125,085  210,264  212,444   34,183   32,003

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     12,047)
    -341    2,759      760    6,487    7,493    6,906   11,012    5,141    1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     29.0      6.7     63.1     51.2     86.0     86.9     14.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      24       30       16       40       48       71       87                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      204,114
COMMITMENTS
  44,208   80,967   13,096  113,536   76,509  170,840  170,572   33,274   33,542

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -978)
     786      553     -364   -2,853      829   -2,432    1,018    1,454   -1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     39.7      6.4     55.6     37.5     83.7     83.6     16.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      26       36       17       35       39       71       82                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      625,648
COMMITMENTS
 165,900  226,104   37,742  329,863  300,192  533,504  564,037   92,144   61,611

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      9,257)
  -4,243   -2,442    5,062    8,905    5,816    9,724    8,436     -467      821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     36.1      6.0     52.7     48.0     85.3     90.2     14.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      82       71       52      111       91      211      196                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       26,130
COMMITMENTS
   5,507    2,838      684    8,617   15,874   14,808   19,396   11,322    6,734

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -601)
    -388     -317       -2     -279      -18     -669     -337       68     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1     10.9      2.6     33.0     60.8     56.7     74.2     43.3     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        3        2       13       10       21       14                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       22,481
COMMITMENTS
   1,340    3,879       15   13,942   14,020   15,297   17,914    7,184    4,567

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        419)
     448       60        0     -131      557      317      617      102     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     17.3      0.1     62.0     62.4     68.0     79.7     32.0     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       15       12       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       57,196
COMMITMENTS
   6,353   49,266      651   46,839    5,083   53,843   55,000    3,353    2,196

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      3,488)
   2,486    2,141      610       56      424    3,151    3,175      337      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     86.1      1.1     81.9      8.9     94.1     96.2      5.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      18       24        3        9        7       28       33                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       73,703
COMMITMENTS
  12,754   47,840      893   57,211   19,348   70,858   68,081    2,846    5,622

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -6,249)
  -4,062   -5,144       64   -1,952     -969   -5,950   -6,049     -299     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     64.9      1.2     77.6     26.3     96.1     92.4      3.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      27       48       10       21       14       53       67                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       15,292
COMMITMENTS
  13,400    6,699        0    1,139    6,767   14,539   13,466      753    1,826

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,551)
   1,552    1,922        0       12     -112    1,564    1,810      -13     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.6     43.8      0.0      7.4     44.3     95.1     88.1      4.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       13        0        2        4        8       17                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   24,098,045
COMMITMENTS
 1744120  417,828 12556857  9074194 10194274 23375171 23168958  722,874  929,087

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:    260,025)
 107,075   77,708  288,238 -174,054 -152,470  221,260  213,477   38,764   46,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      1.7     52.1     37.7     42.3     97.0     96.1      3.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      77       63      115      120      122      255      246                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        3,157
COMMITMENTS
   1,630    2,540      125        0        0    1,755    2,665    1,402      492

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         66)
     -49       -4      -13        0        0      -62      -17      128       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.6     80.5      4.0      0.0      0.0     55.6     84.4     44.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      26       19        6        0        0       28       23                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      172,430
COMMITMENTS
  27,341   17,506   39,042  104,673  115,113  171,056  171,661    1,374      769

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      9,657)
     608     -869    3,162    5,636    7,061    9,406    9,354      251      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     10.2     22.6     60.7     66.8     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      15       15       20       10       19       35       44                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      308,795
COMMITMENTS
  46,687  118,598   48,265  213,499  139,261  308,451  306,124      344    2,671

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     33,381)
   3,200   14,449    6,406   23,752   11,796   33,358   32,651       23      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     38.4     15.6     69.1     45.1     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      20       31       28       24       34       55       82                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      794,881
COMMITMENTS
  79,519   78,005  154,565  473,512  475,308  707,596  707,878   87,285   87,003

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,749)
   4,944    6,514   -2,531     -802   -5,481    1,611   -1,497      138    3,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      9.8     19.4     59.6     59.8     89.0     89.1     11.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      638)
     144      129      149      274      283      495      484                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       66,696
COMMITMENTS
   4,217    1,911   19,745   19,436   21,890   43,398   43,545   23,298   23,151

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,522)
   1,964      737    1,211    1,562   -3,591    4,737   -1,644   -3,215    3,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      2.9     29.6     29.1     32.8     65.1     65.3     34.9     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14       10       19       17       15       40       35                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,640,924
COMMITMENTS
 391,637  395,599  658,972  2270380  2267092  3320990  3321664  319,935  319,261

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,134)
  23,421   37,406  -27,226  -11,824   -9,445  -15,628      735   16,762      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     10.9     18.1     62.4     62.3     91.2     91.2      8.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      625)
     138      125      141      270      280      481      473                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| 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:       23,843
COMMITMENTS
     255    1,267        0   20,643   19,444   20,898   20,711    2,945    3,132

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        467)
     255        0        0      214      426      469      426       -2       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      5.3      0.0     86.6     81.6     87.6     86.9     12.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0        8       14        9       15                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| 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:       22,227
COMMITMENTS
   2,163        0        0   17,480   12,683   19,643   12,683    2,584    9,544

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         21)
    -983        0        0      735       35     -248       35      269      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      0.0      0.0     78.6     57.1     88.4     57.1     11.6     42.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        0        9        8       13        8                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| 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:       11,136
COMMITMENTS
   1,750    1,316        0    8,115    9,092    9,865   10,408    1,271      728

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        737)
      54        0        0      879      907      933      907     -196     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     11.8      0.0     72.9     81.6     88.6     93.5     11.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        0        8        9       12       11                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| 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:       13,160
COMMITMENTS
   1,234        0      500    8,454   11,042   10,188   11,542    2,972    1,618

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -333)
      64        0        0     -719     -231     -655     -231      322     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      0.0      3.8     64.2     83.9     77.4     87.7     22.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       10       13       13       14                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       73,584
COMMITMENTS
  15,525    4,527      749   46,273   64,334   62,547   69,610   11,037    3,974

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        113)
     184    1,103      121     -710     -631     -405      593      518     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      6.2      1.0     62.9     87.4     85.0     94.6     15.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14        6        4       42       40       57       49                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       49,805
COMMITMENTS
  17,969   10,735    3,439   21,323   25,732   42,730   39,905    7,074    9,900

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -434)
    -700      320     -212      301     -814     -610     -706      176      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1     21.6      6.9     42.8     51.7     85.8     80.1     14.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      56       58       33       90       85      165      158                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      249,024
COMMITMENTS
  89,844   53,673   17,193  106,615  128,658  213,652  199,524   35,371   49,499

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -2,172)
  -3,498    1,599   -1,060    1,506   -4,071   -3,052   -3,532      880    1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.1     21.6      6.9     42.8     51.7     85.8     80.1     14.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      56       58       33       90       85      165      158                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      187,560
COMMITMENTS
  42,785   91,633    9,903  105,141   51,470  157,829  153,006   29,731   34,554

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     12,076)
   2,296    8,625      434   11,134    2,972   13,865   12,032   -1,789       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     48.9      5.3     56.1     27.4     84.1     81.6     15.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      18       39       13       29       37       53       83                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      481,084
COMMITMENTS
 103,924  107,595   13,657  338,139  340,281  455,719  461,532   25,364   19,552

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      3,161)
   1,294   -2,683   -1,393    3,005    5,186    2,905    1,109      256    2,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     22.4      2.8     70.3     70.7     94.7     95.9      5.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      68       51       30      133      111      218      175                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,505
COMMITMENTS
  15,799   22,229      443   12,902    7,559   29,144   30,231    5,361    4,274

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        213)
     -25      765      -23       -9      -25      -57      717      270     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.8     64.4      1.3     37.4     21.9     84.5     87.6     15.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        7        2       14        6       29       14                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       70,433
COMMITMENTS
  36,383   21,076      734   24,044   39,654   61,161   61,464    9,272    8,969

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -1,937)
   3,281     -355      -15      190   -5,311    3,456   -5,681   -5,393    3,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.7     29.9      1.0     34.1     56.3     86.8     87.3     13.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      24       14        5       25       26       51       43                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| 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:      121,946
COMMITMENTS
  19,532    6,378    1,032  101,352  114,475  121,916  121,885       30       61

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        738)
  -1,756      600       -8    2,502      146      738      738        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      5.2      0.8     83.1     93.9    100.0     99.9      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        2        4       25       21       36       26                  



Updated November 22, 2019