BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       12,828
COMMITMENTS
       8    3,342    1,545   10,423    7,367   11,976   12,254      852      573

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        302)
       3      280      -28      275       54      250      305       52       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     26.1     12.0     81.3     57.4     93.4     95.5      6.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        9        6       31       27       37       38                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       42,190
COMMITMENTS
   5,692    2,079   12,199   18,849   18,416   36,739   32,694    5,450    9,495

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        939)
    -418      -72      312      895      869      789    1,109      150     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      4.9     28.9     44.7     43.7     87.1     77.5     12.9     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       15       29       43       43       83       76                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,474
COMMITMENTS
     545    2,007    1,934    8,697    7,766   11,176   11,707    1,298      767

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        696)
     -55      118      184      618      378      747      680      -51       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     16.1     15.5     69.7     62.3     89.6     93.8     10.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        7        8       33       26       44       36                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,527
COMMITMENTS
   5,337      303    1,377    3,401    5,887   10,115    7,567      412    2,960

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        272)
     265       74       -7      -32      115      227      182       45       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.7      2.9     13.1     32.3     55.9     96.1     71.9      3.9     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        2        7       16       17       25       25                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      361,479
COMMITMENTS
  83,980   54,727  112,146  131,807  155,995  327,934  322,868   33,546   38,611

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -10,776)
    -628   -8,384   -4,558   -3,587    3,119   -8,773   -9,823   -2,003     -953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2     15.1     31.0     36.5     43.2     90.7     89.3      9.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     148       81      139       93       95      302      267                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      429,758
COMMITMENTS
 149,466   39,154  107,515  143,128  224,162  400,108  370,831   29,650   58,927

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -4,684)
  -4,054   -3,281    1,723   -1,572   -1,502   -3,903   -3,061     -781   -1,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8      9.1     25.0     33.3     52.2     93.1     86.3      6.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     146       77      141      137      178      354      344                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,647
COMMITMENTS
   1,511      543      473      680    1,836    2,664    2,853      983      794

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         64)
      97       21      -13       -1      -71       83      -63      -19      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4     14.9     13.0     18.7     50.4     73.0     78.2     27.0     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      16       12       11       13       17       37       33                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       57,214
COMMITMENTS
  16,888   10,253   20,801   11,257   10,747   48,946   41,800    8,268   15,414

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        901)
    -727      365      683      913     -118      869      931       32      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     17.9     36.4     19.7     18.8     85.5     73.1     14.5     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      58       44       68       58       63      159      152                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        2,728
COMMITMENTS
     277      447      398    1,155    1,524    1,830    2,368      898      360

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:         -9)
     -12      -13        5        0       19       -6       11       -3      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     16.4     14.6     42.4     55.8     67.1     86.8     32.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        6        7       12        8       19       18                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       28,782
COMMITMENTS
   2,054    3,071    5,520   20,265   17,946   27,839   26,537      942    2,245

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        861)
    -329        7      320      792      571      784      899       78      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     10.7     19.2     70.4     62.4     96.7     92.2      3.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      11       14       16       34       31       57       50                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       55,278
COMMITMENTS
  33,084    3,873        0   19,977   50,503   53,061   54,376    2,217      902

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -1,039)
  -1,014      116        0      131   -1,223     -883   -1,107     -156       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.9      7.0      0.0     36.1     91.4     96.0     98.4      4.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      27        5        0        8        9       35       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      171,046
COMMITMENTS
  50,954   42,771    8,592   71,686  101,665  131,231  153,028   39,815   18,018

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -33,806)
   2,907    6,558   -7,660  -22,576  -27,941  -27,329  -29,044   -6,477   -4,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8     25.0      5.0     41.9     59.4     76.7     89.5     23.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      30       21       16       39       37       77       68                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,839
COMMITMENTS
  14,739   24,387      660   36,015   16,080   51,414   41,127   10,425   20,712

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -1,085)
     840     -609        1     -904       62      -63     -546   -1,022     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     39.4      1.1     58.2     26.0     83.1     66.5     16.9     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      10       16        3       13       21       23       40                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      275,319
COMMITMENTS
 202,140   43,897    1,319   65,680  226,954  269,139  272,170    6,180    3,149

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -13,828)
  -9,580  -15,508      121   -3,780    1,013  -13,239  -14,374     -588      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.4     15.9      0.5     23.9     82.4     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      92       32       11       28       34      123       75                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      227,988
COMMITMENTS
  67,976   60,526   14,915  108,949  128,461  191,840  203,902   36,147   24,086

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,167)
   7,330   -1,952   -1,290   -5,927    8,154      113    4,912    1,054   -3,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8     26.5      6.5     47.8     56.3     84.1     89.4     15.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      30       30       18       42       51       80       92                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      192,224
COMMITMENTS
  39,672   74,799   12,838  108,757   69,570  161,266  157,206   30,958   35,018

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -6,683)
  -2,478  -12,268   -1,201   -4,031    7,506   -7,711   -5,964    1,027     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     38.9      6.7     56.6     36.2     83.9     81.8     16.1     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      24       42       20       40       43       73       96                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      582,686
COMMITMENTS
 159,790  237,672   32,644  301,050  255,424  493,484  525,740   89,202   56,946

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -9,021)
  -3,913    6,108   -3,740   -8,115   -7,513  -15,768   -5,144    6,746   -3,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     40.8      5.6     51.7     43.8     84.7     90.2     15.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      79       70       51      101       81      196      186                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,580
COMMITMENTS
   3,488    4,134      741    8,220   12,003   12,449   16,878   11,131    6,702

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -224)
    -503     -171        0        5     -119     -498     -290      274       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     17.5      3.1     34.9     50.9     52.8     71.6     47.2     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        1       13       10       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       53,904
COMMITMENTS
   5,441   45,419      177   45,525    6,702   51,143   52,298    2,761    1,606

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -424)
    -503   -3,215     -217      187    2,848     -533     -584      109      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     84.3      0.3     84.5     12.4     94.9     97.0      5.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       23        3       13       10       27       34                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       47,334
COMMITMENTS
  19,135   26,889      266   24,675   14,423   44,076   41,578    3,258    5,757

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,389)
   2,772    2,386     -794      429      759    2,408    2,351      -19       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4     56.8      0.6     52.1     30.5     93.1     87.8      6.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      33       34        8       20       12       57       50                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       18,206
COMMITMENTS
  14,928    4,367       43    1,933   12,420   16,904   16,830    1,302    1,376

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:        401)
    -344      381       15      713       89      384      485       17      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.0     24.0      0.2     10.6     68.2     92.8     92.4      7.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12       10        1        4        8       17       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,395,206
COMMITMENTS
 1388987  344,448  9654161  7720079  8545327 18763227 18543936  631,979  851,270

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    185,764)
 -12,331  -66,794  159,222   67,715   75,942  214,606  168,370  -28,841   17,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      1.8     49.8     39.8     44.1     96.7     95.6      3.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      74       54      110      120      119      249      232                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        3,541
COMMITMENTS
   1,725    3,053      126        0        0    1,851    3,179    1,690      362

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -299)
    -320     -168      -11        0        0     -331     -179       32     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.7     86.2      3.6      0.0      0.0     52.3     89.8     47.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      24       21        8        0        0       30       23                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      131,195
COMMITMENTS
  27,860   12,702   32,358   69,752   86,041  129,970  131,101    1,225       94

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -44,068)
  -6,283   -1,468   -6,294  -31,506  -36,302  -44,083  -44,064       15       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      9.7     24.7     53.2     65.6     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       20       22        9       14       35       42                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      370,622
COMMITMENTS
  40,405  128,543   53,096  276,125  185,881  369,626  367,520      996    3,102

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      2,542)
  -4,807   -2,427   -4,535   10,950    9,729    1,608    2,767      934     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     34.7     14.3     74.5     50.2     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      18       42       28       21       34       56       87                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      752,081
COMMITMENTS
  77,445   71,317  145,001  447,157  461,273  669,603  677,592   82,478   74,489

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:   -175,945)
  -2,488  -10,020  -45,434  -96,669 -100,815 -144,591 -156,269  -31,354  -19,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      9.5     19.3     59.5     61.3     89.0     90.1     11.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     148      112      133      259      264      462      454                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       58,494
COMMITMENTS
   2,753    2,097   23,712   11,489   17,227   37,953   43,036   20,540   15,458

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -33,219)
  -5,370   -1,653   -6,953  -18,635  -15,627  -30,958  -24,233   -2,262   -8,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      3.6     40.5     19.6     29.5     64.9     73.6     35.1     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16        9       17       12       14       35       33                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,467,937
COMMITMENTS
 387,927  360,567  591,982  2178340  2220230  3158249  3172779  309,687  295,158

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:   -713,629)
 -10,463  -66,703 -167,535 -390,171 -425,941 -568,169 -660,179 -145,460  -53,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     10.4     17.1     62.8     64.0     91.1     91.5      8.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      592)
     143      106      127      253      260      446      443                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| 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:       28,610
COMMITMENTS
     239    2,433        0   25,304   20,809   25,543   23,242    3,067    5,368

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -12,787)
      12      643     -837   -8,564  -12,275   -9,389  -12,469   -3,398     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      8.5      0.0     88.4     72.7     89.3     81.2     10.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       11       11       12       13                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| 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:       11,221
COMMITMENTS
     689      788        0    8,504    9,402    9,193   10,190    2,028    1,031

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:     -8,517)
  -1,172      500     -865   -6,249   -6,932   -8,286   -7,297     -231   -1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      7.0      0.0     75.8     83.8     81.9     90.8     18.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        0        9       11       11       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       78,647
COMMITMENTS
  15,919    4,156      809   50,725   70,833   67,453   75,798   11,194    2,849

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -10,897)
    -378     -842      415  -10,117   -9,828  -10,080  -10,255     -817     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2      5.3      1.0     64.5     90.1     85.8     96.4     14.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      14        7        7       43       36       59       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       45,147
COMMITMENTS
  12,583    9,663    4,270   21,349   23,368   38,201   37,301    6,946    7,847

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -14,362)
    -584   -1,522   -1,732  -11,433   -9,331  -13,749  -12,584     -614   -1,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     21.4      9.5     47.3     51.8     84.6     82.6     15.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      65       49       30       82       81      160      147                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      225,736
COMMITMENTS
  62,915   48,317   21,348  106,744  116,838  191,007  186,503   34,729   39,233

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -71,812)
  -2,918   -7,608   -8,660  -57,165  -46,654  -68,743  -62,922   -3,069   -8,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     21.4      9.5     47.3     51.8     84.6     82.6     15.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      65       49       30       82       81      160      147                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      173,619
COMMITMENTS
  38,090   85,788   13,093   97,147   45,875  148,330  144,755   25,289   28,864

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      4,531)
   6,507    6,127      176      -95     -636    6,588    5,667   -2,057   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     49.4      7.5     56.0     26.4     85.4     83.4     14.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      21       35       15       24       37       55       77                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      482,703
COMMITMENTS
 115,910   74,686   16,058  326,504  376,090  458,471  466,834   24,232   15,870

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -68,272)
     339    1,979   -6,568  -61,189  -45,313  -67,418  -49,902     -855  -18,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     15.5      3.3     67.6     77.9     95.0     96.7      5.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      72       50       27      132      105      217      169                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       22,457
COMMITMENTS
   5,767   11,048       33   10,901    7,584   16,701   18,665    5,756    3,792

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:       -330)
      52     -499       -2      161      -12      211     -513     -541      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7     49.2      0.1     48.5     33.8     74.4     83.1     25.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        7        2       12        6       24       13                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       59,413
COMMITMENTS
  22,740    7,147      808   27,156    8,929   50,704   16,884    8,709   42,529

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:      1,546)
      80      200      400      405   -2,581      885   -1,981      661    3,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3     12.0      1.4     45.7     15.0     85.3     28.4     14.7     71.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      18        9        1       24       14       43       23                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19          |
--------------------------------------------------------------| 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:       79,546
COMMITMENTS
  18,637    4,031      994   59,891   74,460   79,522   79,485       24       61

CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST:    -50,681)
  -2,094   -2,447      -37  -48,544  -48,197  -50,675  -50,681       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      5.1      1.2     75.3     93.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        2        4       25       19       38       24                  



Updated December 30, 2019