BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    11,853:         0      3,450        328     10,702      7,500     11,030     11,278:       823        575
Old  :    11,853:         0      3,450        328     10,702      7,500     11,030     11,278:       823        575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :         7:         0       -488        111       -168        421        -57         44:        64        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       29.1        2.8       90.3       63.3       93.1       95.1:       6.9        4.9
Old  :     100.0:       0.0       29.1        2.8       90.3       63.3       93.1       95.1:       6.9        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         0         11          9         28         23         37         34:
Old  :        46:         0         11          9         28         23         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       38.8       67.2       60.6       46.4       36.9       63.9       55.8
Old  :                 47.2       38.8       67.2       60.6       46.4       36.9       63.9       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    19,184:     5,698      2,700      1,532      9,664      8,384     16,894     12,616:     2,290      6,568
Old  :    19,184:     5,698      2,700      1,532      9,664      8,384     16,894     12,616:     2,290      6,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :       530:     1,040        165       -193       -166        133        681        105:      -151        425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       14.1        8.0       50.4       43.7       88.1       65.8:      11.9       34.2
Old  :     100.0:      29.7       14.1        8.0       50.4       43.7       88.1       65.8:      11.9       34.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        16         19         18         19         17         46         43:
Old  :        63:        16         19         18         19         17         46         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       25.3       61.6       40.0       47.8       24.0       59.1       36.0
Old  :                 48.9       25.3       61.6       40.0       47.8       24.0       59.1       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     9,850:       307      1,805        389      8,500      7,135      9,196      9,329:       654        521
Old  :     9,850:       307      1,805        389      8,500      7,135      9,196      9,329:       654        521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :       153:        21       -274          8        116        483        145        217:         8        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1       18.3        3.9       86.3       72.4       93.4       94.7:       6.6        5.3
Old  :     100.0:       3.1       18.3        3.9       86.3       72.4       93.4       94.7:       6.6        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         5          8          7         39         27         49         37:
Old  :        54:         5          8          7         39         27         49         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       51.5       49.8       71.2       28.2       44.9       47.7       60.1
Old  :                 28.3       51.5       49.8       71.2       28.2       44.9       47.7       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     6,953:     2,107      1,603        162      4,528      4,164      6,797      5,929:       156      1,024
Old  :     6,953:     2,107      1,603        162      4,528      4,164      6,797      5,929:       156      1,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :      -929:      -938        227         71        -40       -832       -907       -534:       -22       -395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       23.1        2.3       65.1       59.9       97.8       85.3:       2.2       14.7
Old  :     100.0:      30.3       23.1        2.3       65.1       59.9       97.8       85.3:       2.2       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          6          6         12         17         19         26:
Old  :        34:         4          6          6         12         17         19         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.6       47.2       93.9       69.3       79.1       47.2       92.4       69.2
Old  :                 80.6       47.2       93.9       69.3       79.1       47.2       92.4       69.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   287,058:    96,730     76,729     66,451     99,847    115,139    263,028    258,319:    24,030     28,739
Old  :   263,187:    93,191     78,124     58,491     90,963    101,031    242,645    237,646:    20,542     25,541
Other:    23,871:     9,746      4,812      1,753      8,884     14,108     20,383     20,673:     3,488      3,198
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -6,558:    -2,740     -6,364        114     -4,213     -1,430     -6,839     -7,680:       281      1,122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       26.7       23.1       34.8       40.1       91.6       90.0:       8.4       10.0
Old  :     100.0:      35.4       29.7       22.2       34.6       38.4       92.2       90.3:       7.8        9.7
Other:     100.0:      40.8       20.2        7.3       37.2       59.1       85.4       86.6:      14.6       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:        96        104        103         69         81        229        243:
Old  :       314:        94        110        101         57         78        212        239:
Other:       133:        29         31         12         40         50         76         88:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       20.9       26.5       27.4       13.9       18.2       22.4       23.6
Old  :                 16.7       20.5       28.2       27.3       14.7       17.7       23.8       23.5
Other:                 22.1       34.8       38.3       45.5       22.1       33.0       34.3       41.5
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   344,960:    93,021     68,498     80,288    139,383    156,532    312,692    305,318:    32,268     39,642
Old  :   344,960:    93,021     68,498     80,288    139,383    156,532    312,692    305,318:    32,268     39,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -2,308:    -1,860      6,695       -889        -63     -5,946     -2,812       -140:       504     -2,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       19.9       23.3       40.4       45.4       90.6       88.5:       9.4       11.5
Old  :     100.0:      27.0       19.9       23.3       40.4       45.4       90.6       88.5:       9.4       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       109         91        119        126        143        298        307:
Old  :       394:       109         91        119        126        143        298        307:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       17.8       27.1       28.2       14.5       15.9       23.8       22.8
Old  :                 15.8       17.8       27.1       28.2       14.5       15.9       23.8       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     3,478:     1,442        585        163        815      1,884      2,420      2,632:     1,058        846
Old  :     3,478:     1,442        585        163        815      1,884      2,420      2,632:     1,058        846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -1,054:      -919       -221       -144         -1       -422     -1,064       -787:        10       -267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       16.8        4.7       23.4       54.2       69.6       75.7:      30.4       24.3
Old  :     100.0:      41.5       16.8        4.7       23.4       54.2       69.6       75.7:      30.4       24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        12          8          4         13         16         27         26:
Old  :        39:        12          8          4         13         16         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       38.7       48.4       55.3       27.9       38.7       45.2       53.4
Old  :                 29.3       38.7       48.4       55.3       27.9       38.7       45.2       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    50,286:    14,741     15,459     16,073     10,445      6,179     41,259     37,711:     9,027     12,575
Old  :    50,286:    14,741     15,459     16,073     10,445      6,179     41,259     37,711:     9,027     12,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -3,629:    -2,156       -716     -1,828       -474     -1,484     -4,458     -4,028:       829        399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       30.7       32.0       20.8       12.3       82.0       75.0:      18.0       25.0
Old  :     100.0:      29.3       30.7       32.0       20.8       12.3       82.0       75.0:      18.0       25.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        42         53         60         50         42        129        128:
Old  :       169:        42         53         60         50         42        129        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       14.6       32.1       24.3       19.2       10.9       24.9       18.1
Old  :                 23.6       14.6       32.1       24.3       19.2       10.9       24.9       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    19,529:     1,426      6,379        580     17,150     11,564     19,156     18,523:       373      1,006
Old  :    19,529:     1,426      6,379        580     17,150     11,564     19,156     18,523:       373      1,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :     2,114:      -126      1,607        -58      2,341        547      2,157      2,096:       -43         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       32.7        3.0       87.8       59.2       98.1       94.8:       1.9        5.2
Old  :     100.0:       7.3       32.7        3.0       87.8       59.2       98.1       94.8:       1.9        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        10         14          7         21         26         34         44:
Old  :        59:        10         14          7         21         26         34         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       50.8       82.1       67.1       61.4       50.5       80.6       66.6
Old  :                 61.4       50.8       82.1       67.1       61.4       50.5       80.6       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    53,706:    29,123      1,424        537     17,708     45,442     47,368     47,403:     6,338      6,303
Old  :    53,706:    29,123      1,424        537     17,708     45,442     47,368     47,403:     6,338      6,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :       -81:     2,703        963        139     -7,186     -6,085     -4,344     -4,983:     4,263      4,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2        2.7        1.0       33.0       84.6       88.2       88.3:      11.8       11.7
Old  :     100.0:      54.2        2.7        1.0       33.0       84.6       88.2       88.3:      11.8       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        19          6          3          8          8         28         16:
Old  :        39:        19          6          3          8          8         28         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       78.1       74.8       86.5       55.5       78.1       74.6       85.0
Old  :                 55.7       78.1       74.8       86.5       55.5       78.1       74.6       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   160,511:    55,191     44,612      4,137     65,372     82,628    124,700    131,377:    35,811     29,134
Old  :   160,511:    55,191     44,612      4,137     65,372     82,628    124,700    131,377:    35,811     29,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -8,308:    -8,467     -4,422      1,555       -779     -5,470     -7,691     -8,337:      -617         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       27.8        2.6       40.7       51.5       77.7       81.8:      22.3       18.2
Old  :     100.0:      34.4       27.8        2.6       40.7       51.5       77.7       81.8:      22.3       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        25         24         11         37         39         68         70:
Old  :       107:        25         24         11         37         39         68         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       33.3       37.6       43.6       22.4       33.3       34.6       43.3
Old  :                 22.6       33.3       37.6       43.6       22.4       33.3       34.6       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    54,436:    14,727     17,969        544     23,956     18,887     39,227     37,400:    15,209     17,036
Old  :    54,436:    14,727     17,969        544     23,956     18,887     39,227     37,400:    15,209     17,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -2,756:    -5,187     -1,329        541     -2,146      3,222     -6,792      2,434:     4,036     -5,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       33.0        1.0       44.0       34.7       72.1       68.7:      27.9       31.3
Old  :     100.0:      27.1       33.0        1.0       44.0       34.7       72.1       68.7:      27.9       31.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         9         14          4         16         20         27         36:
Old  :        52:         9         14          4         16         20         27         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       28.6       52.3       39.7       37.6       28.4       46.6       37.7
Old  :                 41.8       28.6       52.3       39.7       37.6       28.4       46.6       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   233,892:   147,358     16,177      3,202     77,354    211,239    227,914    230,618:     5,978      3,274
Old  :   233,892:   147,358     16,177      3,202     77,354    211,239    227,914    230,618:     5,978      3,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -42,375:   -29,478    -10,058      1,989    -14,750    -34,123    -42,239    -42,192:      -136       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0        6.9        1.4       33.1       90.3       97.4       98.6:       2.6        1.4
Old  :     100.0:      63.0        6.9        1.4       33.1       90.3       97.4       98.6:       2.6        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        73         30         11         27         31        107         66:
Old  :       155:        73         30         11         27         31        107         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       73.5       54.5       82.4       39.6       73.0       54.5       81.8
Old  :                 39.6       73.5       54.5       82.4       39.6       73.0       54.5       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   214,672:    76,063     40,901     12,383    100,855    133,529    189,301    186,813:    25,371     27,859
Old  :   214,672:    76,063     40,901     12,383    100,855    133,529    189,301    186,813:    25,371     27,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :     3,351:     3,396     -2,168      5,815     -1,072     -2,582      8,139      1,065:    -4,788      2,286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       19.1        5.8       47.0       62.2       88.2       87.0:      11.8       13.0
Old  :     100.0:      35.4       19.1        5.8       47.0       62.2       88.2       87.0:      11.8       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        26         28         15         46         45         78         83:
Old  :       125:        26         28         15         46         45         78         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       29.2       44.7       39.8       29.5       28.9       44.3       39.4
Old  :                 29.6       29.2       44.7       39.8       29.5       28.9       44.3       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   198,404:    50,598     92,922      5,109    120,130     70,043    175,837    168,074:    22,567     30,330
Old  :   198,404:    50,598     92,922      5,109    120,130     70,043    175,837    168,074:    22,567     30,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -25,500:    -3,257    -17,322      2,412    -23,934        227    -24,779    -14,683:      -721    -10,817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       46.8        2.6       60.5       35.3       88.6       84.7:      11.4       15.3
Old  :     100.0:      25.5       46.8        2.6       60.5       35.3       88.6       84.7:      11.4       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        31         35         14         37         44         77         84:
Old  :       129:        31         35         14         37         44         77         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       24.7       55.9       36.3       45.7       23.6       54.4       35.3
Old  :                 47.0       24.7       55.9       36.3       45.7       23.6       54.4       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   640,357:   151,904    238,607     18,922    385,539    329,833    556,365    587,362:    83,992     52,995
Old  :   640,357:   151,904    238,607     18,922    385,539    329,833    556,365    587,362:    83,992     52,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    14,794:    -5,683    -33,001     -3,307     30,210     59,049     21,220     22,741:    -6,426     -7,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       37.3        3.0       60.2       51.5       86.9       91.7:      13.1        8.3
Old  :     100.0:      23.7       37.3        3.0       60.2       51.5       86.9       91.7:      13.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        74         74         41        106         80        200        178:
Old  :       294:        74         74         41        106         80        200        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       30.8       30.9       42.6       18.8       28.5       28.6       39.3
Old  :                 19.4       30.8       30.9       42.6       18.8       28.5       28.6       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE                                                Code-399741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    22,266:     3,043      1,142        716     11,481     14,923     15,240     16,781:     7,026      5,485
Old  :    22,266:     3,043      1,142        716     11,481     14,923     15,240     16,781:     7,026      5,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :      -735:      -219       -243        151        514       -752        446       -844:    -1,181        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        5.1        3.2       51.6       67.0       68.4       75.4:      31.6       24.6
Old  :     100.0:      13.7        5.1        3.2       51.6       67.0       68.4       75.4:      31.6       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          2          2         13         11         17         14:
Old  :        20:         3          2          2         13         11         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       47.4       55.9       64.2       36.0       39.9       51.2       54.5
Old  :                 38.5       47.4       55.9       64.2       36.0       39.9       51.2       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    55,131:     5,229     48,087        442     47,368      4,534     53,039     53,063:     2,092      2,068
Old  :    55,131:     5,229     48,087        442     47,368      4,534     53,039     53,063:     2,092      2,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -17,094:    -6,464       -593       -401     -9,724    -15,234    -16,589    -16,228:      -505       -866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       87.2        0.8       85.9        8.2       96.2       96.2:       3.8        3.8
Old  :     100.0:       9.5       87.2        0.8       85.9        8.2       96.2       96.2:       3.8        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        13         29          4          9         10         25         40:
Old  :        59:        13         29          4          9         10         25         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.5       66.8       89.3       76.8       81.9       66.8       87.8       76.6
Old  :                 83.5       66.8       89.3       76.8       81.9       66.8       87.8       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    62,847:    20,530     37,487      1,654     38,168     18,138     60,352     57,279:     2,495      5,568
Old  :    62,847:    20,530     37,487      1,654     38,168     18,138     60,352     57,279:     2,495      5,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :     4,607:     1,536      3,182        293      3,381      1,394      5,210      4,869:      -603       -262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       59.6        2.6       60.7       28.9       96.0       91.1:       4.0        8.9
Old  :     100.0:      32.7       59.6        2.6       60.7       28.9       96.0       91.1:       4.0        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        25         51         13         25         17         58         74:
Old  :       112:        25         51         13         25         17         58         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       31.6       58.5       48.2       43.1       31.5       58.0       48.1
Old  :                 43.2       31.6       58.5       48.2       43.1       31.5       58.0       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    19,860:    14,288      2,967        192      4,743     14,618     19,223     17,777:       637      2,083
Old  :    19,860:    14,288      2,967        192      4,743     14,618     19,223     17,777:       637      2,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :      -602:    -1,186        364        177        862     -1,071       -147       -530:      -455        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.9       14.9        1.0       23.9       73.6       96.8       89.5:       3.2       10.5
Old  :     100.0:      71.9       14.9        1.0       23.9       73.6       96.8       89.5:       3.2       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         9          8          2          4          8         13         18:
Old  :        27:         9          8          2          4          8         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.7       69.8       93.7       81.4       78.8       69.8       90.2       80.2
Old  :                 79.7       69.8       93.7       81.4       78.8       69.8       90.2       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :11,821,031: 3,151,900    609,494  3,066,022  5,008,633  7,324,568 11,226,555 11,000,084:   594,476    820,947
Old  :11,821,031: 3,151,900    609,494  3,066,022  5,008,633  7,324,568 11,226,555 11,000,084:   594,476    820,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -65,123:   133,311   -159,798     67,380   -168,337     64,307     32,354    -28,111:   -97,477    -37,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        5.2       25.9       42.4       62.0       95.0       93.1:       5.0        6.9
Old  :     100.0:      26.7        5.2       25.9       42.4       62.0       95.0       93.1:       5.0        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        79         37         87        115        118        224        217:
Old  :       252:        79         37         87        115        118        224        217:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       26.5       29.0       37.4       12.4       22.8       19.7       27.3
Old  :                 16.7       26.5       29.0       37.4       12.4       22.8       19.7       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :     4,837:     2,227      3,809        621          0          0      2,848      4,430:     1,989        407
Old  :     4,837:     2,227      3,809        621          0          0      2,848      4,430:     1,989        407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :      -795:    -1,523     -1,107        332          0          0     -1,191       -775:       396        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0       78.7       12.8        0.0        0.0       58.9       91.6:      41.1        8.4
Old  :     100.0:      46.0       78.7       12.8        0.0        0.0       58.9       91.6:      41.1        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        25         14          7          0          0         26         21:
Old  :        40:        25         14          7          0          0         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       64.0       44.8       80.1       27.0       62.0       33.5       73.2
Old  :                 38.2       64.0       44.8       80.1       27.0       62.0       33.5       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   209,585:    37,275     48,244     41,383    129,715    117,018    208,373    206,645:     1,212      2,940
Old  :   209,585:    37,275     48,244     41,383    129,715    117,018    208,373    206,645:     1,212      2,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    31,971:    16,555     14,785      6,263      9,191     11,178     32,009     32,226:       -38       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       23.0       19.7       61.9       55.8       99.4       98.6:       0.6        1.4
Old  :     100.0:      17.8       23.0       19.7       61.9       55.8       99.4       98.6:       0.6        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        20         13         22         13         20         44         46:
Old  :        61:        20         13         22         13         20         44         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.2       56.8       81.4       72.6       56.8       48.0       64.2       59.6
Old  :                 68.2       56.8       81.4       72.6       56.8       48.0       64.2       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134742
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   306,314:   101,735     63,665     40,877    162,989    200,930    305,601    305,472:       713        842
Old  :   306,314:   101,735     63,665     40,877    162,989    200,930    305,601    305,472:       713        842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :     2,733:    -3,882      1,474     -6,731     13,056      8,125      2,443      2,868:       290       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       20.8       13.3       53.2       65.6       99.8       99.7:       0.2        0.3
Old  :     100.0:      33.2       20.8       13.3       53.2       65.6       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        22         26         22         22         33         51         74:
Old  :        86:        22         26         22         22         33         51         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       26.5       69.5       43.6       45.0       24.4       61.5       37.4
Old  :                 48.5       26.5       69.5       43.6       45.0       24.4       61.5       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  :   687,840:    76,985     74,574     35,004    464,114    471,406    576,103    580,984:   111,738    106,857
Old  :   687,840:    76,985     74,574     35,004    464,114    471,406    576,103    580,984:   111,738    106,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    70,018:   -12,689     -1,257      8,851     44,014     28,175     40,176     35,769:    29,842     34,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       10.8        5.1       67.5       68.5       83.8       84.5:      16.2       15.5
Old  :     100.0:      11.2       10.8        5.1       67.5       68.5       83.8       84.5:      16.2       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       627:       115        111         65        291        290        431        441:
Old  :       627:       115        111         65        291        290        431        441:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       11.6       18.6       21.2       10.2       10.7       15.1       19.1
Old  :                 11.1       11.6       18.6       21.2       10.2       10.7       15.1       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :    74,667:    11,787     10,417        363     48,908     12,812     61,058     23,592:    13,609     51,075
Old  :    74,667:    11,787     10,417        363     48,908     12,812     61,058     23,592:    13,609     51,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    25,601:     1,471      2,821        -82     21,607     -8,449     22,996     -5,710:     2,605     31,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       14.0        0.5       65.5       17.2       81.8       31.6:      18.2       68.4
Old  :     100.0:      15.8       14.0        0.5       65.5       17.2       81.8       31.6:      18.2       68.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          5          1         15         10         20         16:
Old  :        33:         5          5          1         15         10         20         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       21.4       61.5       28.7       43.7       21.4       61.0       28.7
Old  :                 43.7       21.4       61.5       28.7       43.7       21.4       61.0       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Consumer Stapl                                   :
     :          :                                                                            :
All  :    13,435:     1,352        508          0      9,678     12,365     11,030     12,873:     2,405        562
Old  :    13,435:     1,352        508          0      9,678     12,365     11,030     12,873:     2,405        562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :      -100:      -654        130         -2        645        182        -11        310:       -89       -410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        3.8        0.0       72.0       92.0       82.1       95.8:      17.9        4.2
Old  :     100.0:      10.1        3.8        0.0       72.0       92.0       82.1       95.8:      17.9        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          2          0          7         14         11         16:
Old  :        25:         4          2          0          7         14         11         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       65.4       76.9       81.8       66.2       65.4       75.2       81.8
Old  :                 67.9       65.4       76.9       81.8       66.2       65.4       75.2       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                                                   Code-138749
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Energy Index p                                   :
     :          :                                                                            :
All  :    16,781:       935      1,353          0     13,251     13,968     14,186     15,321:     2,595      1,460
Old  :    16,781:       935      1,353          0     13,251     13,968     14,186     15,321:     2,595      1,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :       673:       128        980        -46        273       -399        355        535:       318        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        8.1        0.0       79.0       83.2       84.5       91.3:      15.5        8.7
Old  :     100.0:       5.6        8.1        0.0       79.0       83.2       84.5       91.3:      15.5        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          3          0         14          8         16         11:
Old  :        26:         2          3          0         14          8         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       79.4       69.9       87.2       47.6       79.4       69.9       86.8
Old  :                 47.6       79.4       69.9       87.2       47.6       79.4       69.9       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,065,867:   418,869    413,663     80,326  2,076,029  2,292,969  2,575,224  2,786,958:   490,643    278,909
Old  : 3,065,867:   418,869    413,663     80,326  2,076,029  2,292,969  2,575,224  2,786,958:   490,643    278,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   222,087:   -22,015     28,395     -4,120    112,037    183,119     85,902    207,394:   136,185     14,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       13.5        2.6       67.7       74.8       84.0       90.9:      16.0        9.1
Old  :     100.0:      13.7       13.5        2.6       67.7       74.8       84.0       90.9:      16.0        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       626:       116        110         64        285        287        424        438:
Old  :       626:       116        110         64        285        287        424        438:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       13.0       19.3       23.4       11.4       13.0       16.1       22.9
Old  :                 12.4       13.0       19.3       23.4       11.4       13.0       16.1       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    28,305:       594      2,484          0     22,364     24,585     22,958     27,069:     5,347      1,236
Old  :    28,305:       594      2,484          0     22,364     24,585     22,958     27,069:     5,347      1,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :      -205:      -218         55          0        627       -858        409       -803:      -614        598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        8.8        0.0       79.0       86.9       81.1       95.6:      18.9        4.4
Old  :     100.0:       2.1        8.8        0.0       79.0       86.9       81.1       95.6:      18.9        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          2          0          7         13          9         15:
Old  :        22:         2          2          0          7         13          9         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.8       67.2       80.1       87.8       72.2       67.2       76.9       87.2
Old  :                 74.8       67.2       80.1       87.8       72.2       67.2       76.9       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                               Code-13874F
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Industrial Ind                                   :
     :          :                                                                            :
All  :     9,419:       785      1,363          0      7,280      7,758      8,065      9,121:     1,354        298
Old  :     9,419:       785      1,363          0      7,280      7,758      8,065      9,121:     1,354        298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       14.5        0.0       77.3       82.4       85.6       96.8:      14.4        3.2
Old  :     100.0:       8.3       14.5        0.0       77.3       82.4       85.6       96.8:      14.4        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          1          0          9          8         12          9:
Old  :        20:         3          1          0          9          8         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       72.5       75.1       96.8       58.6       72.5       75.1       96.8
Old  :                 58.6       72.5       75.1       96.8       58.6       72.5       75.1       96.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE                                               Code-13874I
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Technology Ind                                   :
     :          :                                                                            :
All  :    11,117:       548        204          0      8,218     10,189      8,766     10,393:     2,351        724
Old  :    11,117:       548        204          0      8,218     10,189      8,766     10,393:     2,351        724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -1,301:        25       -249          0     -1,541       -893     -1,516     -1,142:       215       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        1.8        0.0       73.9       91.7       78.9       93.5:      21.1        6.5
Old  :     100.0:       4.9        1.8        0.0       73.9       91.7       78.9       93.5:      21.1        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          0          8         11         10         12:
Old  :        20:         2          1          0          8         11         10         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       66.4       76.4       84.4       62.4       66.4       75.4       84.4
Old  :                 63.4       66.4       76.4       84.4       62.4       66.4       75.4       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    16,040:     1,510      1,415          0     10,127     14,290     11,637     15,705:     4,403        335
Old  :    16,040:     1,510      1,415          0     10,127     14,290     11,637     15,705:     4,403        335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :        87:        93          0          0       -827      1,267       -734      1,267:       821     -1,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        8.8        0.0       63.1       89.1       72.5       97.9:      27.5        2.1
Old  :     100.0:       9.4        8.8        0.0       63.1       89.1       72.5       97.9:      27.5        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          2          0         11         11         15         13:
Old  :        26:         4          2          0         11         11         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       61.7       56.5       88.4       37.7       61.7       55.8       84.8
Old  :                 38.3       61.7       56.5       88.4       37.7       61.7       55.8       84.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    72,814:    14,156      2,685        930     48,455     66,193     63,541     69,808:     9,273      3,006
Old  :    72,814:    14,156      2,685        930     48,455     66,193     63,541     69,808:     9,273      3,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -2,867:    -1,382       -502        488        229     -2,392       -665     -2,406:    -2,202       -461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        3.7        1.3       66.5       90.9       87.3       95.9:      12.7        4.1
Old  :     100.0:      19.4        3.7        1.3       66.5       90.9       87.3       95.9:      12.7        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        17          5          8         41         40         59         52:
Old  :        86:        17          5          8         41         40         59         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       41.8       44.5       59.1       29.4       41.7       43.5       59.0
Old  :                 30.2       41.8       44.5       59.1       29.4       41.7       43.5       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :    43,369:    15,557      9,115      1,083     19,282     26,018     35,923     36,216:     7,446      7,153
Old  :    43,369:    15,557      9,115      1,083     19,282     26,018     35,923     36,216:     7,446      7,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :       436:    -1,035        439        -61      3,957      2,078      2,862      2,456:    -2,426     -2,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       21.0        2.5       44.5       60.0       82.8       83.5:      17.2       16.5
Old  :     100.0:      35.9       21.0        2.5       44.5       60.0       82.8       83.5:      17.2       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        56         57         26         89         93        155        166:
Old  :       258:        56         57         26         89         93        155        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       15.1       30.7       25.3       20.7       14.9       29.6       23.7
Old  :                 21.2       15.1       30.7       25.3       20.7       14.9       29.6       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   216,843:    77,787     45,575      5,416     96,410    130,089    179,613    181,080:    37,230     35,763
Old  :   216,843:    77,787     45,575      5,416     96,410    130,089    179,613    181,080:    37,230     35,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :     2,178:    -5,173      2,193       -305     19,787     10,392     14,309     12,280:   -12,131    -10,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       21.0        2.5       44.5       60.0       82.8       83.5:      17.2       16.5
Old  :     100.0:      35.9       21.0        2.5       44.5       60.0       82.8       83.5:      17.2       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        56         57         26         89         93        155        166:
Old  :       258:        56         57         26         89         93        155        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       15.1       30.7       25.3       20.7       14.9       29.6       23.7
Old  :                 21.2       15.1       30.7       25.3       20.7       14.9       29.6       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   223,084:    64,846    116,799      3,481    133,455     68,215    201,782    188,495:    21,302     34,589
Old  :   223,084:    64,846    116,799      3,481    133,455     68,215    201,782    188,495:    21,302     34,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :     9,760:     8,162     16,263     -1,658     11,672     -3,703     18,176     10,902:    -8,416     -1,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       52.4        1.6       59.8       30.6       90.5       84.5:       9.5       15.5
Old  :     100.0:      29.1       52.4        1.6       59.8       30.6       90.5       84.5:       9.5       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        28         38         12         26         37         58         83:
Old  :       112:        28         38         12         26         37         58         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       29.7       63.6       41.7       46.1       29.5       60.4       41.5
Old  :                 49.3       29.7       63.6       41.7       46.1       29.5       60.4       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE                                                 Code-239742
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   468,213:    84,904     61,698      8,196    353,689    381,772    446,789    451,666:    21,424     16,547
Old  :   468,213:    84,904     61,698      8,196    353,689    381,772    446,789    451,666:    21,424     16,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :   -11,208:   -26,905     -1,929      1,683     18,194     -9,170     -7,028     -9,416:    -4,180     -1,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       13.2        1.8       75.5       81.5       95.4       96.5:       4.6        3.5
Old  :     100.0:      18.1       13.2        1.8       75.5       81.5       95.4       96.5:       4.6        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        54         42         19        142        119        203        174:
Old  :       301:        54         42         19        142        119        203        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       20.3       29.1       34.2       16.0       20.0       26.5       33.5
Old  :                 17.0       20.3       29.1       34.2       16.0       20.0       26.5       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    17,253:     2,797      4,218      1,043      8,125      8,127     11,965     13,388:     5,288      3,865
Old  :    17,253:     2,797      4,218      1,043      8,125      8,127     11,965     13,388:     5,288      3,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -2,306:      -254     -4,088        440     -1,995      1,241     -1,809     -2,407:      -497        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       24.4        6.0       47.1       47.1       69.4       77.6:      30.6       22.4
Old  :     100.0:      16.2       24.4        6.0       47.1       47.1       69.4       77.6:      30.6       22.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          5          3          9          8         17         15:
Old  :        27:         6          5          3          9          8         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       53.3       56.6       69.9       43.4       53.3       54.5       67.4
Old  :                 43.4       53.3       56.6       69.9       43.4       53.3       54.5       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    51,600:     8,586     10,306      2,300     30,631     17,112     41,517     29,718:    10,083     21,882
Old  :    51,600:     8,586     10,306      2,300     30,631     17,112     41,517     29,718:    10,083     21,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    -8,494:    -8,741       -433      1,003     -1,703      2,032     -9,441      2,602:       947    -11,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       20.0        4.5       59.4       33.2       80.5       57.6:      19.5       42.4
Old  :     100.0:      16.6       20.0        4.5       59.4       33.2       80.5       57.6:      19.5       42.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        12         21          7         31         25         46         51:
Old  :        81:        12         21          7         31         25         46         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       15.7       46.4       24.0       28.3       15.7       46.2       23.7
Old  :                 28.3       15.7       46.4       24.0       28.3       15.7       46.2       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders - Futures Only, March 03, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   137,717:    57,085        950      1,744     78,810    134,462    137,639    137,156:        78        561
Old  :   137,717:    57,085        950      1,744     78,810    134,462    137,639    137,156:        78        561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 25, 2020                    :
     :    12,489:    16,581     -3,411       -450     -3,668     15,850     12,463     11,989:        26        500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5        0.7        1.3       57.2       97.6       99.9       99.6:       0.1        0.4
Old  :     100.0:      41.5        0.7        1.3       57.2       97.6       99.9       99.6:       0.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        13          1          4         29         23         43         28:
Old  :        51:        13          1          4         29         23         43         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       61.8       73.6       85.7       46.5       51.6       57.4       62.5
Old  :                 55.8       61.8       73.6       85.7       46.5       51.6       57.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 06, 2020