BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,552
COMMITMENTS
       0    4,394      192   10,571    6,336   10,763   10,922      789      630

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        663)
       0      456       -4      649      273      645      725       18      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     38.0      1.7     91.5     54.8     93.2     94.5      6.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0       10        3       26       23       29       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,908
COMMITMENTS
   4,730    2,030    1,721    9,627    9,268   16,078   13,019    2,830    5,889

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,544)
     690      432      332      424      605    1,446    1,369       98      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     10.7      9.1     50.9     49.0     85.0     68.9     15.0     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       13       16       19       19       48       40                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        9,015
COMMITMENTS
     642    2,160      393    7,036    5,949    8,071    8,502      944      513

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        482)
     -48      140       98      424      212      474      450        8       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     24.0      4.4     78.0     66.0     89.5     94.3     10.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        5        7       30       20       39       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,869
COMMITMENTS
   5,104      623      264    3,385    5,948    8,753    6,835      116    2,034

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        216)
      20       41        5      160      139      185      185       31       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.5      7.0      3.0     38.2     67.1     98.7     77.1      1.3     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        2        5        8       16       15       22                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      299,824
COMMITMENTS
  88,683   82,859   63,107  121,714  123,985  273,504  269,951   26,320   29,873

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -2,192)
    -112    2,012     -529      397   -1,560     -244      -77   -1,948   -2,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     27.6     21.0     40.6     41.4     91.2     90.0      8.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     105       99      121       68       86      251      257                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      370,156
COMMITMENTS
 131,644   52,393   72,621  142,274  200,206  346,539  325,220   23,617   44,936

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -30,377)
 -16,429   -4,041   -6,778   -4,920  -15,024  -28,127  -25,843   -2,250   -4,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     14.2     19.6     38.4     54.1     93.6     87.9      6.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     124       85      116      113      166      300      319                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,267
COMMITMENTS
   1,619      706      148      522    1,649    2,289    2,503      978      764

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         31)
      66       32       16       36       22      118       70      -87      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     21.6      4.5     16.0     50.5     70.1     76.6     29.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15       11        6       11       15       32       26                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       53,468
COMMITMENTS
  17,496   14,695   18,402   10,199    8,168   46,097   41,265    7,371   12,203

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        -11)
  -2,560    1,951    1,125      718   -1,482     -717    1,594      706   -1,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     27.5     34.4     19.1     15.3     86.2     77.2     13.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      57       53       69       50       51      148      147                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       18,058
COMMITMENTS
   1,967    2,938    1,722   13,854   12,319   17,543   16,979      515    1,079

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,149)
     603      -83      275      240    1,024    1,118    1,216       31      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     16.3      9.5     76.7     68.2     97.1     94.0      2.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      13       13       12       20       24       42       41                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       53,747
COMMITMENTS
  31,697    2,550        0   20,292   49,600   51,989   52,150    1,758    1,597

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -3,388)
  -2,902   -2,359        0     -337   -1,058   -3,239   -3,417     -149       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0      4.7      0.0     37.8     92.3     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      25        8        0       10        8       35       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      185,499
COMMITMENTS
  76,299   41,709    2,973   68,537  119,269  147,809  163,951   37,690   21,548

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -3,097)
   1,900    5,604       -3      199   -9,819    2,096   -4,218   -5,193    1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     22.5      1.6     36.9     64.3     79.7     88.4     20.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      34       19       14       37       37       76       66                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,440
COMMITMENTS
  12,969    9,472        6   24,449   21,140   37,424   30,618   14,016   20,822

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,072)
     594   -1,367      -69    1,685     -479    2,210   -1,915   -1,138    2,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     18.4      0.0     47.5     41.1     72.8     59.5     27.2     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        8        1       16       22       22       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      305,928
COMMITMENTS
 207,336   36,970    1,683   88,754  263,340  297,773  301,993    8,155    3,935

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      5,948)
  -4,345   -4,740      406    9,923   10,037    5,984    5,703      -36      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     12.1      0.6     29.0     86.1     97.3     98.7      2.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      93       36        8       27       38      123       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      203,169
COMMITMENTS
  61,887   44,198    6,650  104,061  123,497  172,598  174,345   30,571   28,824

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      8,544)
  -2,369    4,864      375   12,849     -352   10,855    4,887   -2,311    3,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     21.8      3.3     51.2     60.8     85.0     85.8     15.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      26       25        9       43       42       73       72                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      184,919
COMMITMENTS
  45,676   81,701    2,658  110,412   63,226  158,746  147,585   26,173   37,334

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -18,660)
  -4,920  -13,596     -804   -7,282   -2,361  -13,006  -16,761   -5,654   -1,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     44.2      1.4     59.7     34.2     85.8     79.8     14.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      25       42       12       34       37       66       84                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      598,793
COMMITMENTS
 180,653  239,515   13,248  311,346  291,195  505,247  543,958   93,546   54,835

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     16,629)
  12,437   24,280   -4,695    8,961   -4,088   16,703   15,497      -74    1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     40.0      2.2     52.0     48.6     84.4     90.8     15.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      88       72       34      103       82      200      179                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,569
COMMITMENTS
   3,675    4,100      662    7,210   11,935   11,547   16,697   12,022    6,872

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        421)
      62       95        0     -139       91      -77      186      498      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     17.4      2.8     30.6     50.6     49.0     70.8     51.0     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        1       11       10       16       15                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       25,127
COMMITMENTS
   4,919    1,940      586   11,367   18,336   16,872   20,862    8,255    4,265

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      7.7      2.3     45.2     73.0     67.1     83.0     32.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        2       12       10       19       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       51,245
COMMITMENTS
  13,321   36,945      748   34,445   11,254   48,514   48,947    2,731    2,298

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     10,402)
   4,942    7,231     -351    5,770    2,571   10,361    9,451       41      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     72.1      1.5     67.2     22.0     94.7     95.5      5.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      21       23        5       11        8       35       36                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       46,500
COMMITMENTS
  22,882   20,822    1,141   18,675   19,547   42,698   41,510    3,802    4,990

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -1,800)
  -1,230   -1,457     -116     -368     -660   -1,714   -2,233      -86      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     44.8      2.5     40.2     42.0     91.8     89.3      8.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      28       30        7       23       13       55       47                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       18,019
COMMITMENTS
  15,623    2,737       68      900   13,753   16,591   16,558    1,428    1,461

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        -30)
     185     -545        9     -177      528       17       -8      -47      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.7     15.2      0.4      5.0     76.3     92.1     91.9      7.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        8        1        3        8       15       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,246,856
COMMITMENTS
 2500371  739,685  2603513  5491773  7070270 10595657 10413468  651,199  833,388

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    265,235)
 284,016   48,752    7,598  -89,493  234,258  202,121  290,608   63,114  -25,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      6.6     23.1     48.8     62.9     94.2     92.6      5.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      69       46       92      106      110      219      213                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        4,917
COMMITMENTS
   2,623    4,156      327        0        0    2,950    4,483    1,967      434

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -222)
    -369     -234      -18        0        0     -387     -252      165       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     84.5      6.7      0.0      0.0     60.0     91.2     40.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      37       18        7        0        0       38       24                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      154,530
COMMITMENTS
  27,616   19,906   32,464   93,229  100,821  153,309  153,191    1,221    1,339

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     13,125)
       9    3,145    1,782   11,383    8,162   13,174   13,089      -49       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     12.9     21.0     60.3     65.2     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      19       17       24       10       17       41       47                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      239,246
COMMITMENTS
  62,227   57,066   49,003  127,961  132,016  239,191  238,085       55    1,161

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     22,378)
   9,358    1,170    5,764    7,317   15,406   22,439   22,340      -61       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     23.9     20.5     53.5     55.2    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17       32       28       21       35       53       80                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      583,370
COMMITMENTS
  85,798   78,896   15,037  413,395  426,045  514,230  519,978   69,139   63,392

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -4,519)
     267   -2,059   -2,256   -3,026   -4,839   -5,014   -9,154      495    4,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     13.5      2.6     70.9     73.0     88.1     89.1     11.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
     118      109       62      249      258      391      405                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       35,021
COMMITMENTS
   6,282    2,732      325   16,782   21,353   23,389   24,410   11,632   10,611

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,718)
    -604     -496      247    2,050    1,098    1,693      849       25      869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      7.8      0.9     47.9     61.0     66.8     69.7     33.2     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        6        1        8       14       14       21                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       15,015
COMMITMENTS
       0        0        0   12,332   14,101   12,332   14,101    2,683      914

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -1,596)
    -468     -217        0   -1,248      111   -1,716     -106      120   -1,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     82.1     93.9     82.1     93.9     17.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       11       11       11       11                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,741,743
COMMITMENTS
 426,210  409,449   44,930  1983066  2023459  2454206  2477838  287,537  263,905

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -31,184)
  -2,623  -14,793   -5,534  -25,378  -29,686  -33,535  -50,013    2,351   18,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     14.9      1.6     72.3     73.8     89.5     90.4     10.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      580)
     119      107       59      248      255      388      400                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       30,254
COMMITMENTS
     844    3,025        0   26,241   23,982   27,085   27,007    3,169    3,247

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,273)
     844      487        0      665      805    1,509    1,292     -236      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     10.0      0.0     86.7     79.3     89.5     89.3     10.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        0        9       12       12       16                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind             OPEN INTEREST:       10,991
COMMITMENTS
     239      835        0    8,963    9,650    9,202   10,485    1,789      506

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,460)
     -20      -70        0    1,726    1,739    1,706    1,669     -246     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      7.6      0.0     81.5     87.8     83.7     95.4     16.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       11       11       12       14                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       13,416
COMMITMENTS
   1,303      792        0    9,032   11,552   10,335   12,344    3,081    1,072

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        174)
     549      -43        0       97      337      646      294     -472     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      5.9      0.0     67.3     86.1     77.0     92.0     23.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       12       12       15       14                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       76,890
COMMITMENTS
  16,651    4,228    1,081   47,373   68,157   65,105   73,466   11,785    3,424

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -1,700)
     654   -2,960      471   -3,502      125   -2,377   -2,364      677      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      5.5      1.4     61.6     88.6     84.7     95.5     15.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      14        6        6       38       35       54       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       41,234
COMMITMENTS
  14,353    9,477    1,324   18,396   21,871   34,073   32,672    7,160    8,562

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -2,151)
     506   -2,572     -182   -2,553      249   -2,230   -2,505       78      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     23.0      3.2     44.6     53.0     82.6     79.2     17.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      70       53       19       87       83      165      148                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      206,168
COMMITMENTS
  71,765   47,384    6,620   91,981  109,356  170,366  163,360   35,802   42,808

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -10,757)
   2,529  -12,858     -910  -12,767    1,245  -11,148  -12,523      391    1,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     23.0      3.2     44.6     53.0     82.6     79.2     17.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      70       53       19       87       83      165      148                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      156,721
COMMITMENTS
  44,662   72,182    3,878   77,258   45,879  125,798  121,939   30,923   34,782

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     17,243)
   2,303   10,522    1,192   11,530     -566   15,025   11,148    2,218    6,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     46.1      2.5     49.3     29.3     80.3     77.8     19.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      23       26        8       25       35       53       65                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      502,044
COMMITMENTS
 131,869   73,547   13,535  331,585  400,001  476,989  487,083   25,055   14,961

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -4,586)
    -982   -4,992    1,857   -4,549      256   -3,674   -2,879     -912   -1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     14.6      2.7     66.0     79.7     95.0     97.0      5.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      68       47       23      135      112      211      174                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       20,981
COMMITMENTS
   4,334   10,417       35   10,743    7,250   15,112   17,702    5,869    3,279

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         69)
     612     -820       15      790     -311    1,417   -1,116   -1,348    1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     49.6      0.2     51.2     34.6     72.0     84.4     28.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        8        1       12        5       22       13                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,655
COMMITMENTS
  20,619    7,486      367   28,376    9,333   49,362   17,186    8,293   40,469

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -231)
     954    1,410       50     -485    1,692      519    3,152     -750   -3,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     13.0      0.6     49.2     16.2     85.6     29.8     14.4     70.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       14        5       35       15       54       32                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 01/28/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:       88,271
COMMITMENTS
  27,254    4,481      956   60,037   82,773   88,247   88,210       24       61

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      4,911)
   2,244      150      -82    2,749    5,043    4,911    5,111        0     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      5.1      1.1     68.0     93.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15        2        4       27       19       43       24                  



Updated January 31, 2020