BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,078
COMMITMENTS
       1    4,072      190   10,175    6,322   10,366   10,584      712      494

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:       -774)
       1     -321      -11     -706     -417     -716     -749      -58      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     36.8      1.7     91.8     57.1     93.6     95.5      6.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1       10        6       28       23       35       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,105
COMMITMENTS
   4,180    2,490    1,294    8,995    7,910   14,469   11,694    2,636    5,411

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     -2,059)
    -535      305     -500     -846   -1,318   -1,881   -1,513     -178     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     14.6      7.6     52.6     46.2     84.6     68.4     15.4     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       19       11       19       17       43       40                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,577
COMMITMENTS
     359    2,210      270    7,191    5,664    7,820    8,144      757      433

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:       -365)
    -178      105      -66     -140     -391     -384     -352       19      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     25.8      3.1     83.8     66.0     91.2     95.0      8.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        7        6       31       20       40       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,288
COMMITMENTS
   4,164      865      201    3,760    5,688    8,125    6,754      163    1,534

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:       -551)
    -515       67       24      -73     -388     -564     -297       13     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     10.4      2.4     45.4     68.6     98.0     81.5      2.0     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        4        9       17       15       23                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      291,611
COMMITMENTS
  96,817   88,802   62,141  107,541  113,848  266,499  264,791   25,112   26,820

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:       -702)
    -982      210    3,600   -4,112   -2,364   -1,494    1,446      792   -2,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     30.5     21.3     36.9     39.0     91.4     90.8      8.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      95      110      112       70       85      239      259                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      333,065
COMMITMENTS
  99,314   42,097   69,128  130,667  179,119  299,109  290,344   33,956   42,721

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:    -10,439)
 -13,953     -625     -111   -3,809  -11,128  -17,873  -11,864    7,434    1,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     12.6     20.8     39.2     53.8     89.8     87.2     10.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     106       81      111      109      146      282      292                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,030
COMMITMENTS
   1,869      818      232      699    1,954    2,800    3,004    1,230    1,026

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:        671)
     335      110       37       81      320      453      467      218      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     20.3      5.8     17.3     48.5     69.5     74.5     30.5     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      17       13        8        9       15       32       31                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       57,672
COMMITMENTS
  16,414   17,946   20,603   11,547    7,565   48,564   46,114    9,108   11,558

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:        712)
     676      986     -143      -96       51      437      894      275     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     31.1     35.7     20.0     13.1     84.2     80.0     15.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      46       59       64       48       48      136      144                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       16,075
COMMITMENTS
   1,792    4,094      710   13,149   10,365   15,651   15,169      424      906

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     -2,371)
    -325      473     -727   -1,302   -1,913   -2,354   -2,167      -17     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     25.5      4.4     81.8     64.5     97.4     94.4      2.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12       12        7       20       25       37       40                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       53,196
COMMITMENTS
  27,913      977        0   23,109   51,196   51,022   52,173    2,174    1,023

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      2,494)
     588       67        0    1,841    2,816    2,429    2,883       65     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5      1.8      0.0     43.4     96.2     95.9     98.1      4.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      28        5        0       12        8       40       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      166,914
COMMITMENTS
  68,225   58,520    3,395   57,774   77,069  129,394  138,984   37,520   27,930

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     -7,086)
   1,032    9,890      727   -5,306  -23,597   -3,547  -12,980   -3,539    5,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9     35.1      2.0     34.6     46.2     77.5     83.3     22.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      33       23       13       35       36       71       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,465
COMMITMENTS
  15,937   12,170      105   22,929   19,846   38,971   32,121   12,494   19,344

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      1,610)
   1,676    2,828      101      432   -2,666    2,209      263     -599    1,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     23.6      0.2     44.6     38.6     75.7     62.4     24.3     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9       11        3       16       21       26       34                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      302,445
COMMITMENTS
 193,940   37,614    1,386   98,944  259,767  294,270  298,767    8,175    3,678

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     -6,449)
 -12,598   -3,752   -1,170    7,349   -1,872   -6,419   -6,794      -30      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1     12.4      0.5     32.7     85.9     97.3     98.8      2.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      94       37       10       28       35      126       78                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      212,228
COMMITMENTS
  65,006   43,922    8,577  107,906  133,105  181,489  185,604   30,739   26,624

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      4,063)
   5,347   -2,750      375   -2,292    5,901    3,430    3,526      633      537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     20.7      4.0     50.8     62.7     85.5     87.5     14.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      27       26       16       43       44       78       78                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      193,822
COMMITMENTS
  54,805   80,993    2,879  111,167   70,770  168,851  154,642   24,971   39,180

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      3,743)
  -2,867    1,423      392    5,729     -344    3,254    1,471      489    2,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     41.8      1.5     57.4     36.5     87.1     79.8     12.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      24       41       13       31       41       64       86                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      612,444
COMMITMENTS
 169,475  255,144   14,252  338,132  281,706  521,859  551,102   90,585   61,342

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     17,746)
   2,550   13,139    1,289   16,584   -1,853   20,423   12,575   -2,677    5,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     41.7      2.3     55.2     46.0     85.2     90.0     14.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      81       73       35      102       82      194      179                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,488
COMMITMENTS
   3,350    4,031      450    7,301   12,052   11,101   16,533   12,387    6,955

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:       -353)
    -292      -86     -245       82       -2     -455     -333      102      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     17.2      1.9     31.1     51.3     47.3     70.4     52.7     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        4        1       11       10       16       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       49,327
COMMITMENTS
   9,459   41,664      516   36,988    4,761   46,963   46,941    2,364    2,386

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      2,924)
     261    2,130      139    2,691      291    3,091    2,560     -167      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     84.5      1.0     75.0      9.7     95.2     95.2      4.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      20       30        4        9       11       31       43                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       48,946
COMMITMENTS
  19,893   23,969    2,456   22,603   16,606   44,952   43,031    3,994    5,915

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      5,254)
   1,294    3,178    1,254    3,112      596    5,660    5,028     -406      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     49.0      5.0     46.2     33.9     91.8     87.9      8.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      30       40        9       21       13       56       57                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       17,625
COMMITMENTS
  13,475    2,289        1    3,108   13,805   16,584   16,095    1,041    1,530

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      1,418)
     605      420        1    1,185      963    1,791    1,384     -373       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.5     13.0      0.0     17.6     78.3     94.1     91.3      5.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        5        1        4        7       12       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,797,176
COMMITMENTS
 2783352  840,032  2834137  5499698  7165692 11117187 10839861  679,989  957,315

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     33,789)
 195,840  -34,811      686 -188,853  -34,721    7,673  -68,846   26,116  102,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      7.1     24.0     46.6     60.7     94.2     91.9      5.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      71       50       90      110      119      224      222                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        6,106
COMMITMENTS
   3,604    5,284      390        0        0    3,994    5,674    2,112      432

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      1,739)
   1,287    1,496      191        0        0    1,478    1,687      261       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0     86.5      6.4      0.0      0.0     65.4     92.9     34.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      40       19        6        0        0       43       22                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      167,656
COMMITMENTS
  16,491   18,990   40,076  109,725  106,969  166,292  166,035    1,364    1,621

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     14,511)
  -7,988   -2,188   12,030   10,454    4,637   14,496   14,479       15       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     11.3     23.9     65.4     63.8     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       19       23       11       18       42       45                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      212,852
COMMITMENTS
  69,563   42,487   46,857   93,992  122,676  210,412  212,020    2,440      832

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     35,559)
  13,712    7,062    8,970   10,508   19,542   33,190   35,574    2,369      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     20.0     22.0     44.2     57.6     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15       31       27       22       30       52       73                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      596,376
COMMITMENTS
  89,949   80,335   17,981  416,705  432,255  524,634  530,571   71,742   65,805

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     20,928)
   3,533    4,158    1,791   15,226   13,938   20,551   19,888      377    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     13.5      3.0     69.9     72.5     88.0     89.0     12.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     119      113       61      253      251      393      404                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       40,550
COMMITMENTS
   7,780    5,125      521   20,968   20,753   29,269   26,399   11,281   14,151

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      4,590)
   1,819      176      359    3,404    2,549    5,582    3,084     -992    1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     12.6      1.3     51.7     51.2     72.2     65.1     27.8     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        6        3       10       15       16       23                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       13,759
COMMITMENTS
   1,177      658        7    9,889   11,796   11,073   12,461    2,686    1,298

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      4.8      0.1     71.9     85.7     80.5     90.6     19.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1        7       11        9       13                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| 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:       14,720
COMMITMENTS
     538      377       46   11,384   12,850   11,968   13,273    2,752    1,447

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:       -948)
     323      175       40    1,662   -1,645    2,025   -1,430   -2,973      482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      2.6      0.3     77.3     87.3     81.3     90.2     18.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       12       10       14       12                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,779,131
COMMITMENTS
 451,855  417,061   46,288  1978683  2057510  2476826  2520859  302,305  258,272

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     81,688)
  11,988   23,330    3,744   59,112   56,944   74,844   84,018    6,844   -2,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     15.0      1.7     71.2     74.0     89.1     90.7     10.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      587)
     120      112       59      252      247      391      399                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| 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:       32,087
COMMITMENTS
   1,460    2,905        0   27,369   26,006   28,829   28,911    3,258    3,176

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:        255)
     -34     -590        0      105    1,623       71    1,033      184     -778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      9.1      0.0     85.3     81.0     89.8     90.1     10.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        3        0        9       14       13       17                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| 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:       11,962
COMMITMENTS
     200      670        0    8,433   10,695    8,633   11,365    3,329      597

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:        992)
     200       -6        0     -372      926     -172      920    1,164       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      5.6      0.0     70.5     89.4     72.2     95.0     27.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       11       12       12       15                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| 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:       17,272
COMMITMENTS
   1,362    1,300        0   11,710   14,528   13,072   15,828    4,200    1,444

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      3,535)
      42     -100        0    2,504    5,375    2,546    5,275      989   -1,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      7.5      0.0     67.8     84.1     75.7     91.6     24.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0        9       13       12       15                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       78,717
COMMITMENTS
  16,465    4,225      818   50,506   69,992   67,789   75,035   10,928    3,682

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:        766)
    -551      658      259      608      199      316    1,116      450     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      5.4      1.0     64.2     88.9     86.1     95.3     13.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      14        6        6       37       36       53       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       41,566
COMMITMENTS
  14,808   13,062    1,202   18,352   19,430   34,362   33,695    7,204    7,871

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:        609)
     700    3,212     -220     -110   -1,248      370    1,744      239   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     31.4      2.9     44.2     46.7     82.7     81.1     17.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      71       57       19       92       92      170      161                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      207,829
COMMITMENTS
  74,042   65,312    6,009   91,758   97,152  171,809  168,473   36,020   39,356

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      3,043)
   3,498   16,058   -1,100     -549   -6,239    1,849    8,719    1,194   -5,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     31.4      2.9     44.2     46.7     82.7     81.1     17.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      71       57       19       92       92      170      161                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      177,528
COMMITMENTS
  48,188   80,856    4,320   96,321   56,891  148,829  142,067   28,699   35,461

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:     -3,328)
    -180  -10,809      801   -1,870    7,942   -1,249   -2,066   -2,079   -1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     45.5      2.4     54.3     32.0     83.8     80.0     16.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      27       35       10       23       33       54       74                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      485,582
COMMITMENTS
 109,856   69,951    7,128  343,354  391,344  460,338  468,423   25,244   17,159

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:    -10,837)
 -11,828    1,640   -4,956    5,323   -6,324  -11,461   -9,640      624   -1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     14.4      1.5     70.7     80.6     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      62       45       22      134      108      205      166                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       18,958
COMMITMENTS
   2,728    8,448      386    9,937    6,742   13,051   15,576    5,907    3,382

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      1,402)
     559      384      363      303      -13    1,225      734      177      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     44.6      2.0     52.4     35.6     68.8     82.2     31.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        9        2        9        5       17       14                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       56,300
COMMITMENTS
  17,643    6,943      850   30,000   11,499   48,493   19,292    7,807   37,008

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      4,939)
   3,562     -451      418    2,855    1,901    6,835    1,868   -1,896    3,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     12.3      1.5     53.3     20.4     86.1     34.3     13.9     65.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      21       12        5       32       21       55       36                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 02/11/20                         |
--------------------------------------------------------------| 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:       98,445
COMMITMENTS
  33,006    5,181      909   64,506   92,294   98,421   98,384       24       61

CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST:      7,085)
   3,948      600        0    3,137    6,478    7,085    7,078        0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      5.3      0.9     65.5     93.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14        3        4       27       19       42       25                  



Updated February 14, 2020