BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       12,098
COMMITMENTS
     129    2,338      670   10,685    8,663   11,484   11,671      614      427

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        501)
     129     -135      217      284      514      630      596     -129      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     19.3      5.5     88.3     71.6     94.9     96.5      5.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1       12        9       28       22       37       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,555
COMMITMENTS
   8,682    4,105      977    7,984    8,625   17,643   13,707    1,912    5,848

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        572)
     570      567      104       18      135      692      806     -120     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     21.0      5.0     40.8     44.1     90.2     70.1      9.8     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      17       19       19       19       20       44       50                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,098
COMMITMENTS
   1,166      822      604    7,645    8,042    9,415    9,468      683      630

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        656)
     697     -368       31      -95      985      633      648       23        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      8.1      6.0     75.7     79.6     93.2     93.8      6.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8        4       10       33       25       44       36                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,097
COMMITMENTS
     934    2,718      242    4,658    2,591    5,834    5,551      263      546

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        368)
    -143      581      -48      482       10      291      543       77     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     44.6      4.0     76.4     42.5     95.7     91.0      4.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        6       14       15       20       25                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      230,481
COMMITMENTS
  74,403   53,214   42,997   96,852  110,325  214,252  206,536   16,229   23,945

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -25,170)
  -8,278  -12,450  -11,798   -3,760      681  -23,836  -23,567   -1,334   -1,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     23.1     18.7     42.0     47.9     93.0     89.6      7.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      75       87       92       70       74      201      211                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      275,540
COMMITMENTS
  77,494   55,494   42,890  124,769  143,264  245,153  241,648   30,387   33,892

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -23,894)
  -4,201   -9,757  -16,019   -6,536    2,213  -26,756  -23,563    2,862     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     20.1     15.6     45.3     52.0     89.0     87.7     11.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      90       81      107      118      125      264      270                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,752
COMMITMENTS
     386      769       28    1,488    1,217    1,902    2,014      850      738

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:         88)
      31      174       27       19     -160       77       41       11       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     27.9      1.0     54.1     44.2     69.1     73.2     30.9     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       12        1       10       10       18       22                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,924
COMMITMENTS
  10,146    9,646    9,358    9,933    6,687   29,437   25,691    7,487   11,233

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -3,200)
    -777   -2,204   -1,562     -402      332   -2,741   -3,434     -459      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     26.1     25.3     26.9     18.1     79.7     69.6     20.3     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      37       48       56       50       51      127      128                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       24,225
COMMITMENTS
   1,325    8,781      654   22,050   13,798   24,029   23,233      196      992

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:      1,722)
     -51      609       55    1,763      903    1,767    1,567      -45      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     36.2      2.7     91.0     57.0     99.2     95.9      0.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6       12        7       18       26       28       41                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,821
COMMITMENTS
   7,667    2,701       34   14,944   19,679   22,645   22,414    1,176    1,407

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -1,775)
    -916   -1,756      -10     -848       38   -1,774   -1,728       -1      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     11.3      0.1     62.7     82.6     95.1     94.1      4.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12       10        1        6        8       18       19                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      124,226
COMMITMENTS
  21,323   50,568    3,677   74,060   42,740   99,060   96,985   25,166   27,241

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -58,911)
 -21,791   -2,169   -1,290  -31,374  -38,106  -54,455  -41,565   -4,456  -17,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     40.7      3.0     59.6     34.4     79.7     78.1     20.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      17       22        8       35       32       55       61                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       30,767
COMMITMENTS
  10,294    5,403       87   10,661   14,308   21,042   19,798    9,725   10,969

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -4,487)
  -3,669   -1,186      -13      667   -2,578   -3,015   -3,777   -1,472     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     17.6      0.3     34.7     46.5     68.4     64.3     31.6     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        7        1       13       13       19       20                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      110,323
COMMITMENTS
  40,783   18,804      329   65,411   86,775  106,523  105,908    3,800    4,415

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -11,641)
 -14,780   -2,914     -566    3,675   -8,852  -11,671  -12,332       30      691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     17.0      0.3     59.3     78.7     96.6     96.0      3.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      27       38        5       18       29       47       70                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      179,552
COMMITMENTS
  46,534   35,650    5,013  110,975  110,500  162,522  151,163   17,030   28,389

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -2,557)
 -10,041   -2,285     -599   10,811   -8,036      171  -10,920   -2,728    8,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     19.9      2.8     61.8     61.5     90.5     84.2      9.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      21       21       10       35       40       60       68                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      125,594
COMMITMENTS
  56,528   32,665    1,546   48,777   69,252  106,851  103,463   18,743   22,131

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:       -175)
    -758    8,314     -840    5,904   -8,797    4,306   -1,323   -4,481    1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     26.0      1.2     38.8     55.1     85.1     82.4     14.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      28       20        8       34       35       66       59                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      571,086
COMMITMENTS
 152,360   91,070   11,009  326,218  414,867  489,587  516,946   81,499   54,140

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -17,030)
   5,227  -23,568      397  -26,629   -4,797  -21,005  -27,968    3,975   10,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     15.9      1.9     57.1     72.6     85.7     90.5     14.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      72       37       27       97       70      176      128                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       49,374
COMMITMENTS
   3,193   36,462      524   43,892    9,680   47,609   46,666    1,765    2,708

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -1,398)
    -938   -1,652      234     -288      -26     -992   -1,444     -406       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     73.8      1.1     88.9     19.6     96.4     94.5      3.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8       27        5        8        9       21       39                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       37,622
COMMITMENTS
   6,993   23,009      618   28,547    8,390   36,158   32,017    1,464    5,605

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -7,066)
  -2,983   -7,242      -96   -3,586   -4,139   -6,665  -11,477     -401    4,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     61.2      1.6     75.9     22.3     96.1     85.1      3.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       35        5       18       15       33       53                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       10,972
COMMITMENTS
   2,088    3,624        0    7,001    5,345    9,089    8,969    1,883    2,003

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:        471)
  -2,474      215        0    1,365       52   -1,109      267    1,580      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     33.0      0.0     63.8     48.7     82.8     81.7     17.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        9        0        3        5        7       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,470,993
COMMITMENTS
 1505648  1551466  2783888  5639299  5405105  9928835  9740459  542,158  730,534

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    181,974)
-291,549  423,609   20,538  477,413 -249,108  206,402  195,039  -24,428  -13,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     14.8     26.6     53.9     51.6     94.8     93.0      5.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      50       45       78      108      107      203      194                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        3,909
COMMITMENTS
   2,266    3,138      140        0        0    2,406    3,278    1,503      631

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:       -565)
    -624     -738       37        0        0     -587     -701       22      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     80.3      3.6      0.0      0.0     61.6     83.9     38.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      24       17        6        0        0       27       20                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      171,803
COMMITMENTS
  30,543   35,137   36,784  104,142   98,667  171,469  170,588      334    1,215

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -73,404)
  -5,553  -32,288   -2,542  -65,390  -36,947  -73,485  -71,777       81   -1,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     20.5     21.4     60.6     57.4     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       15       18        9       15       32       38                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      349,355
COMMITMENTS
  25,872   92,256   23,289  300,091  231,200  349,252  346,745      103    2,610

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -13,615)
 -43,471     -621   -5,073   34,900   -8,158  -13,644  -13,852       29      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     26.4      6.7     85.9     66.2    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      16       28       25       24       38       54       77                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      695,310
COMMITMENTS
  76,862   73,854   15,153  512,553  512,431  604,568  601,438   90,742   93,872

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:   -329,427)
 -11,740   -2,821  -57,316 -173,192 -181,357 -242,248 -241,494  -87,179  -87,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     10.6      2.2     73.7     73.7     86.9     86.5     13.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      614)
     103      111       55      282      283      413      421                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| 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:        9,899
COMMITMENTS
     366      539       84    7,479    7,870    7,929    8,493    1,970    1,406

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -7,736)
    -569   -1,023     -257   -5,017   -4,794   -5,843   -6,074   -1,893   -1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      5.4      0.8     75.6     79.5     80.1     85.8     19.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       12        6       14        8                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,320,161
COMMITMENTS
 390,913  378,225   58,672  2451630  2558628  2901215  2995525  418,946  324,636

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,234,003)
 -79,591  -75,322 -171,262 -585,880 -846,736 -836,733 -1093320 -397,270 -140,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     11.4      1.8     73.8     77.1     87.4     90.2     12.6      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      614)
     103      111       54      280      282      411      419                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       82,184
COMMITMENTS
   9,331    2,379        0   65,542   75,444   74,873   77,823    7,311    4,361

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -7,968)
   1,398      582     -689   -4,233   -4,486   -3,524   -4,593   -4,444   -3,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      2.9      0.0     79.8     91.8     91.1     94.7      8.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9        5        0       44       34       53       39                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       39,971
COMMITMENTS
  13,345    7,862      499   19,829   24,949   33,673   33,310    6,298    6,661

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -19,283)
     -23   -1,023   -4,401   -8,778   -8,529  -13,202  -13,954   -6,081   -5,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     19.7      1.2     49.6     62.4     84.2     83.3     15.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      52       36       17       95       79      156      123                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      199,855
COMMITMENTS
  66,725   39,308    2,495   99,146  124,747  168,366  166,550   31,489   33,305

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -96,416)
    -115   -5,116  -22,007  -43,889  -42,647  -66,011  -69,770  -30,405  -26,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     19.7      1.2     49.6     62.4     84.2     83.3     15.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      52       36       17       95       79      156      123                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      135,097
COMMITMENTS
  31,024   56,231    1,944   85,562   48,337  118,530  106,512   16,567   28,585

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -14,781)
  -8,222  -11,748     -446   -3,340   -1,740  -12,008  -13,934   -2,773     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     41.6      1.4     63.3     35.8     87.7     78.8     12.3     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      14       25        8       19       37       40       63                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      538,226
COMMITMENTS
  55,013   74,691    3,680  465,897  444,839  524,590  523,210   13,636   15,016

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:    -82,104)
  -8,365   -4,466   -9,912  -44,669  -52,625  -62,946  -67,003  -19,158  -15,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     13.9      0.7     86.6     82.6     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      44       41       13      137      126      187      174                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       38,935
COMMITMENTS
   5,100    6,277      295   23,737   25,767   29,132   32,339    9,803    6,596

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:     -2,106)
     476   -2,581       80      700      -15    1,256   -2,516   -3,362      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     16.1      0.8     61.0     66.2     74.8     83.1     25.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8       15        3       26       30       35       47                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 03/24/20                         |
--------------------------------------------------------------| 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:      146,097
COMMITMENTS
  58,160       49    1,446   86,352  144,560  145,958  146,055      139       42

CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST:      5,559)
  -1,797   -1,108     -218    7,591    6,890    5,576    5,564      -17       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8      0.0      1.0     59.1     98.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12        1        5       27       25       40       30                  



Updated March 27, 2020