BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,670
COMMITMENTS
       0    3,119    1,144    9,296    6,773   10,440   11,035    1,230      635

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,203)
      -5     -125     -443   -1,102     -691   -1,550   -1,260      347       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     26.7      9.8     79.7     58.0     89.5     94.6     10.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        9        4       26       25       30       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,608
COMMITMENTS
   4,159      995    8,438   14,579   13,031   27,175   22,463    4,433    9,144

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -10,358)
  -1,266     -923   -3,617   -4,483   -5,279   -9,366   -9,818     -993     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      3.1     26.7     46.1     41.2     86.0     71.1     14.0     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       12       24       30       27       62       54                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,804
COMMITMENTS
     470    1,856    1,620    7,528    6,597    9,618   10,073    1,186      731

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,552)
     -42     -116     -337   -1,147   -1,027   -1,526   -1,481      -26      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     17.2     15.0     69.7     61.1     89.0     93.2     11.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        3        7       31       26       40       34                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,850
COMMITMENTS
   5,144      289    1,141    3,197    5,346    9,482    6,776      368    3,074

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -626)
    -191      -26     -214     -178     -445     -583     -685      -43       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.2      2.9     11.6     32.5     54.3     96.3     68.8      3.7     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        2        6       14       16       22       23                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      369,859
COMMITMENTS
  84,274   54,930  116,768  135,873  158,080  336,915  329,779   32,944   40,080

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      5,334)
    -815    1,896    4,205    2,423   -1,644    5,814    4,457     -480      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     14.9     31.6     36.7     42.7     91.1     89.2      8.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     142       83      144       90       91      296      269                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      431,544
COMMITMENTS
 144,530   40,972  108,666  149,409  224,580  402,605  374,218   28,939   57,326

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      3,758)
    -739      878     -132    3,433    1,930    2,563    2,677    1,195    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5      9.5     25.2     34.6     52.0     93.3     86.7      6.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     142       76      141      143      187      357      350                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,578
COMMITMENTS
   1,594      472      435      527    1,735    2,556    2,642    1,022      937

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:         96)
      26       65       38       10       32       74      135       23      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.6     13.2     12.2     14.7     48.5     71.4     73.8     28.6     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        7       10       10       15       32       28                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       58,319
COMMITMENTS
  18,610    9,880   22,110   10,459   11,405   51,179   43,396    7,140   14,923

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      1,989)
   1,703     -141    1,247     -569      661    2,382    1,767     -392      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9     16.9     37.9     17.9     19.6     87.8     74.4     12.2     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      59       47       75       53       64      164      157                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,142
COMMITMENTS
   1,758    2,916    4,214   16,437   14,259   22,409   21,389      733    1,753

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -5,714)
     -48     -284   -1,276   -4,184   -3,737   -5,508   -5,296     -206     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     12.6     18.2     71.0     61.6     96.8     92.4      3.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      13       11       12       28       27       48       43                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       55,490
COMMITMENTS
  32,995    4,205        0   20,079   50,325   53,074   54,530    2,416      960

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,300)
    -891     -674        0     -363     -590   -1,254   -1,264      -46      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.5      7.6      0.0     36.2     90.7     95.6     98.3      4.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      27        4        0        9       10       36       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      203,289
COMMITMENTS
  68,673   41,478   11,995   77,402  127,535  158,070  181,008   45,219   22,280

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      9,586)
   6,857  -10,747    1,065    4,670   17,709   12,592    8,028   -3,006    1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     20.4      5.9     38.1     62.7     77.8     89.0     22.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      36       23       17       41       39       87       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,075
COMMITMENTS
  11,442   16,072      793   26,480   15,059   38,715   31,925   12,360   19,150

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -5,971)
  -2,991   -3,933     -826   -3,749     -687   -7,566   -5,445    1,595     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     31.5      1.6     51.8     29.5     75.8     62.5     24.2     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7       14        3       15       21       24       36                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      283,539
COMMITMENTS
 203,546   46,265    1,867   71,086  232,276  276,500  280,408    7,039    3,131

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      5,207)
  10,418    3,474      -32    4,324    1,803   14,710    5,245   -9,502      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    71.8     16.3      0.7     25.1     81.9     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      96       31       10       28       34      127       72                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      214,984
COMMITMENTS
  67,083   50,275   14,797   96,502  125,658  178,382  190,731   36,602   24,253

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -18,020)
   2,682   -1,066   -8,584  -13,475   -5,719  -19,376  -15,369    1,356   -2,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     23.4      6.9     44.9     58.5     83.0     88.7     17.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      31       26       18       39       47       78       83                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      180,072
COMMITMENTS
  48,013   60,279   12,126   89,455   72,370  149,594  144,775   30,478   35,297

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -15,153)
   4,912   -8,324   -4,571  -16,900    1,502  -16,559  -11,392    1,406   -3,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     33.5      6.7     49.7     40.2     83.1     80.4     16.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      25       42       23       36       43       78       92                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      597,223
COMMITMENTS
 164,017  228,706   32,109  305,740  278,296  501,867  539,111   95,356   58,112

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -19,615)
  -1,827  -12,365  -12,938   -3,133    9,072  -17,898  -16,231   -1,717   -3,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     38.3      5.4     51.2     46.6     84.0     90.3     16.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      83       73       54      100       81      202      189                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       22,493
COMMITMENTS
   3,495    2,523      741    7,058   12,259   11,294   15,523   11,199    6,970

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -997)
       7   -1,022        0   -1,172        1   -1,165   -1,021      168       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     11.2      3.3     31.4     54.5     50.2     69.0     49.8     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        1       12       10       17       14                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,229
COMMITMENTS
   3,791    1,851      586   10,878   16,873   15,255   19,310    7,974    3,919

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        397)
     581        0        0       72        0      653        0     -256      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      8.0      2.5     46.8     72.6     65.7     83.1     34.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        2       13       11       19       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       35,290
COMMITMENTS
   6,016   25,639       14   26,490    8,537   32,520   34,190    2,770    1,100

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -18,816)
     756  -18,351     -225  -18,968      961  -18,437  -17,615     -379   -1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0     72.7      0.0     75.1     24.2     92.2     96.9      7.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       22        2       13        9       28       33                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       51,134
COMMITMENTS
  27,324   28,682      809   18,989   16,640   47,122   46,130    4,013    5,004

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      1,642)
   3,036     -746       42      -82    2,569    2,995    1,865   -1,353     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.4     56.1      1.6     37.1     32.5     92.2     90.2      7.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      39       31        7       20       14       61       50                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       18,327
COMMITMENTS
  15,011    3,637       59    1,500   13,337   16,570   17,033    1,757    1,294

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -186)
    -219     -218       -2     -148       73     -369     -147      183      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    81.9     19.8      0.3      8.2     72.8     90.4     92.9      9.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        9        1        5        8       16       17                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,745,688
COMMITMENTS
 1425329  461,103  9696715  7995126  8727296 19117169 18885114  628,519  860,574

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    315,161)
 100,471   73,585   13,063  203,575  228,949  317,109  315,597   -1,949     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      2.3     49.1     40.5     44.2     96.8     95.6      3.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      69       64      113      118      119      251      236                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        5,400
COMMITMENTS
   3,385    4,820      258        0        0    3,643    5,078    1,757      322

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      2,214)
   1,686    2,092      125        0        0    1,811    2,217      403       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.7     89.3      4.8      0.0      0.0     67.5     94.0     32.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      33       25        7        0        0       37       28                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      131,481
COMMITMENTS
  28,614   12,197   30,787   70,817   88,437  130,218  131,421    1,263       60

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        955)
     647     -726     -789    1,058    2,541      916    1,026       39      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      9.3     23.4     53.9     67.3     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      16       13       23       10       16       36       43                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      208,807
COMMITMENTS
  54,623   48,514   41,070  113,035  118,533  208,728  208,117       79      690

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:   -166,425)
  15,165  -72,825  -16,394 -165,190  -74,889 -166,419 -164,108       -6   -2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     23.2     19.7     54.1     56.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      21       27       22       19       32       47       74                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      745,366
COMMITMENTS
  79,365   75,125  133,810  448,382  456,737  661,558  665,672   83,808   79,694

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      9,730)
  -2,786    2,201    7,258    4,922   -4,789    9,394    4,670      336    5,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6     10.1     18.0     60.2     61.3     88.8     89.3     11.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     143      111      133      276      280      479      464                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       52,886
COMMITMENTS
   3,242    5,825   10,944   15,639   19,010   29,825   35,780   23,061   17,106

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -116)
     598    1,115   -1,324   -1,508   -2,066   -2,234   -2,275    2,117    2,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     11.0     20.7     29.6     35.9     56.4     67.7     43.6     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12       10       17       11       15       32       33                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,462,397
COMMITMENTS
 410,200  376,082  584,746  2163717  2188631  3158662  3149458  303,734  312,938

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     49,231)
 -13,072    9,282   39,059   32,151  -13,613   58,138   34,728   -8,907   14,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     10.9     16.9     62.5     63.2     91.2     91.0      8.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     139      106      126      269      275      463      452                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| 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:       26,480
COMMITMENTS
     235    2,224        0   22,953   20,033   23,188   22,257    3,292    4,223

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -2,202)
       1     -488        0   -2,115     -726   -2,114   -1,214      -88     -988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      8.4      0.0     86.7     75.7     87.6     84.1     12.4     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        9       11       10       12                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| 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:        8,654
COMMITMENTS
     280    1,213        0    6,611    6,468    6,891    7,681    1,763      973

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:         -6)
     -29      503        0      208     -764      179     -261     -185      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     14.0      0.0     76.4     74.7     79.6     88.8     20.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        0       10        7       11       11                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| 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:       12,111
COMMITMENTS
   1,116      500        2    8,106   10,493    9,224   10,995    2,887    1,116

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        731)
     430     -288        2     -496    1,091      -64      805      795      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      4.1      0.0     66.9     86.6     76.2     90.8     23.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1        9       11       12       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       77,324
COMMITMENTS
  16,512    6,153      524   48,095   67,863   65,131   74,540   12,193    2,784

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -688)
  -1,012    1,777     -219      449   -2,863     -782   -1,305       94      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4      8.0      0.7     62.2     87.8     84.2     96.4     15.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15        7        7       40       34       57       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       45,510
COMMITMENTS
  12,796    9,232    4,530   20,561   22,979   37,887   36,741    7,623    8,768

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -689)
  -1,466      357      615      239   -2,562     -612   -1,589      -77      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     20.3     10.0     45.2     50.5     83.3     80.7     16.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      66       53       31       77       86      157      156                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      227,548
COMMITMENTS
  63,980   46,160   22,650  102,804  114,897  189,434  183,707   38,114   43,841

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -3,446)
  -7,328    1,787    3,074    1,195  -12,808   -3,058   -7,946     -387    4,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     20.3     10.0     45.2     50.5     83.3     80.7     16.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      66       53       31       77       86      157      156                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      171,917
COMMITMENTS
  51,620   79,625   10,277   71,891   56,682  133,788  146,583   38,130   25,334

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:    -14,887)
   3,171   -8,365   -4,329  -23,203      328  -24,361  -12,366    9,474   -2,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     46.3      6.0     41.8     33.0     77.8     85.3     22.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       23       14       25       34       59       63                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      491,774
COMMITMENTS
 119,041   73,165   19,853  327,350  382,282  466,244  475,301   25,530   16,473

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      1,456)
    -839    5,118    1,970    1,305   -6,795    2,436      293     -981    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     14.9      4.0     66.6     77.7     94.8     96.7      5.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      69       44       32      139      108      222      170                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       20,507
COMMITMENTS
   3,046   11,008       30    9,976    7,579   13,052   18,617    7,455    1,890

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,937)
  -1,818     -809        2     -783       -6   -2,599     -813      662   -1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     53.7      0.1     48.6     37.0     63.6     90.8     36.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        1       11        6       17       12                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,196
COMMITMENTS
  19,982   11,357      325   28,721    6,595   49,028   18,277    9,168   39,919

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -2,323)
  -2,035    3,122      -21     -665     -407   -2,721    2,694      398   -5,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3     19.5      0.6     49.4     11.3     84.2     31.4     15.8     68.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      18       12        2       27       14       47       26                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20          |
--------------------------------------------------------------| 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:       77,755
COMMITMENTS
  21,498    4,031    1,008   55,225   72,655   77,731   77,694       24       61

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -2,781)
   1,291        0        4   -4,076   -2,785   -2,781   -2,781        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6      5.2      1.3     71.0     93.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        2        4       25       19       39       24                  



Updated January 10, 2020