BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       14,308
COMMITMENTS
       0    3,947    1,517   11,855    8,100   13,372   13,564      936      744

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        974)
       0      429      139      801      421      940      990       34      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     27.6     10.6     82.9     56.6     93.5     94.8      6.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0       10        5       31       26       36       36                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,399
COMMITMENTS
   4,663    1,148   11,932   17,656   16,098   34,250   29,178    5,150   10,221

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      3,869)
     408      611    1,734    1,668      887    3,810    3,232       59      637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      2.9     30.3     44.8     40.9     86.9     74.1     13.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       12       26       35       30       69       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       13,606
COMMITMENTS
     523    2,142    2,497    9,231    8,319   12,250   12,958    1,356      648

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        737)
     -71      114      269      538      302      736      685        1       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     15.7     18.3     67.8     61.1     90.0     95.2     10.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        5        9       35       25       46       35                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,561
COMMITMENTS
   5,671      569    1,358    4,104    6,511   11,133    8,438      427    3,123

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        663)
     231      397      -11      413      161      633      547       30      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.1      4.9     11.7     35.5     56.3     96.3     73.0      3.7     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        2        7       18       21       26       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      386,050
COMMITMENTS
  89,154   59,892  128,729  137,246  158,288  355,129  346,909   30,921   39,142

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      2,089)
    -438      -66    3,883      498      -28    3,943    3,790   -1,854   -1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     15.5     33.3     35.6     41.0     92.0     89.9      8.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     147       93      155       92       99      308      298                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      424,853
COMMITMENTS
 131,203   36,943  111,694  154,248  219,555  397,145  368,192   27,708   56,661

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -28,962)
 -18,392   -1,351   -8,002   -1,314  -15,813  -27,708  -25,166   -1,254   -3,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9      8.7     26.3     36.3     51.7     93.5     86.7      6.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     143       81      140      153      178      366      341                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,637
COMMITMENTS
   1,565      495      480      558    1,833    2,603    2,809    1,034      829

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         49)
      72        6       34       25       50      131       90      -83      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0     13.6     13.2     15.3     50.4     71.6     77.2     28.4     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        9        9       12       15       35       27                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       61,656
COMMITMENTS
  17,714   13,081   23,342   11,533    9,541   52,589   45,964    9,068   15,692

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        802)
  -2,555    2,990      820    1,015   -2,118     -720    1,693    1,523     -890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     21.2     37.9     18.7     15.5     85.3     74.5     14.7     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      65       49       73       61       64      164      163                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,408
COMMITMENTS
   1,720    3,226    5,462   18,392   16,025   25,573   24,713      834    1,695

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,898)
     521     -197      796      589    1,410    1,906    2,009       -7     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     12.2     20.7     69.6     60.7     96.8     93.6      3.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      15       15       18       31       30       58       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       53,747
COMMITMENTS
  31,697    2,550        0   20,292   49,600   51,989   52,150    1,758    1,597

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      25        8        0       10        8       35       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      198,606
COMMITMENTS
  75,524   42,450    7,616   75,362  125,513  158,502  175,579   40,104   23,027

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -1,015)
   1,633    6,486      405    1,641   -9,214    3,679   -2,322   -4,694    1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     21.4      3.8     37.9     63.2     79.8     88.4     20.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      34       20       16       41       38       82       68                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,497
COMMITMENTS
  13,263    9,679    1,320   25,698   22,249   40,282   33,249   14,215   21,249

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      1,594)
     757   -1,165        0    1,951     -244    2,708   -1,408   -1,114    3,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     17.8      2.4     47.2     40.8     73.9     61.0     26.1     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        9        3       17       24       25       36                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      306,213
COMMITMENTS
 207,341   36,962    1,803   88,832  263,412  297,977  302,178    8,236    4,035

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      5,852)
  -4,419   -4,749      409    9,914    9,948    5,904    5,608      -52      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.7     12.1      0.6     29.0     86.0     97.3     98.7      2.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      94       35       10       28       38      126       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      223,421
COMMITMENTS
  63,315   45,491   14,346  112,390  133,403  190,050  193,240   33,371   30,181

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:      6,788)
  -2,531    4,122      157   11,461   -1,172    9,087    3,107   -2,298    3,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3     20.4      6.4     50.3     59.7     85.1     86.5     14.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      32       26       17       47       49       87       84                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      211,737
COMMITMENTS
  44,975   83,484   15,051  123,411   73,906  183,437  172,441   28,300   39,296

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    -15,630)
  -4,549  -14,896    1,009   -6,301      -71   -9,842  -13,959   -5,788   -1,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     39.4      7.1     58.3     34.9     86.6     81.4     13.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      27       47       22       41       43       82       98                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      655,157
COMMITMENTS
 177,885  243,983   40,837  337,086  311,836  555,808  596,655   99,348   58,502

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     27,263)
  12,606   26,679      372   14,134     -329   27,112   26,722      151      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     37.2      6.2     51.5     47.6     84.8     91.1     15.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      86       83       53      110       88      221      199                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,569
COMMITMENTS
   3,675    4,100      662    7,210   11,935   11,547   16,697   12,022    6,872

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        2       12       10       19       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       51,247
COMMITMENTS
  13,321   36,945      748   34,445   11,254   48,514   48,947    2,733    2,300

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     10,394)
   4,942    7,231     -351    5,770    2,571   10,361    9,451       33      943

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      21       23        5       11        8       35       36                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       47,084
COMMITMENTS
  23,363   20,822    1,227   18,687   20,044   43,277   42,093    3,807    4,991

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -1,637)
    -801   -1,282     -321     -423     -466   -1,545   -2,069      -92      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.6     44.2      2.6     39.7     42.6     91.9     89.4      8.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      29       30       10       23       14       56       51                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       18,019
COMMITMENTS
  15,623    2,737       68      900   13,753   16,591   16,558    1,428    1,461

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        8        1        3        8       15       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   20,691,283
COMMITMENTS
 1671319  569,258 10135555  8173251  9107677 19980125 19812491  711,158  878,793

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:    800,925)
 301,152   71,178  407,004   26,395  340,898  734,552  819,080   66,374  -18,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      2.8     49.0     39.5     44.0     96.6     95.8      3.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      82       58      119      122      124      260      249                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        5,016
COMMITMENTS
   2,618    4,171      402        0        0    3,020    4,573    1,997      443

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -197)
    -361     -219      -13        0        0     -374     -232      177       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.2     83.2      8.0      0.0      0.0     60.2     91.2     39.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      36       19       13        0        0       43       25                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      154,537
COMMITMENTS
  27,617   19,906   32,464   93,232  100,824  153,313  153,194    1,224    1,344

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     13,126)
      10    3,145    1,782   11,383    8,161   13,175   13,088      -49       38

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17       32       28       21       35       53       80                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      787,478
COMMITMENTS
  83,841   78,078  151,926  463,692  473,110  699,459  703,114   88,020   84,365

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:         45)
    -567   -2,570     -905    2,106      -13      634   -3,488     -589    3,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      9.9     19.3     58.9     60.1     88.8     89.3     11.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      633)
     151      117      151      281      283      495      488                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       65,765
COMMITMENTS
   6,256    2,837   12,995   25,171   29,490   44,422   45,322   21,343   20,443

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:        216)
    -312     -469   -1,416    3,594    2,665    1,867      780   -1,650     -563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      4.3     19.8     38.3     44.8     67.5     68.9     32.5     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       10       16       17       22       37       40                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       15,015
COMMITMENTS
       0        0        0   12,332   14,101   12,332   14,101    2,683      914

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       11       11       11       11                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,608,568
COMMITMENTS
 416,099  404,383  666,479  2192605  2218097  3275183  3288960  333,385  319,608

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:       -860)
  -5,595  -14,824    6,871   -7,442  -13,386   -6,165  -21,338    5,306   20,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     11.2     18.5     60.8     61.5     90.8     91.1      9.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      622)
     147      115      145      275      277      483      476                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       30,254
COMMITMENTS
     844    3,025        0   26,241   23,982   27,085   27,007    3,169    3,247

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

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

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

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

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

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

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      14        6        6       38       35       54       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       47,064
COMMITMENTS
  14,227    9,221    5,363   19,279   22,723   38,869   37,307    8,195    9,757

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -1,112)
     482   -2,376      379   -2,402      439   -1,541   -1,557      429      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     19.6     11.4     41.0     48.3     82.6     79.3     17.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      70       58       31       91       85      177      159                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      235,320
COMMITMENTS
  71,135   46,103   26,815   96,394  113,616  194,343  186,534   40,977   48,786

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -5,561)
   2,412  -11,879    1,895  -12,010    2,197   -7,704   -7,787    2,143    2,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     19.6     11.4     41.0     48.3     82.6     79.3     17.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      70       58       31       91       85      177      159                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      174,368
COMMITMENTS
  43,635   73,111   11,005   85,458   54,061  140,098  138,178   34,269   36,190

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     22,691)
   2,235   11,212    2,684   14,738    2,688   19,657   16,584    3,034    6,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     41.9      6.3     49.0     31.0     80.3     79.2     19.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      24       28       15       28       38       59       75                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      507,440
COMMITMENTS
 132,020   73,546   16,995  332,622  400,973  481,636  491,513   25,803   15,927

CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST:     -3,561)
  -1,230   -5,187    2,664   -4,261      383   -2,827   -2,140     -734   -1,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     14.5      3.3     65.5     79.0     94.9     96.9      5.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      69       46       29      137      113      216      178                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       20,981
COMMITMENTS
   4,334   10,417       35   10,743    7,250   15,112   17,702    5,869    3,279

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

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

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

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

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

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

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

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

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



Updated January 31, 2020