BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,861
COMMITMENTS
       0    3,573      265    8,940    5,493    9,205    9,331      656      530

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        661)
       0      578      -20      658      133      638      691       23      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     36.2      2.7     90.7     55.7     93.3     94.6      6.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0       11        4       24       23       28       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,480
COMMITMENTS
   6,876    2,663    1,571    8,748   10,722   17,195   14,956    3,285    5,524

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        331)
      74        8      -26      336      676      384      658      -53     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     13.0      7.7     42.7     52.4     84.0     73.0     16.0     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      32       12       18       23       31       61       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,345
COMMITMENTS
     574    1,908      341    6,410    5,526    7,325    7,775    1,020      570

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        553)
      91      251      -18      538      227      611      460      -58       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     22.9      4.1     76.8     66.2     87.8     93.2     12.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        7        6       28       17       38       26                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,001
COMMITMENTS
   4,812      658      175    2,943    5,310    7,930    6,143       71    1,858

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        662)
     587       13      -10      207      539      784      542     -122      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.1      8.2      2.2     36.8     66.4     99.1     76.8      0.9     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        3        5        8       15       14       22                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      289,396
COMMITMENTS
  81,576   83,973   57,332  120,084  118,105  258,992  259,410   30,404   29,986

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -5,365)
  -2,623   -6,412   -3,758     -948    2,600   -7,329   -7,570    1,964    2,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     29.0     19.8     41.5     40.8     89.5     89.6     10.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
     113      103      116       67       77      253      242                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      386,538
COMMITMENTS
 151,165   58,343   70,962  137,341  207,679  359,468  336,984   27,070   49,554

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      9,425)
   8,888     -330    1,288    3,053   10,936   13,229   11,894   -3,804   -2,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     15.1     18.4     35.5     53.7     93.0     87.2      7.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
     126       87      111      109      172      295      326                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,158
COMMITMENTS
   1,521      638      129      539    1,756    2,189    2,523      969      635

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -102)
      10       36      -97      -74      -71     -161     -132       59       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2     20.2      4.1     17.1     55.6     69.3     79.9     30.7     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      17       10        7       11       17       32       31                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,343
COMMITMENTS
  17,602   11,898   15,858    9,348    9,442   42,808   37,198    7,535   13,145

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,016)
   1,136     -582    1,727     -178      -61    2,685    1,084     -669      932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     23.6     31.5     18.6     18.8     85.0     73.9     15.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      49       44       59       45       57      134      139                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        2,203
COMMITMENTS
     283      487      243      874    1,222    1,400    1,952      803      251

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     22.1     11.0     39.7     55.5     63.5     88.6     36.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        7        7       10        7       17       16                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       19,014
COMMITMENTS
   1,802    2,973    1,486   15,201   13,033   18,489   17,492      525    1,522

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,133)
    -444      -69      272    1,306      879    1,134    1,082       -1       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     15.6      7.8     79.9     68.5     97.2     92.0      2.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9       14       12       24       25       43       41                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       56,317
COMMITMENTS
  34,098    3,757        0   19,846   51,726   53,944   55,483    2,373      834

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -10,369)
     923   -2,228     -737  -10,697   -7,088  -10,511  -10,053      142     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.5      6.7      0.0     35.2     91.8     95.8     98.5      4.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      27        5        0        7        8       34       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      189,458
COMMITMENTS
  47,523   36,332   10,749   85,984  121,501  144,256  168,582   45,202   20,876

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     20,239)
  -7,762    1,788    2,820   16,302   19,967   11,360   24,575    8,879   -4,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     19.2      5.7     45.4     64.1     76.1     89.0     23.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      29       19       21       39       34       78       66                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,630
COMMITMENTS
  13,762   24,836       18   36,839   15,995   50,619   40,849   11,011   20,781

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -14,020)
   3,580   -6,211   -4,764  -12,751   -2,723  -13,935  -13,698      -85     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     40.3      0.0     59.8     26.0     82.1     66.3     17.9     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8       14        1       11       19       19       34                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      288,786
COMMITMENTS
 211,650   59,390    1,049   69,343  225,825  282,042  286,264    6,744    2,522

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -16,062)
  14,977   -6,642   -7,095  -23,487   -1,670  -15,605  -15,407     -457     -655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.3     20.6      0.4     24.0     78.2     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      87       38       10       27       33      118       77                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      201,586
COMMITMENTS
  59,311   65,091    5,301  104,881  105,273  169,493  175,665   32,093   25,921

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -54,967)
   7,391   -9,468  -10,138  -50,107  -33,261  -52,854  -52,867   -2,113   -2,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     32.3      2.6     52.0     52.2     84.1     87.1     15.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      26       30       10       41       38       70       75                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      178,529
COMMITMENTS
  43,418   85,480    4,601  102,748   54,004  150,767  144,085   27,762   34,444

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -20,171)
   1,575      -45   -2,534  -19,360  -16,473  -20,319  -19,052      148   -1,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     47.9      2.6     57.6     30.2     84.4     80.7     15.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      26       40       13       35       34       66       82                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      542,923
COMMITMENTS
 165,355  231,049   11,485  288,313  244,275  465,153  486,809   77,770   56,114

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:   -103,494)
     623   -1,326  -10,679  -75,367  -81,236  -85,423  -93,241  -18,071  -10,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     42.6      2.1     53.1     45.0     85.7     89.7     14.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      85       59       39       95       78      186      170                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,804
COMMITMENTS
   3,991    4,305      741    8,215   12,122   12,947   17,168   10,857    6,636

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -6,540)
  -1,696     -110     -452   -2,522   -3,923   -4,670   -4,485   -1,870   -2,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     18.1      3.1     34.5     50.9     54.4     72.1     45.6     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        4        1       13       10       19       15                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       28,753
COMMITMENTS
     909    7,765      180   18,746   17,146   19,835   25,091    8,918    3,662

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        811)
      23    1,386   -1,011    1,263      868      275    1,243      536     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     27.0      0.6     65.2     59.6     69.0     87.3     31.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        7        2       14       12       17       19                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       54,328
COMMITMENTS
   5,944   48,634      394   45,338    3,854   51,676   52,882    2,652    1,446

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -3,893)
  -1,060   -5,365       -6   -2,539    1,795   -3,605   -3,576     -288     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     89.5      0.7     83.5      7.1     95.1     97.3      4.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       22        4       12        9       28       34                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,340
COMMITMENTS
  16,160   24,377      763   24,157   13,594   41,080   38,734    3,260    5,606

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -30,854)
   1,727  -15,396   -2,463  -29,876  -13,030  -30,612  -30,889     -242       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     55.0      1.7     54.5     30.7     92.6     87.4      7.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       37        6       19       11       55       50                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       17,805
COMMITMENTS
  15,272    3,986       28    1,220   12,331   16,520   16,345    1,285    1,460

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -4,764)
   4,233   -1,086     -342   -9,059   -2,756   -5,168   -4,184      404     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.8     22.4      0.2      6.9     69.3     92.8     91.8      7.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      11        9        1        3        7       15       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,881,197
COMMITMENTS
 2164669  608,248  2742570  5368343  6721959 10275582 10072777  605,615  808,420

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -1,471,262)
-878,832 -185,888 -209,385 -354,228 -1001137 -1442445 -1396410  -28,817  -74,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      5.6     25.2     49.3     61.8     94.4     92.6      5.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      65       42       90       97       97      203      195                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        3,840
COMMITMENTS
   2,045    3,221      137        0        0    2,182    3,358    1,658      482

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        608)
     479      774       15        0        0      494      789      114     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     83.9      3.6      0.0      0.0     56.8     87.4     43.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21       24        6        0        0       24       27                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      175,263
COMMITMENTS
  34,143   14,170   38,652  101,258  122,343  174,053  175,165    1,210       98

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -205)
   2,223      436   -2,206     -181    1,541     -164     -229      -41       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      8.1     22.1     57.8     69.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       20       26       10       20       39       51                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      368,080
COMMITMENTS
  45,212  130,970   57,631  265,175  176,152  368,018  364,753       62    3,327

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     25,011)
 -22,634    3,589   18,981   28,792    2,158   25,139   24,728     -128      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     35.6     15.7     72.0     47.9    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      16       43       27       23       37       57       90                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      675,130
COMMITMENTS
  80,214   78,385   27,808  474,885  497,091  582,907  603,284   92,223   71,846

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     52,990)
   4,102      193    6,585   21,010   40,016   31,697   46,795   21,293    6,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     11.6      4.1     70.3     73.6     86.3     89.4     13.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      569)
     116      103       84      267      258      418      411                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       35,182
COMMITMENTS
   7,997    3,463    1,037   15,543   18,322   24,577   22,822   10,605   12,360

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      5,811)
   1,008   -1,875    1,021    4,502    7,062    6,531    6,208     -720     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      9.8      2.9     44.2     52.1     69.9     64.9     30.1     35.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        5        3       14       15       22       22                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       11,430
COMMITMENTS
   2,900      560      104    5,766    9,578    8,770   10,242    2,660    1,188

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      4.9      0.9     50.4     83.8     76.7     89.6     23.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       10       12       13       15                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,199,738
COMMITMENTS
 396,797  410,322   98,143  2296710  2393844  2791650  2902309  408,088  297,429

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    235,893)
  13,420    8,292   29,870   82,538  164,772  125,828  202,934  110,065   32,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     12.8      3.1     71.8     74.8     87.2     90.7     12.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      568)
     115      104       82      264      258      414      410                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| 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:       41,397
COMMITMENTS
     227    1,790      837   33,868   33,084   34,932   35,711    6,465    5,686

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     11,025)
     -12      523      837    6,973    6,669    7,798    8,029    3,227    2,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.3      2.0     81.8     79.9     84.4     86.3     15.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       15       16       18       19                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       27,729
COMMITMENTS
   1,637        0        0   21,632   17,703   23,269   17,703    4,460   10,026

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      0.0     78.0     63.8     83.9     63.8     16.1     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       14       13       16       13                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:       11,515
COMMITMENTS
   1,593    1,316       26    7,511    9,029    9,130   10,371    2,385    1,144

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        341)
    -476        0       26      316     -115     -134      -89      475      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     11.4      0.2     65.2     78.4     79.3     90.1     20.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1        7        9       10       12                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| 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:       12,984
COMMITMENTS
     453      722        0    9,910   11,437   10,363   12,159    2,621      825

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,731)
    -133      -11        0      895    1,487      762    1,476      969      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      5.6      0.0     76.3     88.1     79.8     93.6     20.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       10       14       11       17                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| 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:       19,738
COMMITMENTS
   1,861      288      865   14,753   16,334   17,479   17,487    2,259    2,251

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      3,216)
     440     -617      353    2,289    3,367    3,082    3,103      134      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      1.5      4.4     74.7     82.8     88.6     88.6     11.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       15       13       18       16                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,544
COMMITMENTS
  16,297    4,998      394   60,842   80,661   77,533   86,053   12,011    3,491

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     12,470)
    -332    1,367       16   12,949   11,066   12,633   12,449     -163       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      5.6      0.4     67.9     90.1     86.6     96.1     13.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      16        6        6       46       42       64       52                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       55,265
COMMITMENTS
  13,105   11,526    2,979   31,947   31,842   48,031   46,347    7,234    8,918

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     12,664)
       5      865      996   11,370   10,630   12,370   12,491      294      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     20.9      5.4     57.8     57.6     86.9     83.9     13.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      68       50       29      103       91      186      157                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      276,325
COMMITMENTS
  65,526   57,629   14,896  159,734  159,208  240,156  231,733   36,169   44,592

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     63,322)
      23    4,326    4,981   56,848   53,148   61,852   62,455    1,470      867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     20.9      5.4     57.8     57.6     86.9     83.9     13.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      68       50       29      103       91      186      157                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      153,504
COMMITMENTS
  33,294   79,872    3,844   90,892   41,782  128,030  125,498   25,474   28,006

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -27,992)
 -13,320   -3,550     -743  -10,282  -20,483  -24,345  -24,776   -3,647   -3,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     52.0      2.5     59.2     27.2     83.4     81.8     16.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15       38       10       19       28       43       67                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      541,935
COMMITMENTS
 115,982   73,373   15,657  385,672  419,319  517,311  508,349   24,624   33,586

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     41,067)
   4,309     -950    2,740   33,832   27,770   40,881   29,560      186   11,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     13.5      2.9     71.2     77.4     95.5     93.8      4.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      73       49       24      144      116      229      178                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       22,787
COMMITMENTS
   5,715   11,547       35   10,740    7,596   16,490   19,178    6,297    3,609

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -23,390)
 -13,507  -17,173   -2,548   -5,544   -2,921  -21,599  -22,642   -1,791     -748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     50.7      0.2     47.1     33.3     72.4     84.2     27.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10        8        2       11        6       23       14                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,867
COMMITMENTS
  22,660    6,947      408   26,751   11,510   49,819   18,865    8,048   39,002

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:    -41,114)
 -20,201  -17,676   -3,088   -5,615  -29,682  -28,904  -50,446  -12,210    9,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     12.0      0.7     46.2     19.9     86.1     32.6     13.9     67.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      17       12        1       23       19       41       31                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| 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:      130,227
COMMITMENTS
  20,731    6,478    1,031  108,435  122,657  130,197  130,166       30       61

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,871)
     835        0        5    1,031    1,866    1,871    1,871        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      5.0      0.8     83.3     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12        2        4       25       22       38       27                  



Updated December 20, 2019