BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,203
COMMITMENTS
       0    3,740      282    9,190    5,649    9,472    9,671      731      532

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:         -5)
       0      -81       13      -40       56      -27      -12       22        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     36.7      2.8     90.1     55.4     92.8     94.8      7.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0       11        3       25       23       28       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,372
COMMITMENTS
   6,158    2,474    1,569    9,386   10,529   17,113   14,572    3,259    5,800

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        -50)
    -262     -180       20      196     -131      -46     -291       -4      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     12.1      7.7     46.1     51.7     84.0     71.5     16.0     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      28       14       17       25       31       59       57                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,629
COMMITMENTS
     524    2,060      358    6,874    5,595    7,756    8,013      873      616

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        -16)
     -20      -41       46       39      -65       65      -60      -81       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     23.9      4.1     79.7     64.8     89.9     92.9     10.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        7        6       30       19       39       28                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,213
COMMITMENTS
   4,955      675      201    2,921    5,343    8,077    6,219      136    1,994

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:          8)
     -47       12       30        1      -61      -16      -19       24       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3      8.2      2.4     35.6     65.1     98.3     75.7      1.7     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        3        5        7       14       13       21                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      282,358
COMMITMENTS
  82,703   73,695   52,212  118,734  126,512  253,649  252,419   28,709   29,939

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      3,012)
     965   -3,079      670    1,336    4,698    2,971    2,289       41      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     26.1     18.5     42.1     44.8     89.8     89.4     10.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
     108       97      106       70       80      244      233                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      378,966
COMMITMENTS
 142,987   56,501   73,289  138,310  203,782  354,586  333,572   24,380   45,394

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     -3,324)
  -4,402      333    1,094    1,849   -2,100   -1,459     -673   -1,865   -2,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     14.9     19.3     36.5     53.8     93.6     88.0      6.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     122       87      112      107      171      288      330                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,277
COMMITMENTS
   1,627      542      172      506    1,621    2,305    2,335      972      942

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:         67)
      11     -120       51      -10      -52       52     -121       15      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.6     16.5      5.2     15.4     49.5     70.3     71.3     29.7     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        8        5        9       13       30       22                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,679
COMMITMENTS
  16,905   12,491   16,060    9,961    8,721   42,926   37,272    6,753   12,407

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     -1,165)
      99       12     -230     -242     -314     -373     -532     -792     -633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     25.1     32.3     20.1     17.6     86.4     75.0     13.6     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      51       50       64       43       53      139      143                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        2,272
COMMITMENTS
     285      507      239      952    1,308    1,476    2,054      796      218

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:         49)
      11       29      -13       57       53       55       69       -6      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     22.3     10.5     41.9     57.6     65.0     90.4     35.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        7       10        7       17       16                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       19,794
COMMITMENTS
   1,684    3,254    1,589   15,999   13,520   19,272   18,363      522    1,431

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        358)
      48      269      -49      380      230      379      450      -21      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     16.4      8.0     80.8     68.3     97.4     92.8      2.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      10       14       12       26       26       45       44                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       56,790
COMMITMENTS
  33,886    4,879        0   20,442   50,915   54,328   55,794    2,462      996

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      1,512)
     802    1,006        0      465      412    1,267    1,418      245       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.7      8.6      0.0     36.0     89.7     95.7     98.2      4.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      26        5        0        7       10       33       15                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      175,666
COMMITMENTS
  63,961   52,048    3,404   61,553  101,602  128,918  157,054   46,748   18,612

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     17,000)
  12,483    9,067      170   -3,723    5,747    8,930   14,984    8,070    2,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     29.6      1.9     35.0     57.8     73.4     89.4     26.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      35       22       17       34       35       78       66                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,514
COMMITMENTS
  14,549   20,274      454   29,867   15,369   44,870   36,097   10,644   19,417

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     -4,936)
      33   -3,921      452   -6,052     -691   -5,567   -4,160      631     -776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     36.5      0.8     53.8     27.7     80.8     65.0     19.2     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      10       15        2       13       20       24       36                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      277,946
COMMITMENTS
 193,069   42,803    1,729   66,642  230,351  261,440  274,883   16,506    3,063

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      2,959)
  -9,028   -1,078      560    1,077    3,496   -7,391    2,978   10,350      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.5     15.4      0.6     24.0     82.9     94.1     98.9      5.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      93       29        9       26       34      121       71                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      206,784
COMMITMENTS
  64,574   52,181   12,036   97,705  118,255  174,315  182,472   32,469   24,312

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        501)
  -4,000   -7,696    6,194   -1,124      283    1,070   -1,219     -569    1,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     25.2      5.8     47.2     57.2     84.3     88.2     15.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      27       23       15       34       40       70       71                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      174,966
COMMITMENTS
  43,668   68,970    6,136   97,526   62,360  147,330  137,466   27,636   37,500

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      1,824)
   3,076   -5,164    2,787   -2,397      449    3,466   -1,928   -1,642    3,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     39.4      3.5     55.7     35.6     84.2     78.6     15.8     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      26       38       17       31       40       65       87                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      557,585
COMMITMENTS
 168,852  243,197   13,523  285,490  245,540  467,865  502,260   89,720   55,325

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     17,190)
   8,589    9,991      392    3,089    4,476   12,070   14,859    5,120    2,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     43.6      2.4     51.2     44.0     83.9     90.1     16.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      86       62       36       94       78      190      166                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,490
COMMITMENTS
   3,488    3,545      741    8,230   12,258   12,459   16,544   11,031    6,946

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        -90)
       0     -589        0       10      255       10     -334     -100      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     15.1      3.2     35.0     52.2     53.0     70.4     47.0     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        1       13       10       18       15                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       22,832
COMMITMENTS
   3,210    1,851      586   10,806   16,873   14,602   19,310    8,230    3,522

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      8.1      2.6     47.3     73.9     64.0     84.6     36.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        2       13       11       19       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       54,106
COMMITMENTS
   5,260   43,990      239   45,458    7,576   50,957   51,805    3,149    2,301

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        202)
    -181   -1,429       62      -67      874     -186     -493      388      695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     81.3      0.4     84.0     14.0     94.2     95.7      5.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14       23        4       12        8       27       34                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       48,744
COMMITMENTS
  23,893   28,951      651   18,852   13,929   43,396   43,531    5,348    5,213

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      2,114)
   5,242    2,504      449   -5,686     -397        5    2,556    2,109     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     59.4      1.3     38.7     28.6     89.0     89.3     11.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      37       29        4       20       10       60       40                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       18,513
COMMITMENTS
  15,230    3,855       61    1,648   13,264   16,939   17,180    1,574    1,333

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        307)
     302     -512       18     -285      844       35      350      272      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.3     20.8      0.3      8.9     71.6     91.5     92.8      8.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      12       10        1        4        8       17       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,939,959
COMMITMENTS
 2152827  591,139  2734184  5474616  6784070 10361627 10109393  578,332  830,566

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     62,404)
 -61,391   31,631   22,751  103,422    6,935   64,782   61,317   -2,378    1,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      5.4     25.0     50.0     62.0     94.7     92.4      5.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      66       37       86      101      103      203      196                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        3,186
COMMITMENTS
   1,699    2,728      133        0        0    1,832    2,861    1,354      325

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:       -355)
     -26     -325        7        0        0      -19     -318     -336      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     85.6      4.2      0.0      0.0     57.5     89.8     42.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      24       23        6        0        0       28       25                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      130,526
COMMITMENTS
  27,967   12,923   31,576   69,759   85,896  129,302  130,395    1,224      131

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:       -669)
     107      221     -782        7     -145     -668     -706       -1       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      9.9     24.2     53.4     65.8     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       19       22        9       14       35       41                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      375,232
COMMITMENTS
  39,458  121,339   57,464  278,225  193,422  375,147  372,225       85    3,007

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      4,610)
    -947   -7,204    4,368    2,100    7,541    5,521    4,705     -911      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     32.3     15.3     74.1     51.5    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      18       38       23       23       36       53       85                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      566,928
COMMITMENTS
  83,186   73,119   15,406  401,218  421,508  499,810  510,033   67,118   56,895

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      9,948)
   3,766     -126    3,237      933    5,692    7,936    8,803    2,012    1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     12.9      2.7     70.8     74.3     88.2     90.0     11.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      553)
     121       96       59      238      232      375      371                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       22,871
COMMITMENTS
   2,603    4,604        0    8,710   12,678   11,313   17,282   11,558    5,589

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     20.1      0.0     38.1     55.4     49.5     75.6     50.5     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        0        6        7       10       12                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,720,284
COMMITMENTS
 427,066  366,723   52,881  1962538  2044151  2442485  2463755  277,799  256,529

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      4,129)
  31,198   -2,078    3,183  -34,430   -1,720      -49     -615    4,178    4,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     13.5      1.9     72.1     75.1     89.8     90.6     10.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
     121       96       57      234      230      370      368                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| 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:       28,682
COMMITMENTS
     234    2,712        0   25,068   20,759   25,302   23,471    3,380    5,211

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:         72)
      -5      279        0     -236      -50     -241      229      313     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      9.5      0.0     87.4     72.4     88.2     81.8     11.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       10       11       11       14                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| 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:        8,660
COMMITMENTS
     309      710        0    6,403    7,232    6,712    7,942    1,948      718

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      8.2      0.0     73.9     83.5     77.5     91.7     22.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0        9        9       10       12                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| 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:       11,380
COMMITMENTS
     686      788        0    8,602    9,402    9,288   10,190    2,092    1,190

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        159)
      -3        0        0       98        0       95        0       64      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      6.9      0.0     75.6     82.6     81.6     89.5     18.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        0        9       11       11       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       78,012
COMMITMENTS
  17,524    4,376      743   47,646   70,726   65,913   75,845   12,099    2,167

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:       -635)
   1,605      220      -66   -3,079     -107   -1,540       47      905     -682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      5.6      1.0     61.1     90.7     84.5     97.2     15.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      16        8        9       40       37       58       52                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       43,347
COMMITMENTS
  14,302    9,175    1,732   19,969   25,228   36,004   36,135    7,343    7,212

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      1,128)
   1,641     -790     -299     -967    2,227      375    1,138      753      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     21.2      4.0     46.1     58.2     83.1     83.4     16.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      68       49       22       72       78      150      140                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      216,734
COMMITMENTS
  71,510   45,874    8,662   99,846  126,140  180,018  180,676   36,716   36,058

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      5,640)
   8,203   -3,951   -1,493   -4,834   11,136    1,876    5,692    3,764      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     21.2      4.0     46.1     58.2     83.1     83.4     16.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      68       49       22       72       78      150      140                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      164,305
COMMITMENTS
  49,430   87,769    3,301   84,632   48,224  137,363  139,294   26,942   25,011

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      8,495)
   9,904    2,079     -286   -4,390    8,378    5,228   10,171    3,267   -1,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     53.4      2.0     51.5     29.4     83.6     84.8     16.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       24       10       22       29       52       57                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      485,652
COMMITMENTS
 119,660   67,800   14,757  325,133  388,323  459,550  470,880   26,102   14,772

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      8,332)
   4,530   -6,598    1,827     -293   13,580    6,064    8,809    2,268     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     14.0      3.0     66.9     80.0     94.6     97.0      5.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      74       47       22      127      105      212      163                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       22,444
COMMITMENTS
   4,864   11,817       28   10,759    7,585   15,651   19,430    6,793    3,014

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        -13)
    -903      769       -5     -142        1   -1,050      765    1,037     -778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     52.7      0.1     47.9     33.8     69.7     86.6     30.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        7        2       12        6       22       13                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       60,519
COMMITMENTS
  22,017    8,235      346   29,386    7,002   51,749   15,583    8,770   44,936

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      1,106)
    -723    1,088     -462    2,230   -1,927    1,045   -1,301       61    2,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     13.6      0.6     48.6     11.6     85.5     25.7     14.5     74.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       10        3       25       13       42       24                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 12/31/19                         |
--------------------------------------------------------------| 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:       80,536
COMMITMENTS
  20,207    4,031    1,004   59,301   75,440   80,512   80,475       24       61

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        990)
   1,570        0       10     -590      980      990      990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      5.0      1.2     73.6     93.7    100.0     99.9      0.0      0.1

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



Updated January 06, 2020