BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:       12,873
COMMITMENTS
       5    3,244    1,587   10,398    7,464   11,990   12,295      883      578

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:         45)
      -2      -98       42      -26       97       14       41       31        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     25.2     12.3     80.8     58.0     93.1     95.5      6.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1       10        6       31       27       37       38                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       41,966
COMMITMENTS
   5,425    1,917   12,055   19,061   18,310   36,541   32,281    5,425    9,685

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:       -223)
    -267     -162     -145      213     -106     -199     -413      -25      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      4.6     28.7     45.4     43.6     87.1     76.9     12.9     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      29       15       28       42       41       82       73                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED 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:       12,356
COMMITMENTS
     512    1,972    1,958    8,675    7,624   11,144   11,554    1,211      802

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:       -118)
     -33      -35       23      -22     -142      -32     -153      -86       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     16.0     15.8     70.2     61.7     90.2     93.5      9.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        7        8       33       27       44       37                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED 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:       10,476
COMMITMENTS
   5,335      316    1,355    3,375    5,791   10,065    7,461      410    3,014

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:        -52)
      -2       12      -22      -26      -96      -50     -106       -2       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.9      3.0     12.9     32.2     55.3     96.1     71.2      3.9     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        7       15       17       24       25                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      364,525
COMMITMENTS
  85,089   53,035  112,563  133,450  159,724  331,102  325,322   33,423   39,203

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      3,046)
   1,109   -1,692      417    1,642    3,729    3,168    2,454     -122      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3     14.5     30.9     36.6     43.8     90.8     89.2      9.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     148       83      142       93       94      302      272                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      427,786
COMMITMENTS
 145,269   40,094  108,798  145,975  222,649  400,043  371,541   27,744   56,246

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     -1,972)
  -4,196      939    1,283    2,847   -1,513      -66      710   -1,906   -2,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.0      9.4     25.4     34.1     52.0     93.5     86.9      6.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     149       76      143      141      187      356      357                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        3,482
COMMITMENTS
   1,568      408      397      517    1,703    2,482    2,507    1,000      975

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:       -165)
      58     -136      -76     -164     -134     -182     -345       17      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0     11.7     11.4     14.8     48.9     71.3     72.0     28.7     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      18        6        9       10       13       33       24                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       56,329
COMMITMENTS
  16,907   10,021   20,863   11,028   10,744   48,798   41,628    7,532   14,701

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:       -885)
      19     -231       62     -229       -2     -148     -172     -737     -713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     17.8     37.0     19.6     19.1     86.6     73.9     13.4     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      56       49       74       52       63      158      157                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
OPTION AND FUTURES COMBINED 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:        2,781
COMMITMENTS
     297      475      380    1,218    1,591    1,895    2,446      886      335

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:         53)
      20       29      -18       63       67       65       78      -12      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7     17.1     13.7     43.8     57.2     68.1     87.9     31.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        6        7       12        8       19       18                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:       28,856
COMMITMENTS
   1,806    3,200    5,490   20,621   17,996   27,917   26,685      939    2,171

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:         74)
    -248      129      -31      356       49       77      148       -3      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     11.1     19.0     71.5     62.4     96.7     92.5      3.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10       15       16       34       30       57       50                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      193,703
COMMITMENTS
  61,816   52,225   10,930   72,732  109,826  145,478  172,981   48,225   20,722

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     22,657)
  10,863    9,454    2,338    1,047    8,161   14,247   19,953    8,409    2,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9     27.0      5.6     37.5     56.7     75.1     89.3     24.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      34       25       20       36       38       82       72                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       57,046
COMMITMENTS
  14,433   20,005    1,619   30,228   15,746   46,281   37,370   10,765   19,675

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     -4,793)
    -306   -4,382      959   -5,787     -333   -5,134   -3,757      340   -1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3     35.1      2.8     53.0     27.6     81.1     65.5     18.9     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10       16        4       14       21       26       39                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:      278,332
COMMITMENTS
 193,128   42,791    1,899   66,762  230,473  261,790  275,163   16,542    3,168

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      3,012)
  -9,012   -1,107      581    1,082    3,519   -7,349    2,993   10,362       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.4     15.4      0.7     24.0     82.8     94.1     98.9      5.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      94       28       12       27       34      124       72                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED 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:      233,003
COMMITMENTS
  64,401   51,341   23,381  109,976  131,378  197,758  206,100   35,245   26,903

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      5,016)
  -3,576   -9,184    8,466    1,027    2,916    5,918    2,198     -902    2,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     22.0     10.0     47.2     56.4     84.9     88.5     15.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      31       28       21       40       48       83       87                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      195,225
COMMITMENTS
  43,101   68,603   16,696  106,355   70,868  166,153  156,167   29,072   39,057

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      3,001)
   3,429   -6,196    3,859   -2,401    1,298    4,887   -1,039   -1,886    4,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     35.1      8.6     54.5     36.3     85.1     80.0     14.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      24       45       25       37       45       76      100                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      616,838
COMMITMENTS
 165,844  241,071   45,047  308,873  269,223  519,765  555,342   97,073   61,496

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     34,152)
   6,055    3,400   12,403    7,823   13,799   26,281   29,602    7,871    4,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     39.1      7.3     50.1     43.6     84.3     90.0     15.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      86       69       52      101       84      205      187                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:       49,492
COMMITMENTS
  24,289   29,427      767   19,071   14,071   44,127   44,265    5,365    5,227

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      2,158)
   5,154    2,538      501   -5,604     -352       51    2,688    2,107     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.1     59.5      1.5     38.5     28.4     89.2     89.4     10.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      36       30        7       20       11       60       44                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:   19,430,528
COMMITMENTS
 1324858  387,518  9683652  7791551  8498348 18800060 18569517  630,468  861,011

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     35,322)
 -64,129   43,070   29,490   71,472  -46,980   36,833   25,581   -1,511    9,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      2.0     49.8     40.1     43.7     96.8     95.6      3.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      80       50      111      119      118      250      232                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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+
OPTION AND FUTURES COMBINED 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:      735,636
COMMITMENTS
  82,151   72,924  126,552  443,460  461,525  652,164  661,001   83,472   74,635

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -16,445)
   4,706    1,607  -18,450   -3,696      252  -17,439  -16,591      994      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      9.9     17.2     60.3     62.7     88.7     89.9     11.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     152      104      127      263      260      462      444                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:       53,003
COMMITMENTS
   2,643    4,711   12,268   17,147   21,076   32,059   38,055   20,944   14,947

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     -5,491)
    -109    2,614  -11,444    5,658    3,849   -5,894   -4,981      404     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      8.9     23.1     32.4     39.8     60.5     71.8     39.5     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        9       15       14       19       35       36                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    3,413,165
COMMITMENTS
 423,271  366,799  545,687  2131566  2202244  3100524  3114730  312,641  298,436

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:    -54,771)
  35,344    6,232  -46,295  -46,774  -17,986  -57,725  -58,049    2,954    3,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     10.7     16.0     62.5     64.5     90.8     91.3      9.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      586)
     147      100      123      257      254      448      433                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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+
OPTION AND FUTURES COMBINED 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:       46,199
COMMITMENTS
  14,262    8,875    3,915   20,322   25,541   38,498   38,331    7,700    7,868

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      1,051)
   1,679     -789     -354   -1,027    2,173      297    1,030      754       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9     19.2      8.5     44.0     55.3     83.3     83.0     16.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      68       56       30       77       78      160      150                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      230,993
COMMITMENTS
  71,308   44,373   19,576  101,609  127,704  192,492  191,653   38,501   39,341

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      5,257)
   8,393   -3,944   -1,772   -5,135   10,866    1,485    5,150    3,772      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9     19.2      8.5     44.0     55.3     83.3     83.0     16.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      68       56       30       77       78      160      150                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      186,804
COMMITMENTS
  48,449   87,990   14,606   95,094   56,354  158,149  158,949   28,655   27,855

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:     13,185)
  10,359    2,202    1,513   -2,054   10,479    9,819   14,194    3,366   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     47.1      7.8     50.9     30.2     84.7     85.1     15.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      24       28       15       23       34       57       68                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED 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:      490,318
COMMITMENTS
 119,880   68,047   17,883  326,045  389,078  463,808  475,008   26,510   15,310

CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST:      7,615)
   3,970   -6,638    1,826     -459   12,987    5,336    8,175    2,278     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     13.9      3.6     66.5     79.4     94.6     96.9      5.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      73       49       28      130      106      217      169                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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