BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    11,846:         0      3,938        217     10,870      7,079     11,087     11,234:       759        612
Old  :    11,846:         0      3,938        217     10,870      7,079     11,087     11,234:       759        612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       355:         0        -28         30        341        364        371        366:       -16        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       33.2        1.8       91.8       59.8       93.6       94.8:       6.4        5.2
Old  :     100.0:       0.0       33.2        1.8       91.8       59.8       93.6       94.8:       6.4        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         0         11          9         28         23         37         34:
Old  :        46:         0         11          9         28         23         37         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       39.4       68.2       62.5       46.6       37.4       64.0       58.4
Old  :                 47.6       39.4       68.2       62.5       46.6       37.4       64.0       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    18,654:     4,658      2,535      1,725      9,830      8,251     16,213     12,511:     2,441      6,143
Old  :    18,654:     4,658      2,535      1,725      9,830      8,251     16,213     12,511:     2,441      6,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       624:       518         -7         67        123        266        708        326:       -84        298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       13.6        9.2       52.7       44.2       86.9       67.1:      13.1       32.9
Old  :     100.0:      25.0       13.6        9.2       52.7       44.2       86.9       67.1:      13.1       32.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        17         20         20         20         18         48         47:
Old  :        67:        17         20         20         20         18         48         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       25.4       57.5       39.3       43.4       23.9       54.5       36.2
Old  :                 44.3       25.4       57.5       39.3       43.4       23.9       54.5       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     9,697:       286      2,079        381      8,384      6,652      9,051      9,112:       646        585
Old  :     9,697:       286      2,079        381      8,384      6,652      9,051      9,112:       646        585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       576:        62        -52         19        516        604        597        571:       -21          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       21.4        3.9       86.5       68.6       93.3       94.0:       6.7        6.0
Old  :     100.0:       2.9       21.4        3.9       86.5       68.6       93.3       94.0:       6.7        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         4          8          6         34         26         42         36:
Old  :        51:         4          8          6         34         26         42         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       47.3       50.8       69.5       28.6       43.9       47.9       59.6
Old  :                 29.2       47.3       50.8       69.5       28.6       43.9       47.9       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,882:     3,045      1,376         91      4,568      4,996      7,704      6,463:       178      1,419
Old  :     7,882:     3,045      1,376         91      4,568      4,996      7,704      6,463:       178      1,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :      -608:      -884        352        -41        274       -933       -651       -622:        43         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       17.5        1.2       58.0       63.4       97.7       82.0:       2.3       18.0
Old  :     100.0:      38.6       17.5        1.2       58.0       63.4       97.7       82.0:       2.3       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          6          3         13         16         18         24:
Old  :        33:         4          6          3         13         16         18         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.9       49.8       92.4       68.8       80.9       47.8       92.1       66.7
Old  :                 80.9       49.8       92.4       68.8       80.9       47.8       92.1       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   293,616:    99,470     83,093     66,337    104,060    116,569    269,867    265,999:    23,749     27,617
Old  :   271,148:    96,092     84,879     58,394     96,867    103,195    251,353    246,468:    19,795     24,680
Other:    22,468:     9,106      3,942      2,215      7,193     13,374     18,514     19,531:     3,954      2,937
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -7,437:    -1,995     -7,878        -34     -4,002        -48     -6,031     -7,960:    -1,406        523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       28.3       22.6       35.4       39.7       91.9       90.6:       8.1        9.4
Old  :     100.0:      35.4       31.3       21.5       35.7       38.1       92.7       90.9:       7.3        9.1
Other:     100.0:      40.5       17.5        9.9       32.0       59.5       82.4       86.9:      17.6       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:        97        102        106         69         86        234        249:
Old  :       320:        92        112        101         55         83        211        245:
Other:       124:        33         23         17         35         48         77         84:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       20.6       27.0       26.7       14.9       17.9       24.2       23.4
Old  :                 17.4       19.9       28.9       26.4       15.7       17.5       25.8       23.3
Other:                 22.0       35.3       36.4       48.9       19.6       33.1       30.7       42.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   347,268:    94,881     61,803     81,177    139,446    162,478    315,504    305,458:    31,764     41,810
Old  :   347,268:    94,881     61,803     81,177    139,446    162,478    315,504    305,458:    31,764     41,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     8,647:    -6,220     11,629     11,302      4,470    -13,581      9,552      9,350:      -905       -703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       17.8       23.4       40.2       46.8       90.9       88.0:       9.1       12.0
Old  :     100.0:      27.3       17.8       23.4       40.2       46.8       90.9       88.0:       9.1       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       108         89        116        123        139        296        300:
Old  :       386:       108         89        116        123        139        296        300:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       17.1       26.8       27.5       15.5       16.2       25.0       22.7
Old  :                 16.0       17.1       26.8       27.5       15.5       16.2       25.0       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,532:     2,361        806        307        816      2,306      3,484      3,419:     1,048      1,113
Old  :     4,532:     2,361        806        307        816      2,306      3,484      3,419:     1,048      1,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       234:       211        -34         54         76        243        341        263:      -107        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1       17.8        6.8       18.0       50.9       76.9       75.4:      23.1       24.6
Old  :     100.0:      52.1       17.8        6.8       18.0       50.9       76.9       75.4:      23.1       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        23          8          7         14         19         40         34:
Old  :        57:        23          8          7         14         19         40         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       29.9       43.0       48.1       24.9       29.9       40.6       46.6
Old  :                 26.7       29.9       43.0       48.1       24.9       29.9       40.6       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    53,915:    16,897     16,175     17,901     10,919      7,663     45,717     41,739:     8,198     12,176
Old  :    53,915:    16,897     16,175     17,901     10,919      7,663     45,717     41,739:     8,198     12,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -3,351:       222     -1,212     -2,598     -1,133        174     -3,509     -3,636:       158        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       30.0       33.2       20.3       14.2       84.8       77.4:      15.2       22.6
Old  :     100.0:      31.3       30.0       33.2       20.3       14.2       84.8       77.4:      15.2       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        45         55         54         46         47        126        133:
Old  :       178:        45         55         54         46         47        126        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       15.0       34.8       25.1       18.8       10.4       24.4       17.3
Old  :                 23.5       15.0       34.8       25.1       18.8       10.4       24.4       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    17,415:     1,552      4,772        638     14,809     11,017     16,999     16,427:       416        988
Old  :    17,415:     1,552      4,772        638     14,809     11,017     16,999     16,427:       416        988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     1,098:      -315        557        -17      1,426        515      1,094      1,055:         4         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       27.4        3.7       85.0       63.3       97.6       94.3:       2.4        5.7
Old  :     100.0:       8.9       27.4        3.7       85.0       63.3       97.6       94.3:       2.4        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        11         15          8         20         26         36         44:
Old  :        61:        11         15          8         20         26         36         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       48.5       79.0       65.5       61.5       47.9       76.8       64.2
Old  :                 61.5       48.5       79.0       65.5       61.5       47.9       76.8       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    53,787:    26,420        461        398     24,894     51,527     51,712     52,386:     2,075      1,401
Old  :    53,787:    26,420        461        398     24,894     51,527     51,712     52,386:     2,075      1,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       408:    -1,266       -203        307      1,463         51        504        155:       -96        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1        0.9        0.7       46.3       95.8       96.1       97.4:       3.9        2.6
Old  :     100.0:      49.1        0.9        0.7       46.3       95.8       96.1       97.4:       3.9        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        22          4          2         10         10         33         15:
Old  :        43:        22          4          2         10         10         33         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       87.3       78.1       96.1       56.6       83.4       75.0       89.4
Old  :                 56.7       87.3       78.1       96.1       56.6       83.4       75.0       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   168,819:    63,658     49,034      2,582     66,151     88,098    132,391    139,714:    36,428     29,105
Old  :   168,819:    63,658     49,034      2,582     66,151     88,098    132,391    139,714:    36,428     29,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     4,121:     2,099     -4,708     -1,443      1,693      9,136      2,349      2,985:     1,772      1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       29.0        1.5       39.2       52.2       78.4       82.8:      21.6       17.2
Old  :     100.0:      37.7       29.0        1.5       39.2       52.2       78.4       82.8:      21.6       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        28         26         12         37         36         71         69:
Old  :       113:        28         26         12         37         36         71         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       40.3       37.7       50.1       25.1       40.3       35.2       49.9
Old  :                 25.3       40.3       37.7       50.1       25.1       40.3       35.2       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    57,192:    19,914     19,298          3     26,102     15,665     46,019     34,966:    11,173     22,226
Old  :    57,192:    19,914     19,298          3     26,102     15,665     46,019     34,966:    11,173     22,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     4,672:     2,857      3,782         -8      1,603        354      4,452      4,128:       220        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       33.7        0.0       45.6       27.4       80.5       61.1:      19.5       38.9
Old  :     100.0:      34.8       33.7        0.0       45.6       27.4       80.5       61.1:      19.5       38.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        11         14          1         18         22         29         37:
Old  :        59:        11         14          1         18         22         29         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       22.3       55.2       31.8       44.7       22.3       55.2       31.8
Old  :                 44.7       22.3       55.2       31.8       44.7       22.3       55.2       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   276,267:   176,836     26,235      1,213     92,104    245,362    270,153    272,810:     6,114      3,457
Old  :   276,267:   176,836     26,235      1,213     92,104    245,362    270,153    272,810:     6,114      3,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   -25,530:   -15,509    -12,828        156     -8,084    -12,736    -23,437    -25,408:    -2,093       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.0        9.5        0.4       33.3       88.8       97.8       98.7:       2.2        1.3
Old  :     100.0:      64.0        9.5        0.4       33.3       88.8       97.8       98.7:       2.2        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        83         39         11         26         32        113         78:
Old  :       173:        83         39         11         26         32        113         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       72.6       54.9       81.0       39.0       71.5       54.8       79.9
Old  :                 39.1       72.6       54.9       81.0       39.0       71.5       54.8       79.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   211,321:    72,667     43,069      6,568    101,927    136,111    181,162    185,748:    30,159     25,573
Old  :   211,321:    72,667     43,069      6,568    101,927    136,111    181,162    185,748:    30,159     25,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -5,612:      -117       -457     -1,021     -2,785     -2,783     -3,923     -4,261:    -1,689     -1,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       20.4        3.1       48.2       64.4       85.7       87.9:      14.3       12.1
Old  :     100.0:      34.4       20.4        3.1       48.2       64.4       85.7       87.9:      14.3       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        24         31         11         42         44         71         81:
Old  :       125:        24         31         11         42         44         71         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       32.4       45.1       43.4       33.5       31.3       45.0       42.3
Old  :                 33.6       32.4       45.1       43.4       33.5       31.3       45.0       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   223,904:    53,855    110,244      2,697    144,064     69,816    200,616    182,757:    23,288     41,147
Old  :   223,904:    53,855    110,244      2,697    144,064     69,816    200,616    182,757:    23,288     41,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    20,273:    -4,750     24,418       -528     27,378     -4,093     22,100     19,797:    -1,827        476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       49.2        1.2       64.3       31.2       89.6       81.6:      10.4       18.4
Old  :     100.0:      24.1       49.2        1.2       64.3       31.2       89.6       81.6:      10.4       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        28         50         10         36         44         67        101:
Old  :       143:        28         50         10         36         44         67        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       27.0       62.0       37.6       51.6       27.0       61.5       37.6
Old  :                 51.9       27.0       62.0       37.6       51.6       27.0       61.5       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   625,563:   157,587    271,608     22,229    355,329    270,784    535,145    564,621:    90,418     60,942
Old  :   625,563:   157,587    271,608     22,229    355,329    270,784    535,145    564,621:    90,418     60,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     8,076:   -12,999      9,515      8,641     15,084    -11,226     10,726      6,930:    -2,650      1,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       43.4        3.6       56.8       43.3       85.5       90.3:      14.5        9.7
Old  :     100.0:      25.2       43.4        3.6       56.8       43.3       85.5       90.3:      14.5        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        78         76         36        105         81        194        182:
Old  :       300:        78         76         36        105         81        194        182:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       27.7       29.5       39.3       18.2       27.6       28.3       39.2
Old  :                 19.0       27.7       29.5       39.3       18.2       27.6       28.3       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    23,419:     3,343      3,653        686      6,503     12,022     10,532     16,361:    12,887      7,058
Old  :    23,419:     3,343      3,653        686      6,503     12,022     10,532     16,361:    12,887      7,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :      -441:       -15       -159          0       -570        -94       -585       -253:       144       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.6        2.9       27.8       51.3       45.0       69.9:      55.0       30.1
Old  :     100.0:      14.3       15.6        2.9       27.8       51.3       45.0       69.9:      55.0       30.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          5          2          9          9         15         14:
Old  :        21:         4          5          2          9          9         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       36.7       34.0       55.5       19.8       34.9       31.5       52.2
Old  :                 22.0       36.7       34.0       55.5       19.8       34.9       31.5       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE                                                Code-399741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    23,001:     3,262      1,385        565     10,967     15,675     14,794     17,625:     8,207      5,376
Old  :    23,001:     3,262      1,385        565     10,967     15,675     14,794     17,625:     8,207      5,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -3,198:    -3,837        367       -366        134     -3,027     -4,069     -3,026:       871       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        6.0        2.5       47.7       68.1       64.3       76.6:      35.7       23.4
Old  :     100.0:      14.2        6.0        2.5       47.7       68.1       64.3       76.6:      35.7       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          3          1         13         11         18         14:
Old  :        22:         4          3          1         13         11         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       47.9       51.8       63.2       35.3       41.0       48.2       53.0
Old  :                 36.6       47.9       51.8       63.2       35.3       41.0       48.2       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    72,225:    11,693     48,680        843     57,092     19,768     69,628     69,291:     2,597      2,934
Old  :    72,225:    11,693     48,680        843     57,092     19,768     69,628     69,291:     2,597      2,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    19,918:     1,963      3,970        264     17,315     14,672     19,542     18,906:       376      1,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       67.4        1.2       79.0       27.4       96.4       95.9:       3.6        4.1
Old  :     100.0:      16.2       67.4        1.2       79.0       27.4       96.4       95.9:       3.6        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        20         33          5          9         11         33         46:
Old  :        71:        20         33          5          9         11         33         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.3       67.2       87.1       77.5       59.4       50.3       67.0       57.7
Old  :                 78.3       67.2       87.1       77.5       59.4       50.3       67.0       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    58,240:    18,994     34,305      1,361     34,787     16,744     55,142     52,410:     3,098      5,830
Old  :    58,240:    18,994     34,305      1,361     34,787     16,744     55,142     52,410:     3,098      5,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     5,655:     1,509      4,633       -325      4,636      1,537      5,820      5,845:      -165       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       58.9        2.3       59.7       28.8       94.7       90.0:       5.3       10.0
Old  :     100.0:      32.6       58.9        2.3       59.7       28.8       94.7       90.0:       5.3       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        26         41         11         24         13         55         60:
Old  :       100:        26         41         11         24         13         55         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       35.9       52.7       53.5       39.4       35.7       52.7       53.4
Old  :                 39.4       35.9       52.7       53.5       39.4       35.7       52.7       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    20,462:    15,474      2,603         15      3,881     15,689     19,370     18,307:     1,092      2,155
Old  :    20,462:    15,474      2,603         15      3,881     15,689     19,370     18,307:     1,092      2,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     1,696:     1,333        -33         14        289      1,164      1,636      1,145:        60        551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.6       12.7        0.1       19.0       76.7       94.7       89.5:       5.3       10.5
Old  :     100.0:      75.6       12.7        0.1       19.0       76.7       94.7       89.5:       5.3       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         8          7          1          4          8         12         16:
Old  :        25:         8          7          1          4          8         12         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.7       72.7       90.7       85.1       69.7       72.7       90.6       85.1
Old  :                 69.7       72.7       90.7       85.1       69.7       72.7       90.6       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :11,886,154: 3,018,589    769,292  2,998,642  5,176,970  7,260,261 11,194,201 11,028,195:   691,953    857,959
Old  :11,886,154: 3,018,589    769,292  2,998,642  5,176,970  7,260,261 11,194,201 11,028,195:   691,953    857,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :   340,855:   195,426    -37,786    112,800    -23,718    262,270    284,508    337,284:    56,347      3,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        6.5       25.2       43.6       61.1       94.2       92.8:       5.8        7.2
Old  :     100.0:      25.4        6.5       25.2       43.6       61.1       94.2       92.8:       5.8        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        76         43         87        109        120        220        221:
Old  :       252:        76         43         87        109        120        220        221:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       29.2       29.9       39.4       14.4       24.7       22.0       29.2
Old  :                 17.8       29.2       29.9       39.4       14.4       24.7       22.0       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :     5,632:     3,750      4,916        289          0          0      4,039      5,205:     1,593        427
Old  :     5,632:     3,750      4,916        289          0          0      4,039      5,205:     1,593        427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :      -831:      -616       -858         14          0          0       -602       -844:      -229         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6       87.3        5.1        0.0        0.0       71.7       92.4:      28.3        7.6
Old  :     100.0:      66.6       87.3        5.1        0.0        0.0       71.7       92.4:      28.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        40         18          7          0          0         41         24:
Old  :        58:        40         18          7          0          0         41         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       67.7       44.8       79.8       32.9       67.7       40.5       79.3
Old  :                 37.2       67.7       44.8       79.8       32.9       67.7       40.5       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   177,614:    20,720     33,459     35,120    120,524    105,840    176,364    174,419:     1,250      3,195
Old  :   177,614:    20,720     33,459     35,120    120,524    105,840    176,364    174,419:     1,250      3,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     7,138:     3,942     14,095     -6,334      9,675       -549      7,283      7,212:      -145        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       18.8       19.8       67.9       59.6       99.3       98.2:       0.7        1.8
Old  :     100.0:      11.7       18.8       19.8       67.9       59.6       99.3       98.2:       0.7        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        15         16         22         13         18         42         44:
Old  :        58:        15         16         22         13         18         42         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.1       54.6       82.7       71.1       58.3       44.4       65.0       55.8
Old  :                 70.1       54.6       82.7       71.1       58.3       44.4       65.0       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134742
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   303,581:   105,617     62,191     47,608    149,933    192,805    303,158    302,604:       423        977
Old  :   303,581:   105,617     62,191     47,608    149,933    192,805    303,158    302,604:       423        977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    40,787:    18,416      7,125     -3,310     25,358     37,029     40,464     40,844:       323        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       20.5       15.7       49.4       63.5       99.9       99.7:       0.1        0.3
Old  :     100.0:      34.8       20.5       15.7       49.4       63.5       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        21         27         25         24         33         54         76:
Old  :        88:        21         27         25         24         33         54         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       25.2       68.9       43.3       42.9       22.6       55.7       36.0
Old  :                 52.0       25.2       68.9       43.3       42.9       22.6       55.7       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  :   617,822:    89,674     75,831     26,153    420,099    443,231    535,926    545,215:    81,896     72,607
Old  :   617,822:    89,674     75,831     26,153    420,099    443,231    535,926    545,215:    81,896     72,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    10,506:    -4,631     -8,635      7,536     -2,604      4,346        301      3,247:    10,205      7,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       12.3        4.2       68.0       71.7       86.7       88.2:      13.3       11.8
Old  :     100.0:      14.5       12.3        4.2       68.0       71.7       86.7       88.2:      13.3       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       602:       117        105         63        275        275        410        425:
Old  :       602:       117        105         63        275        275        410        425:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       16.1       19.5       26.5       10.3       14.1       16.5       23.7
Old  :                 11.8       16.1       19.5       26.5       10.3       14.1       16.5       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :    49,066:    10,316      7,596        445     27,301     21,261     38,062     29,302:    11,004     19,764
Old  :    49,066:    10,316      7,596        445     27,301     21,261     38,062     29,302:    11,004     19,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     9,619:     2,052      3,217        223      8,620        175     10,895      3,615:    -1,276      6,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       15.5        0.9       55.6       43.3       77.6       59.7:      22.4       40.3
Old  :     100.0:      21.0       15.5        0.9       55.6       43.3       77.6       59.7:      22.4       40.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         7          3          3         11         15         18         21:
Old  :        34:         7          3          3         11         15         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       29.5       60.1       46.4       38.9       29.5       59.0       46.4
Old  :                 39.7       29.5       60.1       46.4       38.9       29.5       59.0       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Consumer Stapl                                   :
     :          :                                                                            :
All  :    13,535:     2,006        378          2      9,033     12,183     11,041     12,563:     2,494        972
Old  :    13,535:     2,006        378          2      9,033     12,183     11,041     12,563:     2,494        972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        2.8        0.0       66.7       90.0       81.6       92.8:      18.4        7.2
Old  :     100.0:      14.8        2.8        0.0       66.7       90.0       81.6       92.8:      18.4        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          1          1          6         12          9         14:
Old  :        21:         3          1          1          6         12          9         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       63.7       79.9       80.6       67.2       63.7       78.2       80.6
Old  :                 68.9       63.7       79.9       80.6       67.2       63.7       78.2       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                                                   Code-138749
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Energy Index p                                   :
     :          :                                                                            :
All  :    16,108:       807        373         46     12,978     14,367     13,831     14,786:     2,277      1,322
Old  :    16,108:       807        373         46     12,978     14,367     13,831     14,786:     2,277      1,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       -26:       269       -588          0        355        325        624       -263:      -650        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        2.3        0.3       80.6       89.2       85.9       91.8:      14.1        8.2
Old  :     100.0:       5.0        2.3        0.3       80.6       89.2       85.9       91.8:      14.1        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          1          1         16          9         19         11:
Old  :        27:         3          1          1         16          9         19         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       81.2       70.0       88.8       49.1       81.2       70.0       88.4
Old  :                 49.1       81.2       70.0       88.8       49.1       81.2       70.0       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,843,780:   440,884    385,268     84,446  1,963,992  2,109,850  2,489,322  2,579,564:   354,458    264,216
Old  : 2,843,780:   440,884    385,268     84,446  1,963,992  2,109,850  2,489,322  2,579,564:   354,458    264,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     4,433:   -29,869    -55,713     33,020    -56,122     20,855    -52,971     -1,838:    57,404      6,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       13.5        3.0       69.1       74.2       87.5       90.7:      12.5        9.3
Old  :     100.0:      15.5       13.5        3.0       69.1       74.2       87.5       90.7:      12.5        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       599:       118        104         62        272        270        406        420:
Old  :       599:       118        104         62        272        270        406        420:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       16.8       20.8       27.4       11.2       15.7       17.3       26.1
Old  :                 12.3       16.8       20.8       27.4       11.2       15.7       17.3       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    28,510:       812      2,429          0     21,737     25,443     22,549     27,872:     5,961        638
Old  :    28,510:       812      2,429          0     21,737     25,443     22,549     27,872:     5,961        638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -3,316:      -650       -371          0     -5,194       -607     -5,844       -978:     2,528     -2,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        8.5        0.0       76.2       89.2       79.1       97.8:      20.9        2.2
Old  :     100.0:       2.8        8.5        0.0       76.2       89.2       79.1       97.8:      20.9        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          2          0          7         14         10         16:
Old  :        23:         3          2          0          7         14         10         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       70.1       77.4       89.3       69.4       70.1       74.1       89.3
Old  :                 72.0       70.1       77.4       89.3       69.4       70.1       74.1       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE                                               Code-13874I
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Technology Ind                                   :
     :          :                                                                            :
All  :    12,418:       523        453          0      9,759     11,082     10,282     11,535:     2,136        883
Old  :    12,418:       523        453          0      9,759     11,082     10,282     11,535:     2,136        883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       127:       223       -215          0         55          2        278       -213:      -151        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        3.6        0.0       78.6       89.2       82.8       92.9:      17.2        7.1
Old  :     100.0:       4.2        3.6        0.0       78.6       89.2       82.8       92.9:      17.2        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          0         10         12         12         14:
Old  :        23:         2          2          0         10         12         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       66.7       76.1       82.7       59.8       66.6       75.2       82.7
Old  :                 60.7       66.7       76.1       82.7       59.8       66.6       75.2       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    15,953:     1,417      1,415          0     10,954     13,023     12,371     14,438:     3,582      1,515
Old  :    15,953:     1,417      1,415          0     10,954     13,023     12,371     14,438:     3,582      1,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :      -787:         2       -100        -14       -812       -703       -824       -817:        37         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        8.9        0.0       68.7       81.6       77.5       90.5:      22.5        9.5
Old  :     100.0:       8.9        8.9        0.0       68.7       81.6       77.5       90.5:      22.5        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          2          0         10         10         14         12:
Old  :        24:         4          2          0         10         10         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       57.8       65.5       83.4       45.2       57.8       62.8       77.7
Old  :                 45.7       57.8       65.5       83.4       45.2       57.8       62.8       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    75,681:    15,538      3,187        442     48,226     68,585     64,206     72,214:    11,475      3,467
Old  :    75,681:    15,538      3,187        442     48,226     68,585     64,206     72,214:    11,475      3,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -3,104:    -1,208       -761       -284     -2,083     -1,420     -3,575     -2,465:       471       -639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        4.2        0.6       63.7       90.6       84.8       95.4:      15.2        4.6
Old  :     100.0:      20.5        4.2        0.6       63.7       90.6       84.8       95.4:      15.2        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        14          3          5         40         35         55         42:
Old  :        80:        14          3          5         40         35         55         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       41.8       46.1       62.9       32.5       41.7       45.4       62.5
Old  :                 32.8       41.8       46.1       62.9       32.5       41.7       45.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :    42,933:    16,592      8,676      1,144     15,325     23,939     33,061     33,760:     9,872      9,173
Old  :    42,933:    16,592      8,676      1,144     15,325     23,939     33,061     33,760:     9,872      9,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     1,269:       898     -3,337         -8     -2,081      3,671     -1,191        326:     2,460        943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       20.2        2.7       35.7       55.8       77.0       78.6:      23.0       21.4
Old  :     100.0:      38.6       20.2        2.7       35.7       55.8       77.0       78.6:      23.0       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        68         58         23         86         90        161        165:
Old  :       271:        68         58         23         86         90        161        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       12.3       23.9       20.3       14.4       11.7       22.9       19.3
Old  :                 14.8       12.3       23.9       20.3       14.4       11.7       22.9       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   214,665:    82,960     43,382      5,721     76,623    119,697    165,304    168,800:    49,361     45,865
Old  :   214,665:    82,960     43,382      5,721     76,623    119,697    165,304    168,800:    49,361     45,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     6,344:     4,492    -16,685        -41    -10,407     18,355     -5,956      1,629:    12,300      4,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       20.2        2.7       35.7       55.8       77.0       78.6:      23.0       21.4
Old  :     100.0:      38.6       20.2        2.7       35.7       55.8       77.0       78.6:      23.0       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        68         58         23         86         90        161        165:
Old  :       271:        68         58         23         86         90        161        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       12.3       23.9       20.3       14.4       11.7       22.9       19.3
Old  :                 14.8       12.3       23.9       20.3       14.4       11.7       22.9       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   213,324:    56,684    100,536      5,139    121,783     71,918    183,606    177,593:    29,718     35,731
Old  :   213,324:    56,684    100,536      5,139    121,783     71,918    183,606    177,593:    29,718     35,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    25,869:     8,695     15,070     -1,674     20,137     11,204     27,158     24,600:    -1,289      1,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       47.1        2.4       57.1       33.7       86.1       83.3:      13.9       16.7
Old  :     100.0:      26.6       47.1        2.4       57.1       33.7       86.1       83.3:      13.9       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        30         38         13         26         36         61         82:
Old  :       115:        30         38         13         26         36         61         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       24.4       61.1       36.1       42.5       24.2       57.3       35.4
Old  :                 45.8       24.4       61.1       36.1       42.5       24.2       57.3       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE                                                 Code-239742
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   479,421:   111,809     63,627      6,513    335,495    390,942    453,817    461,082:    25,604     18,339
Old  :   479,421:   111,809     63,627      6,513    335,495    390,942    453,817    461,082:    25,604     18,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    -7,160:       399     -6,907      1,106     -9,566     -2,248     -8,061     -8,049:       901        889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       13.3        1.4       70.0       81.5       94.7       96.2:       5.3        3.8
Old  :     100.0:      23.3       13.3        1.4       70.0       81.5       94.7       96.2:       5.3        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        66         41         23        138        109        213        164:
Old  :       300:        66         41         23        138        109        213        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       20.5       31.3       37.3       17.1       20.4       30.0       36.9
Old  :                 18.1       20.5       31.3       37.3       17.1       20.4       30.0       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-239744
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 1000 VALUE INDEX x $50)                                           :
     :          :                                                                            :
All  :     8,215:     1,625      4,903          0      5,080      2,553      6,705      7,456:     1,510        759
Old  :     8,215:     1,625      4,903          0      5,080      2,553      6,705      7,456:     1,510        759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :       434:       -52        513          0        212          0        160        513:       274        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       59.7        0.0       61.8       31.1       81.6       90.8:      18.4        9.2
Old  :     100.0:      19.8       59.7        0.0       61.8       31.1       81.6       90.8:      18.4        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          4          0          8          5         12          9:
Old  :        21:         4          4          0          8          5         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       69.7       70.0       87.9       51.9       69.7       70.0       87.9
Old  :                 51.9       69.7       70.0       87.9       51.9       69.7       70.0       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    19,559:     3,051      8,306        603     10,120      6,886     13,774     15,795:     5,785      3,764
Old  :    19,559:     3,051      8,306        603     10,120      6,886     13,774     15,795:     5,785      3,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :      -115:       432       -170         86       -215        122        303         38:      -418       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       42.5        3.1       51.7       35.2       70.4       80.8:      29.6       19.2
Old  :     100.0:      15.6       42.5        3.1       51.7       35.2       70.4       80.8:      29.6       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          7          2          8          5         16         12:
Old  :        24:         6          7          2          8          5         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       54.1       60.2       76.1       45.3       54.0       59.9       75.2
Old  :                 45.3       54.1       60.2       76.1       45.3       54.0       59.9       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    60,094:    17,327     10,739      1,297     32,334     15,080     50,958     27,116:     9,136     32,978
Old  :    60,094:    17,327     10,739      1,297     32,334     15,080     50,958     27,116:     9,136     32,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :     2,153:      -646      4,292        315      2,246      4,810      1,915      9,417:       238     -7,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       17.9        2.2       53.8       25.1       84.8       45.1:      15.2       54.9
Old  :     100.0:      28.8       17.9        2.2       53.8       25.1       84.8       45.1:      15.2       54.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        20         15          6         32         27         53         47:
Old  :        88:        20         15          6         32         27         53         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       11.9       39.8       19.3       23.7       11.9       39.7       19.3
Old  :                 23.7       11.9       39.8       19.3       23.7       11.9       39.7       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders - Futures Only, February 25, 2020                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   125,228:    40,504      4,361      2,194     82,478    118,612    125,176    125,167:        52         61
Old  :   125,228:    40,504      4,361      2,194     82,478    118,612    125,176    125,167:        52         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 18, 2020                    :
     :    22,251:     6,394       -320        985     14,849     21,586     22,228     22,251:        23          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        3.5        1.8       65.9       94.7      100.0      100.0:       0.0        0.0
Old  :     100.0:      32.3        3.5        1.8       65.9       94.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        13          2          5         28         21         43         27:
Old  :        50:        13          2          5         28         21         43         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       62.6       65.7       85.2       37.8       53.4       54.1       64.6
Old  :                 47.1       62.6       65.7       85.2       37.8       53.4       54.1       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 28, 2020