BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,853
COMMITMENTS
       0    3,450      328   10,702    7,500   11,030   11,278      823      575

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:          7)
       0     -488      111     -168      421      -57       44       64      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     29.1      2.8     90.3     63.3     93.1     95.1      6.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0       11        9       28       23       37       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,184
COMMITMENTS
   5,698    2,700    1,532    9,664    8,384   16,894   12,616    2,290    6,568

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        530)
   1,040      165     -193     -166      133      681      105     -151      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     14.1      8.0     50.4     43.7     88.1     65.8     11.9     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      16       19       18       19       17       46       43                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        9,850
COMMITMENTS
     307    1,805      389    8,500    7,135    9,196    9,329      654      521

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        153)
      21     -274        8      116      483      145      217        8      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     18.3      3.9     86.3     72.4     93.4     94.7      6.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        8        7       39       27       49       37                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,953
COMMITMENTS
   2,107    1,603      162    4,528    4,164    6,797    5,929      156    1,024

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -929)
    -938      227       71      -40     -832     -907     -534      -22     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     23.1      2.3     65.1     59.9     97.8     85.3      2.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        6       12       17       19       26                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      287,058
COMMITMENTS
  96,730   76,729   66,451   99,847  115,139  263,028  258,319   24,030   28,739

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -6,558)
  -2,740   -6,364      114   -4,213   -1,430   -6,839   -7,680      281    1,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     26.7     23.1     34.8     40.1     91.6     90.0      8.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      96      104      103       69       81      229      243                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      344,960
COMMITMENTS
  93,021   68,498   80,288  139,383  156,532  312,692  305,318   32,268   39,642

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -2,308)
  -1,860    6,695     -889      -63   -5,946   -2,812     -140      504   -2,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     19.9     23.3     40.4     45.4     90.6     88.5      9.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     109       91      119      126      143      298      307                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,478
COMMITMENTS
   1,442      585      163      815    1,884    2,420    2,632    1,058      846

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -1,054)
    -919     -221     -144       -1     -422   -1,064     -787       10     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     16.8      4.7     23.4     54.2     69.6     75.7     30.4     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        8        4       13       16       27       26                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,286
COMMITMENTS
  14,741   15,459   16,073   10,445    6,179   41,259   37,711    9,027   12,575

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -3,629)
  -2,156     -716   -1,828     -474   -1,484   -4,458   -4,028      829      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     30.7     32.0     20.8     12.3     82.0     75.0     18.0     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      42       53       60       50       42      129      128                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       19,529
COMMITMENTS
   1,426    6,379      580   17,150   11,564   19,156   18,523      373    1,006

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,114)
    -126    1,607      -58    2,341      547    2,157    2,096      -43       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     32.7      3.0     87.8     59.2     98.1     94.8      1.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      10       14        7       21       26       34       44                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       53,706
COMMITMENTS
  29,123    1,424      537   17,708   45,442   47,368   47,403    6,338    6,303

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        -81)
   2,703      963      139   -7,186   -6,085   -4,344   -4,983    4,263    4,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.2      2.7      1.0     33.0     84.6     88.2     88.3     11.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      19        6        3        8        8       28       16                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      160,511
COMMITMENTS
  55,191   44,612    4,137   65,372   82,628  124,700  131,377   35,811   29,134

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -8,308)
  -8,467   -4,422    1,555     -779   -5,470   -7,691   -8,337     -617       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     27.8      2.6     40.7     51.5     77.7     81.8     22.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      25       24       11       37       39       68       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,436
COMMITMENTS
  14,727   17,969      544   23,956   18,887   39,227   37,400   15,209   17,036

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -2,756)
  -5,187   -1,329      541   -2,146    3,222   -6,792    2,434    4,036   -5,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     33.0      1.0     44.0     34.7     72.1     68.7     27.9     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       9       14        4       16       20       27       36                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      233,892
COMMITMENTS
 147,358   16,177    3,202   77,354  211,239  227,914  230,618    5,978    3,274

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    -42,375)
 -29,478  -10,058    1,989  -14,750  -34,123  -42,239  -42,192     -136     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.0      6.9      1.4     33.1     90.3     97.4     98.6      2.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      73       30       11       27       31      107       66                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      214,672
COMMITMENTS
  76,063   40,901   12,383  100,855  133,529  189,301  186,813   25,371   27,859

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      3,351)
   3,396   -2,168    5,815   -1,072   -2,582    8,139    1,065   -4,788    2,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     19.1      5.8     47.0     62.2     88.2     87.0     11.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      26       28       15       46       45       78       83                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      198,404
COMMITMENTS
  50,598   92,922    5,109  120,130   70,043  175,837  168,074   22,567   30,330

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    -25,500)
  -3,257  -17,322    2,412  -23,934      227  -24,779  -14,683     -721  -10,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     46.8      2.6     60.5     35.3     88.6     84.7     11.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      31       35       14       37       44       77       84                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      640,357
COMMITMENTS
 151,904  238,607   18,922  385,539  329,833  556,365  587,362   83,992   52,995

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     14,794)
  -5,683  -33,001   -3,307   30,210   59,049   21,220   22,741   -6,426   -7,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     37.3      3.0     60.2     51.5     86.9     91.7     13.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      74       74       41      106       80      200      178                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       22,266
COMMITMENTS
   3,043    1,142      716   11,481   14,923   15,240   16,781    7,026    5,485

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -735)
    -219     -243      151      514     -752      446     -844   -1,181      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      5.1      3.2     51.6     67.0     68.4     75.4     31.6     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        2       13       11       17       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       55,131
COMMITMENTS
   5,229   48,087      442   47,368    4,534   53,039   53,063    2,092    2,068

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    -17,094)
  -6,464     -593     -401   -9,724  -15,234  -16,589  -16,228     -505     -866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     87.2      0.8     85.9      8.2     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       29        4        9       10       25       40                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       62,847
COMMITMENTS
  20,530   37,487    1,654   38,168   18,138   60,352   57,279    2,495    5,568

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      4,607)
   1,536    3,182      293    3,381    1,394    5,210    4,869     -603     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     59.6      2.6     60.7     28.9     96.0     91.1      4.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      25       51       13       25       17       58       74                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       19,860
COMMITMENTS
  14,288    2,967      192    4,743   14,618   19,223   17,777      637    2,083

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -602)
  -1,186      364      177      862   -1,071     -147     -530     -455      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.9     14.9      1.0     23.9     73.6     96.8     89.5      3.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        8        2        4        8       13       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,821,031
COMMITMENTS
 3151900  609,494  3066022  5008633  7324568 11226555 11000084  594,476  820,947

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    -65,123)
 133,311 -159,798   67,380 -168,337   64,307   32,354  -28,111  -97,477  -37,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      5.2     25.9     42.4     62.0     95.0     93.1      5.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      79       37       87      115      118      224      217                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        4,837
COMMITMENTS
   2,227    3,809      621        0        0    2,848    4,430    1,989      407

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -795)
  -1,523   -1,107      332        0        0   -1,191     -775      396      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     78.7     12.8      0.0      0.0     58.9     91.6     41.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      25       14        7        0        0       26       21                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      209,585
COMMITMENTS
  37,275   48,244   41,383  129,715  117,018  208,373  206,645    1,212    2,940

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     31,971)
  16,555   14,785    6,263    9,191   11,178   32,009   32,226      -38     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     23.0     19.7     61.9     55.8     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      20       13       22       13       20       44       46                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      306,314
COMMITMENTS
 101,735   63,665   40,877  162,989  200,930  305,601  305,472      713      842

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,733)
  -3,882    1,474   -6,731   13,056    8,125    2,443    2,868      290     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     20.8     13.3     53.2     65.6     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22       26       22       22       33       51       74                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      687,840
COMMITMENTS
  76,985   74,574   35,004  464,114  471,406  576,103  580,984  111,738  106,857

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     70,018)
 -12,689   -1,257    8,851   44,014   28,175   40,176   35,769   29,842   34,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     10.8      5.1     67.5     68.5     83.8     84.5     16.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      627)
     115      111       65      291      290      431      441                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       74,667
COMMITMENTS
  11,787   10,417      363   48,908   12,812   61,058   23,592   13,609   51,075

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     25,601)
   1,471    2,821      -82   21,607   -8,449   22,996   -5,710    2,605   31,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     14.0      0.5     65.5     17.2     81.8     31.6     18.2     68.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        5        1       15       10       20       16                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       13,435
COMMITMENTS
   1,352      508        0    9,678   12,365   11,030   12,873    2,405      562

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -100)
    -654      130       -2      645      182      -11      310      -89     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      3.8      0.0     72.0     92.0     82.1     95.8     17.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        0        7       14       11       16                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       16,781
COMMITMENTS
     935    1,353        0   13,251   13,968   14,186   15,321    2,595    1,460

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        673)
     128      980      -46      273     -399      355      535      318      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      8.1      0.0     79.0     83.2     84.5     91.3     15.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        0       14        8       16       11                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,065,867
COMMITMENTS
 418,869  413,663   80,326  2076029  2292969  2575224  2786958  490,643  278,909

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    222,087)
 -22,015   28,395   -4,120  112,037  183,119   85,902  207,394  136,185   14,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     13.5      2.6     67.7     74.8     84.0     90.9     16.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
     116      110       64      285      287      424      438                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       28,305
COMMITMENTS
     594    2,484        0   22,364   24,585   22,958   27,069    5,347    1,236

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -205)
    -218       55        0      627     -858      409     -803     -614      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      8.8      0.0     79.0     86.9     81.1     95.6     18.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        0        7       13        9       15                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:        9,419
COMMITMENTS
     785    1,363        0    7,280    7,758    8,065    9,121    1,354      298

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     14.5      0.0     77.3     82.4     85.6     96.8     14.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        9        8       12        9                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind             OPEN INTEREST:       11,117
COMMITMENTS
     548      204        0    8,218   10,189    8,766   10,393    2,351      724

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -1,301)
      25     -249        0   -1,541     -893   -1,516   -1,142      215     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.8      0.0     73.9     91.7     78.9     93.5     21.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        8       11       10       12                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       16,040
COMMITMENTS
   1,510    1,415        0   10,127   14,290   11,637   15,705    4,403      335

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         87)
      93        0        0     -827    1,267     -734    1,267      821   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      8.8      0.0     63.1     89.1     72.5     97.9     27.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        0       11       11       15       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       72,814
COMMITMENTS
  14,156    2,685      930   48,455   66,193   63,541   69,808    9,273    3,006

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -2,867)
  -1,382     -502      488      229   -2,392     -665   -2,406   -2,202     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      3.7      1.3     66.5     90.9     87.3     95.9     12.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17        5        8       41       40       59       52                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       43,369
COMMITMENTS
  15,557    9,115    1,083   19,282   26,018   35,923   36,216    7,446    7,153

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        436)
  -1,035      439      -61    3,957    2,078    2,862    2,456   -2,426   -2,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     21.0      2.5     44.5     60.0     82.8     83.5     17.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      56       57       26       89       93      155      166                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      216,843
COMMITMENTS
  77,787   45,575    5,416   96,410  130,089  179,613  181,080   37,230   35,763

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,178)
  -5,173    2,193     -305   19,787   10,392   14,309   12,280  -12,131  -10,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     21.0      2.5     44.5     60.0     82.8     83.5     17.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      56       57       26       89       93      155      166                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      223,084
COMMITMENTS
  64,846  116,799    3,481  133,455   68,215  201,782  188,495   21,302   34,589

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      9,760)
   8,162   16,263   -1,658   11,672   -3,703   18,176   10,902   -8,416   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     52.4      1.6     59.8     30.6     90.5     84.5      9.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      28       38       12       26       37       58       83                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      468,213
COMMITMENTS
  84,904   61,698    8,196  353,689  381,772  446,789  451,666   21,424   16,547

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    -11,208)
 -26,905   -1,929    1,683   18,194   -9,170   -7,028   -9,416   -4,180   -1,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     13.2      1.8     75.5     81.5     95.4     96.5      4.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      54       42       19      142      119      203      174                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       17,253
COMMITMENTS
   2,797    4,218    1,043    8,125    8,127   11,965   13,388    5,288    3,865

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -2,306)
    -254   -4,088      440   -1,995    1,241   -1,809   -2,407     -497      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     24.4      6.0     47.1     47.1     69.4     77.6     30.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        5        3        9        8       17       15                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       51,600
COMMITMENTS
   8,586   10,306    2,300   30,631   17,112   41,517   29,718   10,083   21,882

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -8,494)
  -8,741     -433    1,003   -1,703    2,032   -9,441    2,602      947  -11,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     20.0      4.5     59.4     33.2     80.5     57.6     19.5     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      12       21        7       31       25       46       51                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      137,717
COMMITMENTS
  57,085      950    1,744   78,810  134,462  137,639  137,156       78      561

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     12,489)
  16,581   -3,411     -450   -3,668   15,850   12,463   11,989       26      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5      0.7      1.3     57.2     97.6     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13        1        4       29       23       43       28                  



Updated March 06, 2020