BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,844
COMMITMENTS
       0    2,600      352    9,726    7,353   10,078   10,305      766      539

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -1,009)
       0     -850       24     -976     -147     -952     -973      -57      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.0      3.2     89.7     67.8     92.9     95.0      7.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0       11        9       27       21       36       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,471
COMMITMENTS
   6,552    3,113      812    8,046    7,736   15,410   11,661    2,061    5,810

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -1,713)
     854      413     -720   -1,618     -648   -1,484     -955     -229     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     17.8      4.6     46.1     44.3     88.2     66.7     11.8     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       18       17       19       19       43       47                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,945
COMMITMENTS
     180    1,357      579    7,572    6,449    8,331    8,385      614      560

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -905)
    -127     -448      190     -928     -686     -865     -944      -40       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     15.2      6.5     84.7     72.1     93.1     93.7      6.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        7        7       34       25       43       35                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,108
COMMITMENTS
   1,086    1,546      432    4,425    3,313    5,943    5,291      165      817

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -845)
  -1,021      -57      270     -103     -851     -854     -638        9     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     25.3      7.1     72.4     54.2     97.3     86.6      2.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        7        5       13       15       19       24                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      281,024
COMMITMENTS
  89,433   70,014   71,456   97,394  113,532  258,283  255,002   22,741   26,022

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -6,034)
  -7,297   -6,715    5,005   -2,453   -1,607   -4,745   -3,317   -1,289   -2,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     24.9     25.4     34.7     40.4     91.9     90.7      8.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      98       95      103       72       82      227      240                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      332,804
COMMITMENTS
  91,703   72,093   70,859  138,992  150,712  301,554  293,664   31,250   39,140

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    -12,156)
  -1,318    3,595   -9,429     -391   -5,820  -11,138  -11,654   -1,018     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     21.7     21.3     41.8     45.3     90.6     88.2      9.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
      96       91      120      121      135      287      294                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,187
COMMITMENTS
     866      702        2    1,258    1,783    2,126    2,487    1,061      700

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -291)
    -576      117     -161      443     -101     -294     -145        3     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     22.0      0.1     39.5     55.9     66.7     78.0     33.3     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        9        1       13       13       21       22                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,462
COMMITMENTS
  14,094   14,888   14,210   10,127    6,318   38,431   35,416    9,031   12,046

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -2,824)
    -647     -571   -1,863     -318      139   -2,828   -2,295        4     -529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     31.4     29.9     21.3     13.3     81.0     74.6     19.0     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      39       54       57       51       44      127      128                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       18,938
COMMITMENTS
   1,396    6,608      465   16,751   10,863   18,612   17,936      326    1,002

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -591)
     -30      229     -115     -399     -701     -544     -587      -47       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     34.9      2.5     88.5     57.4     98.3     94.7      1.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7       11        6       19       23       28       38                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       51,802
COMMITMENTS
  29,589    3,116      511   20,266   45,715   50,366   49,342    1,436    2,460

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -1,904)
     466    1,692      -26    2,558      273    2,998    1,939   -4,902   -3,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1      6.0      1.0     39.1     88.2     97.2     95.3      2.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        8        4        8        7       25       17                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      175,226
COMMITMENTS
  48,055   50,045    4,890   89,173   88,883  142,118  143,818   33,108   31,408

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     14,715)
  -7,136    5,433      753   23,801    6,255   17,418   12,441   -2,703    2,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     28.6      2.8     50.9     50.7     81.1     82.1     18.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      24       23       14       39       37       69       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,474
COMMITMENTS
  13,460   12,865    1,393   19,463   23,511   34,316   37,769   16,158   12,705

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -3,962)
  -1,267   -5,104      849   -4,493    4,624   -4,911      369      949   -4,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     25.5      2.8     38.6     46.6     68.0     74.8     32.0     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       11        5       17       18       29       32                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      224,550
COMMITMENTS
 129,376   16,829    3,207   85,712  200,091  218,295  220,127    6,255    4,423

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -9,342)
 -17,982      652        5    8,358  -11,148   -9,619  -10,491      277    1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.6      7.5      1.4     38.2     89.1     97.2     98.0      2.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      51       32        9       20       30       74       70                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      214,185
COMMITMENTS
  56,077   29,749    9,184  121,960  153,650  187,221  192,583   26,964   21,602

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -487)
 -19,986  -11,152   -3,199   21,105   20,121   -2,080    5,770    1,593   -6,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     13.9      4.3     56.9     71.7     87.4     89.9     12.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      28       19       13       44       47       74       78                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      159,128
COMMITMENTS
  61,732   53,575    2,320   70,545   76,931  134,597  132,826   24,531   26,302

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    -39,276)
  11,134  -39,347   -2,789  -49,585    6,888  -41,240  -35,248    1,964   -4,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     33.7      1.5     44.3     48.3     84.6     83.5     15.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      34       26       16       41       42       84       75                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      659,151
COMMITMENTS
 153,820  166,487   17,667  397,574  424,702  569,061  608,856   90,090   50,295

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     18,794)
   1,916  -72,120   -1,255   12,035   94,869   12,696   21,494    6,098   -2,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     25.3      2.7     60.3     64.4     86.3     92.4     13.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      74       53       40      109       78      198      158                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       23,628
COMMITMENTS
   3,549    5,488      667    6,396   11,951   10,612   18,106   13,016    5,522

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     23.2      2.8     27.1     50.6     44.9     76.6     55.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        5        9        9       18       15                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,540
COMMITMENTS
   4,777    1,999      695   10,971   15,800   16,443   18,494    8,097    6,046

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      2,274)
   1,734      857      -21     -510      877    1,203    1,713    1,071      561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      8.1      2.8     44.7     64.4     67.0     75.4     33.0     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        2       12       12       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       53,382
COMMITMENTS
   3,924   43,750        2   47,063    6,831   50,989   50,583    2,393    2,799

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -1,749)
  -1,305   -4,337     -440     -305    2,297   -2,050   -2,480      301      731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     82.0      0.0     88.2     12.8     95.5     94.8      4.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11       28        1        8       11       20       39                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       71,034
COMMITMENTS
  20,681   36,057    3,516   44,803   25,983   69,000   65,556    2,034    5,478

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      8,187)
     151   -1,430    1,862    6,635    7,845    8,648    8,277     -461      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     50.8      4.9     63.1     36.6     97.1     92.3      2.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      29       44       14       24       18       62       69                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       18,981
COMMITMENTS
  14,160    3,204        3    4,097   13,719   18,260   16,926      721    2,055

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -879)
    -128      237     -189     -646     -899     -963     -851       84      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.6     16.9      0.0     21.6     72.3     96.2     89.2      3.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        8        1        4        7       11       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,990,804
COMMITMENTS
 2651413  685,941  3336912  5356631  7157431 11344956 11180284  645,848  810,520

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    169,773)
-500,487   76,447  270,890  347,998 -167,137  118,401  180,200   51,372  -10,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      5.7     27.8     44.7     59.7     94.6     93.2      5.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      71       42       83      116      115      222      212                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        4,368
COMMITMENTS
   2,384    3,430      494        0        0    2,878    3,924    1,490      444

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -469)
     157     -379     -127        0        0       30     -506     -499       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     78.5     11.3      0.0      0.0     65.9     89.8     34.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      22       20        4        0        0       23       23                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      232,713
COMMITMENTS
  29,966   53,621   42,538  160,106  133,662  232,610  229,821      103    2,892

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     23,128)
  -7,309    5,377    1,155   30,391   16,644   24,237   23,176   -1,109      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     23.0     18.3     68.8     57.4    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21       12       23       15       20       46       47                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      345,203
COMMITMENTS
  81,851   68,933   44,450  218,770  229,650  345,071  343,033      132    2,170

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     38,889)
 -19,884    5,268    3,573   55,781   28,720   39,470   37,561     -581    1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     20.0     12.9     63.4     66.5    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21       23       23       26       38       55       76                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      783,449
COMMITMENTS
  77,985   75,781   40,963  535,129  529,102  654,077  645,845  129,373  137,604

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     95,609)
   1,000    1,207    5,959   71,015   57,696   77,974   64,862   17,635   30,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      9.7      5.2     68.3     67.5     83.5     82.4     16.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      632)
     111      114       70      285      306      426      460                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       95,736
COMMITMENTS
  12,765   10,232      260   70,052   12,375   83,077   22,867   12,659   72,869

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     21,069)
     978     -185     -103   21,144     -437   22,019     -725     -950   21,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     10.7      0.3     73.2     12.9     86.8     23.9     13.2     76.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        4        2       20        9       26       15                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| 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:       16,919
COMMITMENTS
     935    1,364        0   13,261   14,264   14,196   15,628    2,723    1,291

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:        138)
       0       11        0       10      296       10      307      128     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      8.1      0.0     78.4     84.3     83.9     92.4     16.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        0       14        9       16       13                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,438,566
COMMITMENTS
 431,984  433,626   97,631  2325383  2583635  2854998  3114892  583,568  323,674

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    372,699)
  13,115   19,963   17,305  249,354  290,666  279,774  327,934   92,925   44,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     12.6      2.8     67.6     75.1     83.0     90.6     17.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      632)
     110      115       69      281      304      422      457                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| 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:       25,440
COMMITMENTS
       0    2,519        0   23,107   19,821   23,107   22,340    2,333    3,100

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -2,865)
    -594       35        0      743   -4,764      149   -4,729   -3,014    1,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.9      0.0     90.8     77.9     90.8     87.8      9.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0        8       16        8       18                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| 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:       10,694
COMMITMENTS
     649      203        0    7,866    9,677    8,515    9,880    2,179      814

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:       -423)
     101       -1        0     -352     -512     -251     -513     -172       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      1.9      0.0     73.6     90.5     79.6     92.4     20.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0        9       11       11       12                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| 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:       14,382
COMMITMENTS
   1,506      884       16   10,359   12,214   11,881   13,114    2,501    1,268

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     -1,658)
      -4     -531       16      232   -2,076      244   -2,591   -1,902      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      6.1      0.1     72.0     84.9     82.6     91.2     17.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        1       12       10       17       12                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       76,387
COMMITMENTS
  12,553    1,871      507   54,742   69,449   67,802   71,827    8,585    4,560

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      3,573)
  -1,603     -814     -423    6,287    3,256    4,261    2,019     -688    1,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      2.4      0.7     71.7     90.9     88.8     94.0     11.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      14        3        7       40       36       55       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       44,032
COMMITMENTS
  14,999   11,465    1,017   20,355   24,828   36,371   37,310    7,660    6,722

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:        663)
    -559    2,350      -66    1,073   -1,190      449    1,094      214     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     26.0      2.3     46.2     56.4     82.6     84.7     17.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      55       54       31       86       89      153      162                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      220,158
COMMITMENTS
  74,994   57,325    5,086  101,776  124,138  181,856  186,549   38,302   33,609

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      3,315)
  -2,793   11,750     -330    5,366   -5,951    2,243    5,469    1,072   -2,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     26.0      2.3     46.2     56.4     82.6     84.7     17.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      55       54       31       86       89      153      162                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      211,243
COMMITMENTS
  49,757  103,770    5,977  133,836   67,971  189,570  177,718   21,673   33,525

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:    -11,841)
 -15,089  -13,029    2,496      381     -244  -12,212  -10,777      371   -1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     49.1      2.8     63.4     32.2     89.7     84.1     10.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      26       32       15       24       35       58       74                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      502,743
COMMITMENTS
  84,963   62,961    8,469  395,356  413,586  488,788  485,016   13,955   17,727

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:     34,530)
      59    1,263      273   41,667   31,814   41,999   33,350   -7,469    1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     12.5      1.7     78.6     82.3     97.2     96.5      2.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      58       44       22      141      121      206      180                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       19,285
COMMITMENTS
   3,668    2,711      201    8,214    9,923   12,083   12,835    7,202    6,450

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      2,032)
     871   -1,507     -842       89    1,796      118     -553    1,914    2,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     14.1      1.0     42.6     51.5     62.7     66.6     37.3     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        2        7        9       13       15                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       57,543
COMMITMENTS
  10,758   12,842    1,203   36,565   28,927   48,526   42,972    9,017   14,571

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      5,943)
   2,172    2,536   -1,097    5,934   11,815    7,009   13,254   -1,066   -7,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     22.3      2.1     63.5     50.3     84.3     74.7     15.7     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       22        8       31       29       47       55                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 03/10/20                         |
--------------------------------------------------------------| 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:      143,682
COMMITMENTS
  64,987    1,100    1,744   76,845  139,797  143,576  142,641      106    1,041

CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST:      5,965)
   7,902      150        0   -1,965    5,335    5,937    5,485       28      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2      0.8      1.2     53.5     97.3     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      13        1        4       30       24       44       29                  



Updated March 13, 2020