BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,597
COMMITMENTS
       0    2,473      453   10,401    8,149   10,854   11,075      743      522

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        753)
       0     -127      101      675      796      776      770      -23      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.3      3.9     89.7     70.3     93.6     95.5      6.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0       12       10       28       22       38       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,983
COMMITMENTS
   8,112    3,538      873    7,966    8,490   16,951   12,901    2,032    6,082

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      1,512)
   1,560      425       61      -80      754    1,541    1,240      -29      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     18.6      4.6     42.0     44.7     89.3     68.0     10.7     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      17       19       17       19       20       43       49                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        9,442
COMMITMENTS
     469    1,190      573    7,740    7,057    8,782    8,820      660      622

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        497)
     289     -167       -6      168      608      451      435       46       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     12.6      6.1     82.0     74.7     93.0     93.4      7.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        7        9       35       24       45       36                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,729
COMMITMENTS
   1,077    2,137      290    4,176    2,581    5,543    5,008      186      721

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -379)
      -9      591     -142     -249     -732     -400     -283       21      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     37.3      5.1     72.9     45.1     96.8     87.4      3.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        6        6       12       12       19       21                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      255,651
COMMITMENTS
  82,681   65,664   54,795  100,612  109,644  238,088  230,103   17,563   25,548

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -25,373)
  -6,752   -4,350  -16,661    3,218   -3,888  -20,195  -24,899   -5,178     -474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     25.7     21.4     39.4     42.9     93.1     90.0      6.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      78       96      100       70       80      206      236                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      299,434
COMMITMENTS
  81,695   65,251   58,909  131,305  141,051  271,909  265,211   27,525   34,223

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -33,370)
 -10,008   -6,842  -11,950   -7,687   -9,661  -29,645  -28,453   -3,725   -4,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     21.8     19.7     43.9     47.1     90.8     88.6      9.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      95       85      115      115      129      273      280                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,664
COMMITMENTS
     355      595        1    1,469    1,377    1,825    1,973      839      691

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -523)
    -511     -107       -1      211     -406     -301     -514     -222       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     22.3      0.0     55.1     51.7     68.5     74.1     31.5     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        9        1       12       14       18       23                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,124
COMMITMENTS
  10,923   11,850   10,920   10,335    6,355   32,178   29,125    7,946   10,999

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -7,338)
  -3,171   -3,038   -3,290      208       37   -6,253   -6,291   -1,085   -1,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     29.5     27.2     25.8     15.8     80.2     72.6     19.8     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      42       49       55       53       45      129      124                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       22,503
COMMITMENTS
   1,376    8,172      599   20,287   12,895   22,262   21,666      241      837

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      3,565)
     -20    1,564      134    3,536    2,032    3,650    3,730      -85     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     36.3      2.7     90.2     57.3     98.9     96.3      1.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7       12        7       18       26       28       42                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       25,596
COMMITMENTS
   8,583    4,457       44   15,792   19,641   24,419   24,142    1,177    1,454

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -26,206)
 -21,006    1,341     -467   -4,474  -26,074  -25,947  -25,200     -259   -1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     17.4      0.2     61.7     76.7     95.4     94.3      4.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       12        1        5        7       18       20                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      183,137
COMMITMENTS
  43,114   52,737    4,967  105,434   80,846  153,515  138,550   29,622   44,587

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      7,911)
  -4,941    2,692       77   16,261   -8,037   11,397   -5,268   -3,486   13,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     28.8      2.7     57.6     44.1     83.8     75.7     16.2     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      21       22       14       38       36       64       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       35,254
COMMITMENTS
  13,963    6,589      100    9,994   16,886   24,057   23,575   11,197   11,679

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -15,220)
     503   -6,276   -1,293   -9,469   -6,625  -10,259  -14,194   -4,961   -1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     18.7      0.3     28.3     47.9     68.2     66.9     31.8     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        7        1       10       14       18       21                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      121,964
COMMITMENTS
  55,563   21,718      895   61,736   95,627  118,194  118,240    3,770    3,724

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:   -102,586)
 -73,813    4,889   -2,312  -23,976 -104,464 -100,101 -101,887   -2,485     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     17.8      0.7     50.6     78.4     96.9     96.9      3.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       33        4       20       28       49       64                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      182,109
COMMITMENTS
  56,575   37,935    5,612  100,164  118,536  162,351  162,083   19,758   20,026

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -32,076)
     498    8,186   -3,572  -21,796  -35,114  -24,870  -30,500   -7,206   -1,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     20.8      3.1     55.0     65.1     89.2     89.0     10.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      23       23       12       36       44       62       77                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      125,769
COMMITMENTS
  57,286   24,351    2,386   42,873   78,049  102,545  104,786   23,224   20,983

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -33,359)
  -4,446  -29,224       66  -27,672    1,118  -32,052  -28,040   -1,307   -5,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.5     19.4      1.9     34.1     62.1     81.5     83.3     18.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      31       16       10       30       35       67       56                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      588,116
COMMITMENTS
 147,133  114,638   10,612  352,847  419,664  510,592  544,914   77,524   43,202

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -71,035)
  -6,687  -51,849   -7,055  -44,727   -5,038  -58,469  -63,942  -12,566   -7,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     19.5      1.8     60.0     71.4     86.8     92.7     13.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      70       41       29      101       69      181      130                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       50,772
COMMITMENTS
   4,131   38,114      290   44,180    9,706   48,601   48,110    2,171    2,662

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -2,610)
     207   -5,636      288   -2,883    2,875   -2,388   -2,473     -222     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     75.1      0.6     87.0     19.1     95.7     94.8      4.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      10       29        3        7       10       20       41                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,688
COMMITMENTS
   9,976   30,251      714   32,133   12,529   42,823   43,494    1,865    1,194

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -26,346)
 -10,705   -5,806   -2,802  -12,670  -13,454  -26,177  -22,062     -169   -4,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     67.7      1.6     71.9     28.0     95.8     97.3      4.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      17       35        9       18       14       40       53                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       10,501
COMMITMENTS
   4,562    3,409        0    5,636    5,293   10,198    8,702      303    1,799

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -8,480)
  -9,598      205       -3    1,539   -8,426   -8,062   -8,224     -418     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     32.5      0.0     53.7     50.4     97.1     82.9      2.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        8        0        3        4       10       12                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,289,019
COMMITMENTS
 1797197  1127857  2763350  5161886  5654213  9722433  9545420  566,586  743,599

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,701,785)
-854,216  441,916 -573,562 -194,745 -1503218 -1622523 -1634864  -79,262  -66,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     11.0     26.9     50.2     55.0     94.5     92.8      5.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      60       42       80      105      105      206      195                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        4,474
COMMITMENTS
   2,890    3,876      103        0        0    2,993    3,979    1,481      495

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        106)
     506      446     -391        0        0      115       55       -9       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.6     86.6      2.3      0.0      0.0     66.9     88.9     33.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      21       23        6        0        0       23       27                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      245,207
COMMITMENTS
  36,096   67,425   39,326  169,532  135,614  244,954  242,365      253    2,842

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     12,494)
   6,130   13,804   -3,212    9,426    1,952   12,344   12,544      150      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     27.5     16.0     69.1     55.3     99.9     98.8      0.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15       16       22       13       18       41       44                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      362,970
COMMITMENTS
  69,343   92,877   28,362  265,191  239,358  362,896  360,597       74    2,373

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     17,767)
 -12,508   23,944  -16,088   46,421    9,708   17,825   17,564      -58      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     25.6      7.8     73.1     65.9    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      17       31       24       21       40       49       84                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,024,737
COMMITMENTS
  88,601   76,675   72,469  685,745  693,788  846,816  842,932  177,921  181,805

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    241,288)
  10,616      894   31,506  150,616  164,686  192,739  197,087   48,549   44,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      7.5      7.1     66.9     67.7     82.6     82.3     17.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      638)
     118      108       90      315      325      475      482                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      113,904
COMMITMENTS
  20,147   11,612      836   78,243   12,715   99,226   25,163   14,678   88,741

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     18,168)
   7,382    1,380      576    8,191      340   16,149    2,296    2,019   15,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     10.2      0.7     68.7     11.2     87.1     22.1     12.9     77.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        3        4       22        9       32       14                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| 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:       17,635
COMMITMENTS
     935    1,562      341   12,496   12,664   13,772   14,567    3,863    3,068

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        716)
       0      198      341     -765   -1,600     -424   -1,061    1,140    1,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      8.9      1.9     70.9     71.8     78.1     82.6     21.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        1       16       11       19       14                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    4,554,164
COMMITMENTS
 470,504  453,547  229,934  3037510  3405364  3737948  4088845  816,216  465,319

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:  1,115,598)
  38,520   19,921  132,303  712,127  821,729  882,950  973,953  232,648  141,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     10.0      5.0     66.7     74.8     82.1     89.8     17.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      637)
     115      110       90      311      324      470      481                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| 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:       24,094
COMMITMENTS
       0    2,516        0   20,398   17,722   20,398   20,238    3,696    3,856

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -1,346)
       0       -3        0   -2,709   -2,099   -2,709   -2,102    1,363      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.4      0.0     84.7     73.6     84.7     84.0     15.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       10       17       10       19                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       14,598
COMMITMENTS
   2,042    1,096        0    4,786   12,004    6,828   13,100    7,770    1,498

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      7.5      0.0     32.8     82.2     46.8     89.7     53.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        0       10       11       12       13                  
 
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874I
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| 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:       15,955
COMMITMENTS
     707      203      399    9,473   10,774   10,579   11,376    5,376    4,579

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      5,261)
      58        0      399    1,607    1,097    2,064    1,496    3,197    3,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      1.3      2.5     59.4     67.5     66.3     71.3     33.7     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       11       13       13       16                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| 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:       17,929
COMMITMENTS
   1,574      265      578   12,842   14,192   14,994   15,035    2,935    2,894

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      3,547)
      68     -619      562    2,483    1,978    3,113    1,921      434    1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      1.5      3.2     71.6     79.2     83.6     83.9     16.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        2       13       14       17       17                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       90,152
COMMITMENTS
   7,933    1,797      689   69,775   79,930   78,397   82,416   11,755    7,736

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     13,765)
  -4,620      -74      182   15,033   10,481   10,595   10,589    3,170    3,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      2.0      0.8     77.4     88.7     87.0     91.4     13.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       8        2        3       47       41       56       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:       59,254
COMMITMENTS
  13,368    8,885    4,900   28,607   33,479   46,875   47,264   12,379   11,990

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     15,223)
  -1,631   -2,580    3,883    8,252    8,651   10,504    9,954    4,718    5,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     15.0      8.3     48.3     56.5     79.1     79.8     20.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      54       44       25      101       98      168      155                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      296,271
COMMITMENTS
  66,840   44,424   24,502  143,035  167,394  234,377  236,320   61,894   59,951

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     76,113)
  -8,154  -12,901   19,416   41,259   43,256   52,521   49,771   23,592   26,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     15.0      8.3     48.3     56.5     79.1     79.8     20.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      54       44       25      101       98      168      155                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      149,878
COMMITMENTS
  39,246   67,979    2,390   88,902   50,077  130,538  120,446   19,340   29,432

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -61,365)
 -10,511  -35,791   -3,587  -44,934  -17,894  -59,032  -57,272   -2,333   -4,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     45.4      1.6     59.3     33.4     87.1     80.4     12.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       24        6       18       34       39       60                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      620,330
COMMITMENTS
  63,378   79,157   13,592  510,566  497,464  587,536  590,213   32,794   30,117

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    117,587)
 -21,585   16,196    5,123  115,210   83,878   98,748  105,197   18,839   12,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     12.8      2.2     82.3     80.2     94.7     95.1      5.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      50       45       31      160      145      224      207                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,041
COMMITMENTS
   4,624    8,858      215   23,037   25,782   27,876   34,855   13,165    6,186

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:    -16,502)
  -6,134   -3,984     -988  -13,528   -3,145  -20,650   -8,117    4,148   -8,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     21.6      0.5     56.1     62.8     67.9     84.9     32.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8       16        5       30       27       40       46                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 03/17/20                         |
--------------------------------------------------------------| 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:      140,538
COMMITMENTS
  59,957    1,157    1,664   78,761  137,670  140,382  140,491      156       47

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:     -3,144)
  -5,030       57      -80    1,916   -2,127   -3,194   -2,150       50     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7      0.8      1.2     56.0     98.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        3        4       27       24       40       30                  



Updated March 20, 2020