BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    14,588:        43      3,387      1,651     11,991      8,817     13,685     13,855:       902        732
Old  :    14,588:        43      3,387      1,651     11,991      8,817     13,685     13,855:       902        732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       637:       -23       -184         80        519        607        576        504:        61        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       23.2       11.3       82.2       60.4       93.8       95.0:       6.2        5.0
Old  :     100.0:       0.3       23.2       11.3       82.2       60.4       93.8       95.0:       6.2        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         2          9          8         31         25         39         36:
Old  :        47:         2          9          8         31         25         39         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       34.5       56.7       57.1       36.6       32.4       52.0       53.8
Old  :                 38.1       34.5       56.7       57.1       36.6       32.4       52.0       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    37,622:     5,272      2,249     10,435     17,380     14,830     33,088     27,515:     4,534     10,107
Old  :    37,622:     5,272      2,249     10,435     17,380     14,830     33,088     27,515:     4,534     10,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     1,785:       332        238        549      1,111        350      1,992      1,136:      -208        649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        6.0       27.7       46.2       39.4       87.9       73.1:      12.1       26.9
Old  :     100.0:      14.0        6.0       27.7       46.2       39.4       87.9       73.1:      12.1       26.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        20         18         27         31         27         63         60:
Old  :        75:        20         18         27         31         27         63         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       27.5       50.7       40.1       22.2       14.5       30.4       20.6
Old  :                 32.2       27.5       50.7       40.1       22.2       14.5       30.4       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :    15,414:       269      1,737      3,190     11,076      9,859     14,535     14,785:       879        629
Old  :    15,414:       269      1,737      3,190     11,076      9,859     14,535     14,785:       879        629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     1,777:      -136       -212        641      1,481      1,215      1,985      1,644:      -208        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       11.3       20.7       71.9       64.0       94.3       95.9:       5.7        4.1
Old  :     100.0:       1.7       11.3       20.7       71.9       64.0       94.3       95.9:       5.7        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         6          5          7         37         28         46         37:
Old  :        51:         6          5          7         37         28         46         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       52.2       43.9       70.7       19.1       38.1       30.3       46.3
Old  :                 27.1       52.2       43.9       70.7       19.1       38.1       30.3       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,806:     4,386      1,011      2,136      5,667      6,775     12,190      9,922:       616      2,884
Old  :    12,806:     4,386      1,011      2,136      5,667      6,775     12,190      9,922:       616      2,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       935:      -271        218        298        853        388        880        904:        55         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        7.9       16.7       44.3       52.9       95.2       77.5:       4.8       22.5
Old  :     100.0:      34.3        7.9       16.7       44.3       52.9       95.2       77.5:       4.8       22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         7          3          8         20         23         29         32:
Old  :        38:         7          3          8         20         23         29         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       35.9       81.1       53.5       55.9       34.4       66.8       43.4
Old  :                 57.6       35.9       81.1       53.5       55.9       34.4       66.8       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   378,597:   103,958     75,576    119,622    124,995    148,582    348,575    343,781:    30,022     34,816
Old  :   354,327:   101,307     77,657    109,996    116,759    134,702    328,061    322,355:    26,265     31,972
Other:    24,270:     8,035      3,303      4,243      8,236     13,880     20,514     21,425:     3,756      2,845
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :   -12,371:     9,245      7,738    -16,656     -4,305     -2,652    -11,717    -11,571:      -654       -800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       20.0       31.6       33.0       39.2       92.1       90.8:       7.9        9.2
Old  :     100.0:      28.6       21.9       31.0       33.0       38.0       92.6       91.0:       7.4        9.0
Other:     100.0:      33.1       13.6       17.5       33.9       57.2       84.5       88.3:      15.5       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       119        114        146         96         99        298        291:
Old  :       357:       116        121        143         95         99        291        290:
Other:       129:        40         22         26         41         50         90         90:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       17.9       21.6       25.8       11.3       14.4       18.3       19.2
Old  :                 13.3       17.4       22.6       25.4       11.9       13.9       19.4       19.1
Other:                 20.2       34.8       32.7       47.7       18.1       32.3       27.7       40.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   382,776:   102,068     42,517     97,407    145,789    190,625    345,264    330,550:    37,512     52,226
Old  :   382,776:   102,068     42,517     97,407    145,789    190,625    345,264    330,550:    37,512     52,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     4,014:     1,908      8,646        719      2,915     -4,111      5,542      5,253:    -1,528     -1,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       11.1       25.4       38.1       49.8       90.2       86.4:       9.8       13.6
Old  :     100.0:      26.7       11.1       25.4       38.1       49.8       90.2       86.4:       9.8       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:       123         83        129        139        152        329        312:
Old  :       397:       123         83        129        139        152        329        312:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       16.2       23.6       26.5       14.2       15.7       22.7       23.2
Old  :                 14.3       16.2       23.6       26.5       14.2       15.7       22.7       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,755:     2,087        528        672        773      2,326      3,532      3,526:     1,223      1,229
Old  :     4,755:     2,087        528        672        773      2,326      3,532      3,526:     1,223      1,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       291:       261        -38         73         40        134        374        169:       -83        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9       11.1       14.1       16.3       48.9       74.3       74.1:      25.7       25.9
Old  :     100.0:      43.9       11.1       14.1       16.3       48.9       74.3       74.1:      25.7       25.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        25          9         10         11         17         41         31:
Old  :        54:        25          9         10         11         17         41         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       29.0       40.2       44.7       22.2       27.2       35.2       40.7
Old  :                 25.3       29.0       40.2       44.7       22.2       27.2       35.2       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    64,859:    16,932     16,109     24,961     13,255      9,278     55,148     50,349:     9,711     14,510
Old  :    64,859:    16,932     16,109     24,961     13,255      9,278     55,148     50,349:     9,711     14,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :      -501:       338       -681          4        475        328        816       -350:    -1,318       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       24.8       38.5       20.4       14.3       85.0       77.6:      15.0       22.4
Old  :     100.0:      26.1       24.8       38.5       20.4       14.3       85.0       77.6:      15.0       22.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        51         57         72         60         60        154        164:
Old  :       206:        51         57         72         60         60        154        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       13.8       31.8       22.5       17.1        9.1       21.8       16.1
Old  :                 20.7       13.8       31.8       22.5       17.1        9.1       21.8       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :    23,609:     1,005      4,484      3,776     18,200     13,981     22,981     22,241:       628      1,368
Old  :    23,609:     1,005      4,484      3,776     18,200     13,981     22,981     22,241:       628      1,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       787:        -1        330         -5        817        426        811        752:       -24         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       19.0       16.0       77.1       59.2       97.3       94.2:       2.7        5.8
Old  :     100.0:       4.3       19.0       16.0       77.1       59.2       97.3       94.2:       2.7        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        10         17         14         30         30         52         49:
Old  :        67:        10         17         14         30         30         52         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       36.9       68.6       52.7       53.7       33.4       63.9       45.8
Old  :                 53.7       36.9       68.6       52.7       53.7       33.4       63.9       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    53,379:    27,686        664         91     23,431     51,476     51,208     52,231:     2,171      1,148
Old  :    53,379:    27,686        664         91     23,431     51,476     51,208     52,231:     2,171      1,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       183:      -227       -313         91        322        280        186         58:        -3        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9        1.2        0.2       43.9       96.4       95.9       97.8:       4.1        2.2
Old  :     100.0:      51.9        1.2        0.2       43.9       96.4       95.9       97.8:       4.1        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        25          5          1         11          9         37         14:
Old  :        47:        25          5          1         11          9         37         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       88.2       77.8       96.7       56.8       84.0       73.4       91.0
Old  :                 56.9       88.2       77.8       96.7       56.8       84.0       73.4       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   175,297:    61,053     53,749      7,761     70,182     84,468    138,996    145,978:    36,301     29,319
Old  :   175,297:    61,053     53,749      7,761     70,182     84,468    138,996    145,978:    36,301     29,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :    -1,866:    -6,428     -5,039        793      6,952      2,140      1,316     -2,106:    -3,183        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       30.7        4.4       40.0       48.2       79.3       83.3:      20.7       16.7
Old  :     100.0:      34.8       30.7        4.4       40.0       48.2       79.3       83.3:      20.7       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        31         25         17         41         40         79         76:
Old  :       117:        31         25         17         41         40         79         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       36.1       34.0       46.1       22.8       36.1       30.8       45.4
Old  :                 23.1       36.1       34.0       46.1       22.8       36.1       30.8       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    55,480:    17,390     15,899      1,152     25,659     15,921     44,202     32,972:    11,278     22,508
Old  :    55,480:    17,390     15,899      1,152     25,659     15,921     44,202     32,972:    11,278     22,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     1,328:     1,229      3,471        -78      1,636     -4,484      2,788     -1,090:    -1,460      2,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       28.7        2.1       46.2       28.7       79.7       59.4:      20.3       40.6
Old  :     100.0:      31.3       28.7        2.1       46.2       28.7       79.7       59.4:      20.3       40.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        12         15          4         17         21         30         39:
Old  :        58:        12         15          4         17         21         30         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       17.9       50.1       26.6       40.9       17.9       50.1       26.6
Old  :                 40.9       17.9       50.1       26.6       40.9       17.9       50.1       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   302,540:   192,433     39,013      1,247    100,631    258,656    294,311    298,917:     8,228      3,623
Old  :   302,540:   192,433     39,013      1,247    100,631    258,656    294,311    298,917:     8,228      3,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :      -534:    -1,585      1,429       -320      1,337     -1,554       -567       -444:        33        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.6       12.9        0.4       33.3       85.5       97.3       98.8:       2.7        1.2
Old  :     100.0:      63.6       12.9        0.4       33.3       85.5       97.3       98.8:       2.7        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        93         35         11         28         35        126         76:
Old  :       184:        93         35         11         28         35        126         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       70.0       51.3       79.8       35.3       69.0       51.2       78.7
Old  :                 35.3       70.0       51.3       79.8       35.3       69.0       51.2       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   240,283:    74,621     44,176     16,928    114,874    150,235    206,424    211,339:    33,859     28,944
Old  :   240,283:    74,621     44,176     16,928    114,874    150,235    206,424    211,339:    33,859     28,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     8,372:     8,484       -340        320     -1,602      7,595      7,202      7,575:     1,170        797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       18.4        7.0       47.8       62.5       85.9       88.0:      14.1       12.0
Old  :     100.0:      31.1       18.4        7.0       47.8       62.5       85.9       88.0:      14.1       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        30         27         18         46         47         86         82:
Old  :       128:        30         27         18         46         47         86         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       29.1       39.8       40.6       28.5       28.5       39.7       38.8
Old  :                 28.6       29.1       39.8       40.6       28.5       28.5       39.7       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   231,043:    57,628     89,402     15,922    130,098     83,536    203,649    188,860:    27,394     42,183
Old  :   231,043:    57,628     89,402     15,922    130,098     83,536    203,649    188,860:    27,394     42,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :    10,931:     3,081      4,796      1,990      5,910      2,759     10,981      9,546:       -50      1,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       38.7        6.9       56.3       36.2       88.1       81.7:      11.9       18.3
Old  :     100.0:      24.9       38.7        6.9       56.3       36.2       88.1       81.7:      11.9       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        34         44         20         40         46         83        101:
Old  :       141:        34         44         20         40         46         83        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       26.3       53.2       38.5       42.2       26.3       51.5       35.1
Old  :                 42.4       26.3       53.2       38.5       42.2       26.3       51.5       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   696,623:   168,693    270,555     46,971    378,852    314,562    594,517    632,088:   102,106     64,534
Old  :   696,623:   168,693    270,555     46,971    378,852    314,562    594,517    632,088:   102,106     64,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :    23,940:       313     10,686      6,839     11,962      7,273     19,113     24,798:     4,827       -858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       38.8        6.7       54.4       45.2       85.3       90.7:      14.7        9.3
Old  :     100.0:      24.2       38.8        6.7       54.4       45.2       85.3       90.7:      14.7        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        85         83         51        112         86        217        200:
Old  :       314:        85         83         51        112         86        217        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       26.3       25.9       36.8       15.5       26.3       24.6       36.8
Old  :                 16.4       26.3       25.9       36.8       15.5       26.3       24.6       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE                                               Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    23,860:     3,358      3,812        686      7,073     12,116     11,117     16,614:    12,743      7,246
Old  :    23,860:     3,358      3,812        686      7,073     12,116     11,117     16,614:    12,743      7,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       372:         8       -219        236       -228         64         16         81:       356        291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       16.0        2.9       29.6       50.8       46.6       69.6:      53.4       30.4
Old  :     100.0:      14.1       16.0        2.9       29.6       50.8       46.6       69.6:      53.4       30.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          5          2         10         10         16         15:
Old  :        22:         4          5          2         10         10         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       36.2       33.7       55.3       19.6       33.9       31.2       52.2
Old  :                 21.7       36.2       33.7       55.3       19.6       33.9       31.2       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE                                                Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :    26,199:     7,099      1,018        931     10,833     18,702     18,863     20,651:     7,336      5,548
Old  :    26,199:     7,099      1,018        931     10,833     18,702     18,863     20,651:     7,336      5,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        3.9        3.6       41.3       71.4       72.0       78.8:      28.0       21.2
Old  :     100.0:      27.1        3.9        3.6       41.3       71.4       72.0       78.8:      28.0       21.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          3          3         12         10         19         13:
Old  :        21:         4          3          3         12         10         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       56.0       59.2       69.5       39.1       51.0       58.0       61.5
Old  :                 40.2       56.0       59.2       69.5       39.1       51.0       58.0       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    52,309:     9,730     44,710        579     39,777      5,096     50,086     50,385:     2,223      1,924
Old  :    52,309:     9,730     44,710        579     39,777      5,096     50,086     50,385:     2,223      1,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     2,977:       271      3,046         63      2,789        335      3,123      3,444:      -146       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       85.5        1.1       76.0        9.7       95.8       96.3:       4.2        3.7
Old  :     100.0:      18.6       85.5        1.1       76.0        9.7       95.8       96.3:       4.2        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        20         31          5          9         11         31         45:
Old  :        69:        20         31          5          9         11         31         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       64.4       85.5       75.2       75.8       63.9       84.5       74.8
Old  :                 76.8       64.4       85.5       75.2       75.8       63.9       84.5       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    53,061:    17,490     29,672      1,868     30,430     15,488     49,788     47,028:     3,273      6,033
Old  :    53,061:    17,490     29,672      1,868     30,430     15,488     49,788     47,028:     3,273      6,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     3,890:    -2,464      5,703       -593      7,677     -1,331      4,619      3,779:      -729        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       55.9        3.5       57.3       29.2       93.8       88.6:       6.2       11.4
Old  :     100.0:      33.0       55.9        3.5       57.3       29.2       93.8       88.6:       6.2       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        26         43         11         23         13         55         61:
Old  :       100:        26         43         11         23         13         55         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       36.3       50.8       55.9       36.7       35.7       50.6       55.3
Old  :                 36.7       36.3       50.8       55.9       36.7       35.7       50.6       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                                                        Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF ZAR 500,000)                                                 :
     :          :                                                                            :
All  :    18,766:    14,141      2,636          1      3,592     14,525     17,734     17,162:     1,032      1,604
Old  :    18,766:    14,141      2,636          1      3,592     14,525     17,734     17,162:     1,032      1,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     1,141:       666        347          0        484        720      1,150      1,067:        -9         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.4       14.0        0.0       19.1       77.4       94.5       91.5:       5.5        8.5
Old  :     100.0:      75.4       14.0        0.0       19.1       77.4       94.5       91.5:       5.5        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         8          7          1          4          7         12         15:
Old  :        25:         8          7          1          4          7         12         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.2       73.1       90.4       86.5       74.2       73.1       90.4       86.5
Old  :                 74.2       73.1       90.4       86.5       74.2       73.1       90.4       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :21,850,329: 1,890,102    628,627 10,997,644  8,268,054  9,333,228 21,155,801 20,959,500:   694,527    890,828
Old  :21,850,329: 1,890,102    628,627 10,997,644  8,268,054  9,333,228 21,155,801 20,959,500:   694,527    890,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :  -203,867:    -1,125    -64,248     21,733   -175,767    -68,587   -155,159   -111,102:   -48,708    -92,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        2.9       50.3       37.8       42.7       96.8       95.9:       3.2        4.1
Old  :     100.0:       8.7        2.9       50.3       37.8       42.7       96.8       95.9:       3.2        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        77         68        111        128        128        265        249:
Old  :       283:        77         68        111        128        128        265        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       21.8       31.8       34.4        7.8       12.5       11.6       14.5
Old  :                 18.6       21.8       31.8       34.4        7.8       12.5       11.6       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                                                   Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :     6,573:     4,320      5,750        395          0          0      4,714      6,144:     1,859        429
Old  :     6,573:     4,320      5,750        395          0          0      4,714      6,144:     1,859        429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       384:       734        465        -45          0          0        689        420:      -306        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.7       87.5        6.0        0.0        0.0       71.7       93.5:      28.3        6.5
Old  :     100.0:      65.7       87.5        6.0        0.0        0.0       71.7       93.5:      28.3        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        43         18         12          0          0         49         24:
Old  :        61:        43         18         12          0          0         49         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       70.7       39.6       80.0       25.6       70.6       35.8       79.8
Old  :                 29.4       70.7       39.6       80.0       25.6       70.6       35.8       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($2,500 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   170,487:    16,780     19,366     41,457    110,852    106,391    169,090    167,214:     1,397      3,272
Old  :   170,487:    16,780     19,366     41,457    110,852    106,391    169,090    167,214:     1,397      3,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     2,823:       289        376      1,378      1,124       -580      2,791      1,173:        32      1,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       11.4       24.3       65.0       62.4       99.2       98.1:       0.8        1.9
Old  :     100.0:       9.8       11.4       24.3       65.0       62.4       99.2       98.1:       0.8        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        16         17         21         12         19         41         44:
Old  :        58:        16         17         21         12         19         41         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.4       54.4       87.6       70.3       59.8       43.5       62.1       54.1
Old  :                 76.4       54.4       87.6       70.3       59.8       43.5       62.1       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                                                              Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($4,167 x Contract IMM Index)                                              :
     :          :                                                                            :
All  :   262,794:    87,201     55,066     50,918    124,575    155,776    262,694    261,760:       100      1,034
Old  :   262,794:    87,201     55,066     50,918    124,575    155,776    262,694    261,760:       100      1,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :    49,942:    17,638     12,579      4,061     30,583     33,100     52,282     49,740:    -2,340        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       21.0       19.4       47.4       59.3      100.0       99.6:       0.0        0.4
Old  :     100.0:      33.2       21.0       19.4       47.4       59.3      100.0       99.6:       0.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        18         30         26         20         32         49         77:
Old  :        85:        18         30         26         20         32         49         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       29.2       72.9       44.7       44.2       25.7       54.0       37.2
Old  :                 54.9       29.2       72.9       44.7       44.2       25.7       54.0       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  :   820,837:    93,290     88,188    160,007    477,714    487,756    731,012    735,951:    89,825     84,886
Old  :   820,837:    93,290     88,188    160,007    477,714    487,756    731,012    735,951:    89,825     84,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :    13,270:     3,359      3,705      1,881      6,231      6,699     11,471     12,285:     1,798        984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       10.7       19.5       58.2       59.4       89.1       89.7:      10.9       10.3
Old  :     100.0:      11.4       10.7       19.5       58.2       59.4       89.1       89.7:      10.9       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       634:       140        126        148        289        275        501        477:
Old  :       634:       140        126        148        289        275        501        477:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       16.7       22.9       27.7        8.5       10.8       13.3       17.5
Old  :                 14.3       16.7       22.9       27.7        8.5       10.8       13.3       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :    71,232:     8,486      5,338     14,399     26,939     29,408     49,823     49,145:    21,408     22,087
Old  :    71,232:     8,486      5,338     14,399     26,939     29,408     49,823     49,145:    21,408     22,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :      -519:       510       -487        363     -3,731       -856     -2,858       -981:     2,339        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        7.5       20.2       37.8       41.3       69.9       69.0:      30.1       31.0
Old  :     100.0:      11.9        7.5       20.2       37.8       41.3       69.9       69.0:      30.1       31.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        11         12         16         17         24         39         41:
Old  :        50:        11         12         16         17         24         39         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       23.8       44.6       38.4       20.6       17.2       32.5       27.5
Old  :                 26.6       23.8       44.6       38.4       20.6       17.2       32.5       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                                                   Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Energy Index p                                   :
     :          :                                                                            :
All  :    16,134:       538        961         46     12,623     14,042     13,207     15,049:     2,927      1,085
Old  :    16,134:       538        961         46     12,623     14,042     13,207     15,049:     2,927      1,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     1,414:         0        584          0      1,239      1,192      1,239      1,776:       175       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        6.0        0.3       78.2       87.0       81.9       93.3:      18.1        6.7
Old  :     100.0:       3.3        6.0        0.3       78.2       87.0       81.9       93.3:      18.1        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          3          1         13          9         15         13:
Old  :        25:         2          3          1         13          9         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       79.1       72.3       87.4       49.2       79.1       72.3       86.9
Old  :                 49.2       79.1       72.3       87.4       49.2       79.1       72.3       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 3,748,026:   478,199    468,422    673,867  2,253,879  2,291,739  3,405,944  3,434,028:   342,082    313,998
Old  : 3,748,026:   478,199    468,422    673,867  2,253,879  2,291,739  3,405,944  3,434,028:   342,082    313,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :    68,942:    19,672     26,389      2,165     49,809     37,776     71,646     66,330:    -2,704      2,612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       12.5       18.0       60.1       61.1       90.9       91.6:       9.1        8.4
Old  :     100.0:      12.8       12.5       18.0       60.1       61.1       90.9       91.6:       9.1        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       619:       137        119        141        284        268        486        463:
Old  :       619:       137        119        141        284        268        486        463:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       16.8       23.4       28.5        9.3       12.6       14.4       19.5
Old  :                 14.4       16.8       23.4       28.5        9.3       12.6       14.4       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($250 x S&P Select Sector Financial Inde                                   :
     :          :                                                                            :
All  :    31,826:     1,462      2,800          0     26,931     26,050     28,393     28,850:     3,433      2,976
Old  :    31,826:     1,462      2,800          0     26,931     26,050     28,393     28,850:     3,433      2,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :      -261:         2       -105          0       -438         44       -436        -61:       175       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        8.8        0.0       84.6       81.9       89.2       90.6:      10.8        9.4
Old  :     100.0:       4.6        8.8        0.0       84.6       81.9       89.2       90.6:      10.8        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          3          0          8         14         12         17:
Old  :        26:         4          3          0          8         14         12         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       64.6       85.4       81.8       74.4       64.6       82.8       81.8
Old  :                 76.8       64.6       85.4       81.8       74.4       64.6       82.8       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE                                               Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Technology Ind                                   :
     :          :                                                                            :
All  :    12,291:       300        668          0      9,704     11,080     10,004     11,748:     2,287        543
Old  :    12,291:       300        668          0      9,704     11,080     10,004     11,748:     2,287        543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       329:       100         -2          0      1,271        385      1,371        383:    -1,042        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        5.4        0.0       79.0       90.1       81.4       95.6:      18.6        4.4
Old  :     100.0:       2.4        5.4        0.0       79.0       90.1       81.4       95.6:      18.6        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          0         10         12         11         15:
Old  :        23:         1          3          0         10         12         11         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.6       67.3       76.4       83.6       61.7       67.3       75.5       83.6
Old  :                 62.6       67.3       76.4       83.6       61.7       67.3       75.5       83.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 x S&P Select Sector Utilities Inde                                   :
     :          :                                                                            :
All  :    16,740:     1,415      1,515         14     11,766     13,726     13,195     15,255:     3,545      1,485
Old  :    16,740:     1,415      1,515         14     11,766     13,726     13,195     15,255:     3,545      1,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :      -532:        53        215         14         56       -802        123       -573:      -655         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        9.1        0.1       70.3       82.0       78.8       91.1:      21.2        8.9
Old  :     100.0:       8.5        9.1        0.1       70.3       82.0       78.8       91.1:      21.2        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          3          1          9         12         13         15:
Old  :        25:         3          3          1          9         12         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       55.0       69.4       79.5       50.3       55.0       67.4       74.7
Old  :                 50.8       55.0       69.4       79.5       50.3       55.0       67.4       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    78,785:    16,746      3,948        726     50,309     70,005     67,781     74,679:    11,004      4,106
Old  :    78,785:    16,746      3,948        726     50,309     70,005     67,781     74,679:    11,004      4,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :        68:       281       -277        -92       -197         13         -8       -356:        76        424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.0        0.9       63.9       88.9       86.0       94.8:      14.0        5.2
Old  :     100.0:      21.3        5.0        0.9       63.9       88.9       86.0       94.8:      14.0        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        14          6          6         38         34         54         44:
Old  :        79:        14          6          6         38         34         54         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       41.5       48.2       61.5       31.7       41.4       47.9       61.3
Old  :                 31.8       41.5       48.2       61.5       31.7       41.4       47.9       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :    49,825:    15,715     11,494      7,435     18,682     21,415     41,831     40,344:     7,994      9,481
Old  :    49,825:    15,715     11,494      7,435     18,682     21,415     41,831     40,344:     7,994      9,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       709:       862     -1,203        555       -861        972        557        324:       152        384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       23.1       14.9       37.5       43.0       84.0       81.0:      16.0       19.0
Old  :     100.0:      31.5       23.1       14.9       37.5       43.0       84.0       81.0:      16.0       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        76         63         36         95         94        189        175:
Old  :       289:        76         63         36         95         94        189        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       17.5       27.8       25.3       12.7        8.6       21.5       15.6
Old  :                 17.2       17.5       27.8       25.3       12.7        8.6       21.5       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   249,125:    78,573     57,471     37,175     93,409    107,076    209,157    201,722:    39,968     47,403
Old  :   249,125:    78,573     57,471     37,175     93,409    107,076    209,157    201,722:    39,968     47,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     3,545:     4,312     -6,015      2,777     -4,305      4,860      2,784      1,622:       761      1,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       23.1       14.9       37.5       43.0       84.0       81.0:      16.0       19.0
Old  :     100.0:      31.5       23.1       14.9       37.5       43.0       84.0       81.0:      16.0       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        76         63         36         95         94        189        175:
Old  :       289:        76         63         36         95         94        189        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       17.5       27.8       25.3       12.7        8.6       21.5       15.6
Old  :                 17.2       17.5       27.8       25.3       12.7        8.6       21.5       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   207,838:    47,314     86,187     15,133    110,743     70,750    173,190    172,071:    34,648     35,767
Old  :   207,838:    47,314     86,187     15,133    110,743     70,750    173,190    172,071:    34,648     35,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :    12,104:       312      5,226      2,919      5,893      5,415      9,124     13,560:     2,980     -1,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       41.5        7.3       53.3       34.0       83.3       82.8:      16.7       17.2
Old  :     100.0:      22.8       41.5        7.3       53.3       34.0       83.3       82.8:      16.7       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        27         39         23         29         38         68         90:
Old  :       114:        27         39         23         29         38         68         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       20.8       54.6       31.6       38.5       20.6       50.7       31.3
Old  :                 41.1       20.8       54.6       31.6       38.5       20.6       50.7       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE                                                 Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $50)                                                  :
     :          :                                                                            :
All  :   492,375:   112,048     70,801      8,908    346,317    394,534    467,273    474,243:    25,102     18,132
Old  :   492,375:   112,048     70,801      8,908    346,317    394,534    467,273    474,243:    25,102     18,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       260:     2,142      1,155     -2,857      1,580      1,766        865         64:      -605        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       14.4        1.8       70.3       80.1       94.9       96.3:       5.1        3.7
Old  :     100.0:      22.8       14.4        1.8       70.3       80.1       94.9       96.3:       5.1        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        62         45         29        141        110        214        173:
Old  :       305:        62         45         29        141        110        214        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       20.6       31.9       37.1       17.5       20.3       30.9       36.5
Old  :                 18.5       20.6       31.9       37.1       17.5       20.3       30.9       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 1000 VALUE INDEX x $50)                                           :
     :          :                                                                            :
All  :     7,781:     1,677      4,390          0      4,868      2,553      6,545      6,943:     1,236        838
Old  :     7,781:     1,677      4,390          0      4,868      2,553      6,545      6,943:     1,236        838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       56.4        0.0       62.6       32.8       84.1       89.2:      15.9       10.8
Old  :     100.0:      21.6       56.4        0.0       62.6       32.8       84.1       89.2:      15.9       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          3          0          8          5         12          8:
Old  :        20:         4          3          0          8          5         12          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       71.1       71.9       89.2       54.0       71.1       71.9       89.2
Old  :                 54.0       71.1       71.9       89.2       54.0       71.1       71.9       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    19,674:     2,619      8,476        517     10,335      6,764     13,471     15,757:     6,203      3,917
Old  :    19,674:     2,619      8,476        517     10,335      6,764     13,471     15,757:     6,203      3,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :       716:      -109         28        131        398         22        420        181:       296        535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       43.1        2.6       52.5       34.4       68.5       80.1:      31.5       19.9
Old  :     100.0:      13.3       43.1        2.6       52.5       34.4       68.5       80.1:      31.5       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         6          6          3         10          5         18         12:
Old  :        25:         6          6          3         10          5         18         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       58.8       58.4       75.8       45.0       58.7       57.1       75.0
Old  :                 45.0       58.8       58.4       75.8       45.0       58.7       57.1       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :    57,941:    17,973      6,447        982     30,088     10,270     49,043     17,699:     8,898     40,242
Old  :    57,941:    17,973      6,447        982     30,088     10,270     49,043     17,699:     8,898     40,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     1,641:       330       -496        132         88     -1,229        550     -1,593:     1,091      3,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       11.1        1.7       51.9       17.7       84.6       30.5:      15.4       69.5
Old  :     100.0:      31.0       11.1        1.7       51.9       17.7       84.6       30.5:      15.4       69.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        20         12          6         31         21         54         36:
Old  :        78:        20         12          6         31         21         54         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       10.5       41.2       16.4       26.7       10.5       41.1       16.0
Old  :                 26.7       10.5       41.2       16.4       26.7       10.5       41.1       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                     :
     :          :                                                                            :
All  :   102,977:    34,110      4,681      1,209     67,629     97,026    102,948    102,916:        29         61
Old  :   102,977:    34,110      4,681      1,209     67,629     97,026    102,948    102,916:        29         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 11, 2020                    :
     :     4,532:     1,104       -500        300      3,123      4,732      4,527      4,532:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        4.5        1.2       65.7       94.2      100.0       99.9:       0.0        0.1
Old  :     100.0:      33.1        4.5        1.2       65.7       94.2      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        14          2          4         27         19         42         24:
Old  :        49:        14          2          4         27         19         42         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       61.3       64.1       85.4       38.6       54.6       56.5       70.4
Old  :                 42.9       61.3       64.1       85.4       38.6       54.6       56.5       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 21, 2020