BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,900
COMMITMENTS
     591    1,617      436    7,119    6,470    8,146    8,523      754      377

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        409)
     -48      108       89      177      284      218      481      191      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     18.2      4.9     80.0     72.7     91.5     95.8      8.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        6        7       24       24       32       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,918
COMMITMENTS
  10,171    3,502      568    7,219   12,409   17,958   16,479    2,960    4,439

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        899)
     323     -237       22      196    1,006      541      791      358      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     16.7      2.7     34.5     59.3     85.8     78.8     14.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      16       11       14       22       26       45       44                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,855
COMMITMENTS
   1,157    2,096      242    5,881    4,808    7,280    7,146      575      709

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        482)
       5      164       -1      529      158      533      321      -51      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     26.7      3.1     74.9     61.2     92.7     91.0      7.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        8        4       30       21       38       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,797
COMMITMENTS
      44    4,177      225    5,016      957    5,285    5,359      512      438

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        116)
       0       63       31       44        0       75       94       41       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     72.1      3.9     86.5     16.5     91.2     92.4      8.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        9        6       18        7       26       16                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      226,900
COMMITMENTS
  88,836   40,851   43,947   73,850  114,775  206,633  199,573   20,267   27,327

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      5,681)
   3,737    1,112      843    1,066    3,721    5,646    5,676       35        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     18.0     19.4     32.5     50.6     91.1     88.0      8.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     122       66      103       58       82      228      219                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      294,392
COMMITMENTS
  99,890   37,361   57,584  107,185  159,794  264,659  254,739   29,733   39,653

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      1,179)
  -2,661      924    3,562     -246   -1,758      655    2,728      524   -1,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     12.7     19.6     36.4     54.3     89.9     86.5     10.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     107       63      109       93      121      261      254                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,505
COMMITMENTS
     681      382      217    1,541    2,295    2,439    2,894    1,066      611

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:         -8)
    -155       69       42       55      -20      -58       91       50      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     10.9      6.2     44.0     65.5     69.6     82.6     30.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17        6        4       14       14       33       24                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,141
COMMITMENTS
  16,029   13,889    7,404   13,610   11,931   37,043   33,224    7,098   10,917

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      1,731)
     289    1,292     -472    1,550      982    1,367    1,802      364      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     31.5     16.8     30.8     27.0     83.9     75.3     16.1     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      38       52       36       43       42      106      110                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,863
COMMITMENTS
   1,170    9,218      757   21,461   13,211   23,388   23,186      475      677

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        647)
     126      236       18      478      382      622      636       25       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     38.6      3.2     89.9     55.4     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      11       11        8       23       23       41       35                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       18,316
COMMITMENTS
   4,749    8,131        0   12,398    8,057   17,147   16,188    1,169    2,128

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -9,549)
 -10,040      994        0      660  -11,062   -9,380  -10,068     -169      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     44.4      0.0     67.7     44.0     93.6     88.4      6.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       14        0       11        7       21       21                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      117,564
COMMITMENTS
  23,588   42,470    1,109   61,980   57,005   86,677  100,584   30,887   16,980

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:    -29,709)
  -5,321   -3,382     -396   -7,105  -25,600  -12,822  -29,378  -16,887     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     36.1      0.9     52.7     48.5     73.7     85.6     26.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      23       22       10       34       31       61       59                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,875
COMMITMENTS
  21,684    5,768      148   11,112   33,004   32,944   38,920   18,931   12,955

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:       -536)
   3,035     -815      143   -1,782   -1,897    1,396   -2,569   -1,932    2,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     11.1      0.3     21.4     63.6     63.5     75.0     36.5     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16        8        2       14       13       32       21                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      136,718
COMMITMENTS
  59,484   32,834    1,232   69,978   99,458  130,694  133,524    6,024    3,194

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      2,236)
   3,006    2,827      687   -1,050   -1,229    2,643    2,285     -407      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     24.0      0.9     51.2     72.7     95.6     97.7      4.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      60       29       11       31       27       93       65                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      152,613
COMMITMENTS
  43,487   40,523    5,058   77,199   81,786  125,744  127,367   26,869   25,246

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      2,624)
    -314     -985      164    4,953      696    4,803     -125   -2,179    2,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     26.6      3.3     50.6     53.6     82.4     83.5     17.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      20       25       14       31       40       58       72                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      169,251
COMMITMENTS
  59,033   29,452    1,684   76,239  119,883  136,956  151,019   32,295   18,232

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     20,339)
   8,673    1,981      774    6,581   15,597   16,028   18,352    4,311    1,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     17.4      1.0     45.0     70.8     80.9     89.2     19.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      38       18       11       39       36       81       61                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      666,412
COMMITMENTS
 247,049   56,227    6,043  324,148  563,561  577,240  625,831   89,172   40,581

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      8,238)
  16,354    4,108     -183   -2,576    1,678   13,595    5,603   -5,357    2,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      8.4      0.9     48.6     84.6     86.6     93.9     13.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     106       39       25      119       81      229      141                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,504
COMMITMENTS
   3,608    4,761        0    6,770   14,819   10,378   19,580   14,126    4,924

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:       -119)
    -342      160     -127       15     -316     -454     -283      335      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     19.4      0.0     27.6     60.5     42.4     79.9     57.6     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        0        9        9       14       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       34,981
COMMITMENTS
   5,531   29,325        8   27,120    2,568   32,659   31,901    2,322    3,080

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -2,734)
  -1,496   -2,715       -6   -1,506     -439   -3,008   -3,160      274      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     83.8      0.0     77.5      7.3     93.4     91.2      6.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       22        1       13        8       27       30                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       35,216
COMMITMENTS
  16,700   11,840      776   12,271   19,900   29,747   32,516    5,469    2,700

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:       -618)
  -1,302   -2,920      311       70    2,351     -921     -258      303     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     33.6      2.2     34.8     56.5     84.5     92.3     15.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      34       22        7       19       14       56       40                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       11,536
COMMITMENTS
   7,026    2,191        0    3,833    8,172   10,859   10,363      677    1,173

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:       -706)
     -18   -1,394        0     -443      659     -461     -735     -245       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     19.0      0.0     33.2     70.8     94.1     89.8      5.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        7        0        5        6       11       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,952,033
COMMITMENTS
 1492290  480,632  2510588  4354930  5271668  8357808  8262888  594,225  689,145

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     69,920)
 157,430  -52,569  -68,323  -28,153  246,808   60,954  125,916    8,966  -55,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      5.4     28.0     48.6     58.9     93.4     92.3      6.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      59       36       77      115      112      208      197                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        8,426
COMMITMENTS
   4,078    6,554    1,275       67        0    5,420    7,829    3,006      597

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:       -957)
  -1,044   -1,448      496        0        0     -548     -952     -409       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4     77.8     15.1      0.8      0.0     64.3     92.9     35.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      46       26       14        1        0       56       33                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      209,392
COMMITMENTS
  21,136   26,975   40,567  147,458  141,770  209,161  209,312      231       80

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -3,973)
  -1,652   -4,730    2,171   -4,546   -1,399   -4,027   -3,958       54      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     12.9     19.4     70.4     67.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       16       23       17       29       46       59                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      175,880
COMMITMENTS
  43,188   24,316   23,782  108,834  127,530  175,804  175,628       76      252

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     20,012)
  10,582     -397      431    9,011   19,909   20,024   19,943      -12       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     13.8     13.5     61.9     72.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14       23       25       26       34       53       70                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      502,173
COMMITMENTS
  69,926   59,734    8,405  369,163  376,393  447,495  444,532   54,678   57,642

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:   -118,214)
  -9,528  -13,646  -15,454  -67,322  -65,768  -92,305  -94,869  -25,910  -23,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     11.9      1.7     73.5     75.0     89.1     88.5     10.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
      84       82       37      263      274      362      378                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       20,474
COMMITMENTS
     472    4,265        0   17,504   11,501   17,976   15,766    2,498    4,708

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -5,933)
    -659       54        0   -2,773   -5,892   -3,432   -5,838   -2,501      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     20.8      0.0     85.5     56.2     87.8     77.0     12.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        0       12       10       14       13                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,472,951
COMMITMENTS
 355,632  295,923   31,047  1840787  1869118  2227466  2196088  245,485  276,863

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:   -435,197)
 -42,997  -81,215  -52,332 -299,040 -196,276 -394,369 -329,823  -40,828 -105,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     12.0      1.3     74.4     75.6     90.1     88.8      9.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      549)
      84       82       35      263      273      361      376                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       12,154
COMMITMENTS
   1,065      270        0    9,552   10,937   10,617   11,207    1,537      947

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -4,085)
     260     -655        0   -3,989     -354   -3,729   -1,009     -356   -3,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      2.2      0.0     78.6     90.0     87.4     92.2     12.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0       10        9       13       10                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       58,730
COMMITMENTS
   9,736    1,069      315   39,008   52,997   49,059   54,381    9,671    4,349

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -6,290)
     841     -564      108   -7,353   -5,408   -6,404   -5,864      114     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      1.8      0.5     66.4     90.2     83.5     92.6     16.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      14        4        3       35       30       50       36                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       66,403
COMMITMENTS
  16,676   43,538      692   39,234   15,356   56,602   59,586    9,801    6,818

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -3,269)
   1,238   11,926   -1,124   -1,057  -13,759     -943   -2,957   -2,326     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     65.6      1.0     59.1     23.1     85.2     89.7     14.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      67       55       23      102      102      178      172                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      332,017
COMMITMENTS
  83,379  217,690    3,459  196,172   76,780  283,010  297,929   49,007   34,088

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:    -16,347)
   6,188   59,628   -5,618   -5,286  -68,796   -4,716  -14,786  -11,631   -1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     65.6      1.0     59.1     23.1     85.2     89.7     14.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      67       55       23      102      102      178      172                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      133,214
COMMITMENTS
  60,713   44,374    1,139   45,151   66,731  107,003  112,244   26,211   20,970

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      1,400)
   1,026      906     -173    1,844   -1,830    2,697   -1,097   -1,297    2,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     33.3      0.9     33.9     50.1     80.3     84.3     19.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       12        8       30       26       58       44                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      506,801
COMMITMENTS
  95,342   83,216    4,703  386,012  400,936  486,057  488,855   20,744   17,946

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:    -63,920)
  -5,259     -768   -8,038  -48,711  -49,500  -62,008  -58,306   -1,912   -5,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     16.4      0.9     76.2     79.1     95.9     96.5      4.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      62       41       20      160      129      228      184                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       13,048
COMMITMENTS
     358      686       66   12,070   11,996   12,494   12,748      554      300

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:     -4,422)
      14      286     -284   -4,013   -4,216   -4,283   -4,214     -139     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.3      0.5     92.5     91.9     95.8     97.7      4.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1        9        9       10       11                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       14,740
COMMITMENTS
   3,173    3,641        0    7,898    6,774   11,071   10,415    3,669    4,325

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     24.7      0.0     53.6     46.0     75.1     70.7     24.9     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        5        0        6        5       12       10                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       35,900
COMMITMENTS
   8,226    5,593        4   19,644   15,570   27,874   21,167    8,026   14,733

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        104)
     269    1,282      -86   -1,227   -3,175   -1,044   -1,979    1,148    2,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     15.6      0.0     54.7     43.4     77.6     59.0     22.4     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15        8        2       19       26       34       36                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      191,198
COMMITMENTS
  62,594    2,945    5,978  122,399  181,587  190,971  190,510      227      688

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      2,299)
  -1,072       17       55    3,329    1,742    2,312    1,814      -13      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      1.5      3.1     64.0     95.0     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      31        4        6       41       27       74       36                  



Updated September 25, 2020