BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,395
COMMITMENTS
     208      581      378    6,868    6,926    7,454    7,885      941      510

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        465)
      25       87      -15      410      363      420      435       45       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      6.9      4.5     81.8     82.5     88.8     93.9     11.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        6        6       26       24       32       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,112
COMMITMENTS
  10,414    2,538    1,383    7,758   13,376   19,555   17,297    2,557    4,815

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,406)
     912      356      330      253      637    1,495    1,323      -89       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     11.5      6.3     35.1     60.5     88.4     78.2     11.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15        9       15       23       29       46       45                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,661
COMMITMENTS
     400    1,022      265    5,270    4,674    5,935    5,961      726      700

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        270)
     -26      -72       41      186      270      201      239       69       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     15.3      4.0     79.1     70.2     89.1     89.5     10.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        6       30       19       36       26                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,133
COMMITMENTS
      41    1,907      138    2,564      657    2,743    2,702      390      431

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     60.9      4.4     81.8     21.0     87.6     86.2     12.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        4       10        6       16       12                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      182,165
COMMITMENTS
  69,871   38,704   29,894   67,701   85,872  167,466  154,470   14,699   27,695

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     -8,270)
  -2,601   -1,967     -867   -3,636   -5,773   -7,104   -8,607   -1,166      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     21.2     16.4     37.2     47.1     91.9     84.8      8.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      75       70       80       51       85      183      192                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      286,828
COMMITMENTS
  99,935   40,302   43,051  111,564  162,571  254,550  245,924   32,278   40,904

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,381)
   3,972   -3,097     -834     -827    5,064    2,311    1,133     -930      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     14.1     15.0     38.9     56.7     88.7     85.7     11.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     111       66      101      110      154      270      288                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,098
COMMITMENTS
     707      386      143      854    1,928    1,704    2,457    1,394      641

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         15)
     -72       26      -14      -36        4     -122       16      137       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     12.5      4.6     27.6     62.2     55.0     79.3     45.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12        7        3        8       13       22       21                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       45,219
COMMITMENTS
  15,379   12,116    9,647   14,059   10,022   39,085   31,785    6,134   13,434

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,949)
     746      332    1,306      581      231    2,633    1,869      316    1,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     26.8     21.3     31.1     22.2     86.4     70.3     13.6     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      45       43       51       45       55      121      132                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,717
COMMITMENTS
     654    9,834      883   21,423   12,404   22,960   23,121      757      596

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        712)
      99    1,400     -317      903     -484      685      599       27      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     41.5      3.7     90.3     52.3     96.8     97.5      3.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       9       10        6       26       28       39       40                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       25,357
COMMITMENTS
   8,666    6,831        0   14,672   17,007   23,338   23,838    2,019    1,519

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     -7,366)
     551   -3,911      -63   -7,505   -3,476   -7,017   -7,450     -349       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     26.9      0.0     57.9     67.1     92.0     94.0      8.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17       13        0       10        8       27       21                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      156,597
COMMITMENTS
  43,198   33,113    2,473   69,708  107,047  115,379  142,633   41,218   13,964

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -39,633)
   3,342  -22,459     -771  -37,644  -15,395  -35,073  -38,625   -4,560   -1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     21.1      1.6     44.5     68.4     73.7     91.1     26.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      32       20       13       34       28       74       53                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,305
COMMITMENTS
  23,286   12,042        4    9,209   29,881   32,499   41,927   20,806   11,378

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      4,392)
   6,109    4,156     -115     -566    1,263    5,428    5,304   -1,036     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     22.6      0.0     17.3     56.1     61.0     78.7     39.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14       12        1       12       14       27       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,814
COMMITMENTS
  56,598   64,847      925   78,214   74,132  135,737  139,904    7,077    2,910

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        -99)
  -5,737     -715      138    6,254      422      655     -155     -754       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     45.4      0.6     54.8     51.9     95.0     98.0      5.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      65       32        5       32       26       99       61                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      144,606
COMMITMENTS
  37,550   31,518    3,278   74,009   85,967  114,837  120,763   29,769   23,843

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,364)
   2,422      458    1,592    1,252    1,859    5,266    3,909   -2,902   -1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     21.8      2.3     51.2     59.4     79.4     83.5     20.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      27       23       16       30       39       62       74                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      196,845
COMMITMENTS
  66,970   20,877    2,480   93,605  156,671  163,055  180,028   33,790   16,817

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      3,528)
   1,594     -536     -479    2,844    2,797    3,959    1,782     -431    1,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     10.6      1.3     47.6     79.6     82.8     91.5     17.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      36       19        9       40       33       82       55                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      659,499
COMMITMENTS
 222,443   78,541    5,128  339,342  538,743  566,913  622,412   92,586   37,087

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,453)
   3,733    1,664    1,354      997    1,136    6,084    4,154   -3,631   -1,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     11.9      0.8     51.5     81.7     86.0     94.4     14.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     101       34       27      120       83      226      139                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       26,128
COMMITMENTS
   7,213    4,238      491    7,360   16,821   15,064   21,550   11,064    4,578

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,005)
     369      413      188       71      911      628    1,512      377     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     16.2      1.9     28.2     64.4     57.7     82.5     42.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        1       10       11       17       16                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       16,757
COMMITMENTS
   3,486    3,929        0    4,726    9,826    8,212   13,755    8,545    3,002

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     -1,224)
      75      490     -450     -540     -524     -915     -484     -309     -740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     23.4      0.0     28.2     58.6     49.0     82.1     51.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        0       10       12       14       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,756
COMMITMENTS
  10,698   20,201       37   23,317   15,723   34,052   35,961    3,704    1,795

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        132)
       0      290      -87       81       67       -6      270      138     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     53.5      0.1     61.8     41.6     90.2     95.2      9.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      21       17        1       18        6       40       23                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       48,309
COMMITMENTS
  28,710   15,056      755   12,722   29,532   42,187   45,343    6,122    2,966

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        907)
     -29      510      517      609     -372    1,097      655     -190      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4     31.2      1.6     26.3     61.1     87.3     93.9     12.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      35       18        6       21       12       58       34                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       11,421
COMMITMENTS
   9,565    2,088        0      535    8,336   10,100   10,424    1,321      997

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -578)
     105      585        0     -492     -900     -387     -315     -191     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.7     18.3      0.0      4.7     73.0     88.4     91.3     11.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        7        0        3        5       15       12                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,995,938
COMMITMENTS
 1511320  636,185  2405683  4465927  5247103  8382930  8288971  613,008  706,967

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -79,427)
  85,706    7,136 -169,451   68,604  179,939  -15,141   17,624  -64,286  -97,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      7.1     26.7     49.6     58.3     93.2     92.1      6.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      52       38       70      103      103      194      178                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       12,603
COMMITMENTS
   7,308   10,998      852      565       90    8,725   11,940    3,878      663

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      1,233)
     908    1,638     -482       63       20      489    1,176      744       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     87.3      6.8      4.5      0.7     69.2     94.7     30.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      76       22       13        2        1       83       32                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      449,901
COMMITMENTS
  53,817   34,721  103,571  292,312  311,349  449,700  449,641      201      260

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -46,164)
   5,949  -10,518   -6,652  -45,501  -28,993  -46,204  -46,163       40       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      7.7     23.0     65.0     69.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       19       29       32       32       71       67                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      192,508
COMMITMENTS
  13,935   13,212   29,575  148,952  149,674  192,462  192,461       46       47

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      3,186)
    -186   -1,577     -327    3,699    5,092    3,186    3,188        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      6.9     15.4     77.4     77.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      18       22       25       25       31       55       66                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      495,182
COMMITMENTS
  66,638   71,549    7,343  370,121  371,537  444,101  450,429   51,080   44,753

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:   -142,650)
  -7,559   -7,026  -21,919  -80,153  -80,542 -109,631 -109,487  -33,019  -33,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     14.4      1.5     74.7     75.0     89.7     91.0     10.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      525)
      87       67       42      263      242      365      336                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| 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:       14,938
COMMITMENTS
   1,894    5,016      183   10,147    8,440   12,224   13,639    2,714    1,299

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -13,382)
    -791    2,746   -2,584   -9,474  -12,999  -12,849  -12,837     -533     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     33.6      1.2     67.9     56.5     81.8     91.3     18.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        1       12        9       17       12                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,475,909
COMMITMENTS
 333,189  357,745   36,715  1850603  1857684  2220507  2252144  255,402  223,765

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:   -523,860)
 -34,371  -44,502  -71,868 -376,501 -257,324 -482,740 -373,694  -41,120 -150,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     14.4      1.5     74.7     75.0     89.7     91.0     10.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      525)
      87       67       42      263      242      365      336                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       24,973
COMMITMENTS
   1,283      308        0   20,460   23,989   21,743   24,297    3,230      676

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -13,673)
       0     -741      -36  -13,263  -10,865  -13,299  -11,642     -374   -2,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.2      0.0     81.9     96.1     87.1     97.3     12.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       13        8       15        9                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:       22,938
COMMITMENTS
     830    1,111        0   19,074   21,374   19,904   22,485    3,034      453

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -10,815)
       0      636     -419   -9,941  -10,277  -10,360  -10,060     -455     -755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      4.8      0.0     83.2     93.2     86.8     98.0     13.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11        9       12       10                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       54,398
COMMITMENTS
   6,679    1,835      390   37,139   48,414   44,208   50,639   10,190    3,759

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     -2,813)
    -652     -558       95   -1,859   -2,001   -2,416   -2,464     -397     -349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      3.4      0.7     68.3     89.0     81.3     93.1     18.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      10        6        4       37       33       48       42                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       42,541
COMMITMENTS
  14,062    7,823      417   21,565   27,775   36,044   36,015    6,497    6,526

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -12,824)
    -953   -4,785     -441   -7,262   -5,657   -8,657  -10,884   -4,168   -1,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     18.4      1.0     50.7     65.3     84.7     84.7     15.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      62       42       21       91      105      162      160                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      212,706
COMMITMENTS
  70,311   39,114    2,084  107,824  138,876  180,219  180,074   32,487   32,632

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -64,122)
  -4,764  -23,926   -2,207  -36,312  -28,286  -43,283  -54,419  -20,839   -9,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     18.4      1.0     50.7     65.3     84.7     84.7     15.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      62       42       21       91      105      162      160                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      136,013
COMMITMENTS
  53,323   57,742    1,592   48,497   58,169  103,412  117,503   32,601   18,510

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      8,997)
   7,537    2,631     -143    2,984    3,051   10,378    5,539   -1,381    3,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     42.5      1.2     35.7     42.8     76.0     86.4     24.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       14       11       24       22       60       40                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      524,685
COMMITMENTS
  93,298   76,449    2,849  401,851  425,683  497,998  504,981   26,687   19,704

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:   -107,718)
  -2,256   -3,249   -3,441  -97,438  -97,605 -103,135 -104,295   -4,583   -3,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     14.6      0.5     76.6     81.1     94.9     96.2      5.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      70       54       17      171      133      245      200                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       15,450
COMMITMENTS
   2,694    3,807       17    8,808    6,766   11,519   10,590    3,931    4,860

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        312)
     500      349       -5       66      -29      561      315     -249       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     24.6      0.1     57.0     43.8     74.6     68.5     25.4     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        3        2        9        6       18       10                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,236
COMMITMENTS
  14,229    2,120       17   21,895   13,672   36,141   15,809    7,095   27,427

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      2,025)
     762       56       -5    1,743   -1,460    2,500   -1,409     -475    3,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9      4.9      0.0     50.6     31.6     83.6     36.6     16.4     63.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12        6        1       19       22       31       29                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 12/21/20                         |
--------------------------------------------------------------| 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:      149,008
COMMITMENTS
  50,504      380    7,666   90,523  140,918  148,693  148,964      315       44

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:    -68,520)
  -9,743      -10     -153  -58,678  -68,342  -68,574  -68,505       54      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      0.3      5.1     60.8     94.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      32        3        7       39       27       73       37                  



Updated December 28, 2020