BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,216:       124        839        270      8,906      8,519      9,300      9,628:       916        588
Old  :    10,216:       124        839        270      8,906      8,519      9,300      9,628:       916        588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :       694:         6       -168        -31        756        825        731        626:       -37         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        8.2        2.6       87.2       83.4       91.0       94.2:       9.0        5.8
Old  :     100.0:       1.2        8.2        2.6       87.2       83.4       91.0       94.2:       9.0        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  :        41:         2          6          5         25         23         30         31:
Old  :        41:         2          6          5         25         23         30         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  :                 47.2       43.3       68.1       60.6       44.4       42.6       57.6       57.5
Old  :                 47.2       43.3       68.1       60.6       44.4       42.6       57.6       57.5
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,351:    12,090      3,170        966      8,273     13,889     21,329     18,025:     2,022      5,326
Old  :    23,351:    12,090      3,170        966      8,273     13,889     21,329     18,025:     2,022      5,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :       650:      -419        189        120        934        592        635        901:        15       -251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       13.6        4.1       35.4       59.5       91.3       77.2:       8.7       22.8
Old  :     100.0:      51.8       13.6        4.1       35.4       59.5       91.3       77.2:       8.7       22.8
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  :        60:        14         13         15         21         24         44         43:
Old  :        60:        14         13         15         21         24         44         43:
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  :                 58.0       34.1       72.0       51.4       57.8       33.9       71.7       49.7
Old  :                 58.0       34.1       72.0       51.4       57.8       33.9       71.7       49.7
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,178:       210      1,267        277      5,904      5,190      6,391      6,734:       787        444
Old  :     7,178:       210      1,267        277      5,904      5,190      6,391      6,734:       787        444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :       366:        26         49          2        125        376        153        427:       213        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       17.7        3.9       82.3       72.3       89.0       93.8:      11.0        6.2
Old  :     100.0:       2.9       17.7        3.9       82.3       72.3       89.0       93.8:      11.0        6.2
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  :        42:         3          5          5         28         21         34         28:
Old  :        42:         3          5          5         28         21         34         28:
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  :                 34.2       36.7       53.9       59.6       34.2       29.9       49.2       49.3
Old  :                 34.2       36.7       53.9       59.6       34.2       29.9       49.2       49.3
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   227,431:    87,497     40,620     46,508     73,023    109,550    207,028    196,678:    20,403     30,753
Old  :   217,577:    87,004     42,162     42,676     69,881    104,773    199,561    189,611:    18,016     27,966
Other:     9,854:     3,499      1,464        826      3,142      4,777      7,467      7,067:     2,387      2,787
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     7,727:     5,844       -215      2,048       -488      4,969      7,404      6,802:       323        925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       17.9       20.4       32.1       48.2       91.0       86.5:       9.0       13.5
Old  :     100.0:      40.0       19.4       19.6       32.1       48.2       91.7       87.1:       8.3       12.9
Other:     100.0:      35.5       14.9        8.4       31.9       48.5       75.8       71.7:      24.2       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        98         66        104         51         81        214        211:
Old  :       284:        98         76        102         43         81        203        211:
Other:        90:        31         13         13         19         38         54         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       13.8       29.4       20.7       18.1       12.6       29.1       19.0
Old  :                 19.0       14.3       30.6       21.5       18.9       13.2       30.3       19.5
Other:                 32.0       22.6       45.2       33.2       28.9       22.6       41.0       32.4
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   326,813:   119,530     40,335     51,080    122,943    191,058    293,553    282,473:    33,260     44,340
Old  :   326,813:   119,530     40,335     51,080    122,943    191,058    293,553    282,473:    33,260     44,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    -3,340:     3,852       -913     -5,186     -2,707      3,299     -4,041     -2,800:       701       -540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       12.3       15.6       37.6       58.5       89.8       86.4:      10.2       13.6
Old  :     100.0:      36.6       12.3       15.6       37.6       58.5       89.8       86.4:      10.2       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  :       389:       119         73        111        111        157        289        295:
Old  :       389:       119         73        111        111        157        289        295:
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  :                 18.9       19.4       29.1       28.0       18.9       18.6       28.6       25.6
Old  :                 18.9       19.4       29.1       28.0       18.9       18.6       28.6       25.6
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :     2,786:       916        305         66        891      1,838      1,873      2,209:       913        577
Old  :     2,786:       916        305         66        891      1,838      1,873      2,209:       913        577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :        13:        48         27         29          3       -131         80        -75:       -67         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       10.9        2.4       32.0       66.0       67.2       79.3:      32.8       20.7
Old  :     100.0:      32.9       10.9        2.4       32.0       66.0       67.2       79.3:      32.8       20.7
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  :        41:        14          7          4         10         13         26         23:
Old  :        41:        14          7          4         10         13         26         23:
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  :                 32.4       44.4       43.6       60.6       31.7       44.4       42.9       60.5
Old  :                 32.4       44.4       43.6       60.6       31.7       44.4       42.9       60.5
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    39,968:    15,631     14,299      5,273     13,520      7,322     34,424     26,894:     5,544     13,074
Old  :    39,968:    15,631     14,299      5,273     13,520      7,322     34,424     26,894:     5,544     13,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :      -356:      -342      1,376       -468        513       -400       -297        508:       -59       -864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       35.8       13.2       33.8       18.3       86.1       67.3:      13.9       32.7
Old  :     100.0:      39.1       35.8       13.2       33.8       18.3       86.1       67.3:      13.9       32.7
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  :       162:        43         42         43         42         46        116        109:
Old  :       162:        43         42         43         42         46        116        109:
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  :                 24.4       22.2       36.8       30.0       23.2       19.7       33.6       25.5
Old  :                 24.4       22.2       36.8       30.0       23.2       19.7       33.6       25.5
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,127:     1,439     12,705        571     23,455     12,477     25,465     25,753:       662        374
Old  :    26,127:     1,439     12,705        571     23,455     12,477     25,465     25,753:       662        374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     1,698:        20      1,093        128      1,560        496      1,708      1,717:       -10        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       48.6        2.2       89.8       47.8       97.5       98.6:       2.5        1.4
Old  :     100.0:       5.5       48.6        2.2       89.8       47.8       97.5       98.6:       2.5        1.4
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  :        56:         9          8          6         23         29         34         41:
Old  :        56:         9          8          6         23         29         34         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  :                 55.0       51.8       79.0       74.9       54.4       51.4       77.9       73.4
Old  :                 55.0       51.8       79.0       74.9       54.4       51.4       77.9       73.4
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,591:     6,213      6,831          0     17,926     16,764     24,139     23,595:     1,452      1,996
Old  :    25,591:     6,213      6,831          0     17,926     16,764     24,139     23,595:     1,452      1,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :       494:      -279       -145          0      1,192        379        913        234:      -419        260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       26.7        0.0       70.0       65.5       94.3       92.2:       5.7        7.8
Old  :     100.0:      24.3       26.7        0.0       70.0       65.5       94.3       92.2:       5.7        7.8
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  :        47:        15         16          0         10          8         25         24:
Old  :        47:        15         16          0         10          8         25         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  :                 62.4       58.5       78.9       79.4       62.4       58.3       78.9       79.2
Old  :                 62.4       58.5       78.9       79.4       62.4       58.3       78.9       79.2
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   158,155:    46,645     30,549      1,933     69,432    108,690    118,010    141,172:    40,145     16,983
Old  :   158,155:    46,645     30,549      1,933     69,432    108,690    118,010    141,172:    40,145     16,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :   -10,741:    -7,035     -9,361        441     -1,039     -2,128     -7,633    -11,048:    -3,108        307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       19.3        1.2       43.9       68.7       74.6       89.3:      25.4       10.7
Old  :     100.0:      29.5       19.3        1.2       43.9       68.7       74.6       89.3:      25.4       10.7
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  :       106:        34         17         14         34         32         71         60:
Old  :       106:        34         17         14         34         32         71         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  :                 23.5       49.4       34.6       62.5       23.4       49.4       32.7       61.8
Old  :                 23.5       49.4       34.6       62.5       23.4       49.4       32.7       61.8
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,832:    22,159      7,518         94      8,973     28,406     31,226     36,018:    19,606     14,814
Old  :    50,832:    22,159      7,518         94      8,973     28,406     31,226     36,018:    19,606     14,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     2,495:     4,521        -28         48        660       -413      5,229       -393:    -2,734      2,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       14.8        0.2       17.7       55.9       61.4       70.9:      38.6       29.1
Old  :     100.0:      43.6       14.8        0.2       17.7       55.9       61.4       70.9:      38.6       29.1
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  :        48:        15         10          2         14         14         30         25:
Old  :        48:        15         10          2         14         14         30         25:
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  :                 32.3       43.4       40.6       52.9       32.2       43.4       40.5       52.9
Old  :                 32.3       43.4       40.6       52.9       32.2       43.4       40.5       52.9
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   150,781:    53,406     50,538      1,593     88,498     95,659    143,497    147,790:     7,284      2,991
Old  :   150,781:    53,406     50,538      1,593     88,498     95,659    143,497    147,790:     7,284      2,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :       128:    -4,895     -8,713        761      4,524      7,971        390         19:      -262        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       33.5        1.1       58.7       63.4       95.2       98.0:       4.8        2.0
Old  :     100.0:      35.4       33.5        1.1       58.7       63.4       95.2       98.0:       4.8        2.0
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  :       150:        66         34         10         28         27        101         65:
Old  :       150:        66         34         10         28         27        101         65:
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  :                 50.3       55.5       62.5       70.6       50.3       55.5       62.1       70.6
Old  :                 50.3       55.5       62.5       70.6       50.3       55.5       62.1       70.6
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   161,100:    53,658     44,042        606     72,034     90,557    126,298    135,205:    34,802     25,895
Old  :   161,100:    53,658     44,042        606     72,034     90,557    126,298    135,205:    34,802     25,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     6,542:     6,298      4,647       -416      3,207      2,520      9,089      6,751:    -2,547       -209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       27.3        0.4       44.7       56.2       78.4       83.9:      21.6       16.1
Old  :     100.0:      33.3       27.3        0.4       44.7       56.2       78.4       83.9:      21.6       16.1
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  :       113:        32         24         12         39         41         75         73:
Old  :       113:        32         24         12         39         41         75         73:
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  :                 24.3       28.1       38.0       42.1       24.2       27.6       37.3       41.7
Old  :                 24.3       28.1       38.0       42.1       24.2       27.6       37.3       41.7
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   190,948:    69,602     24,973      1,100     95,041    140,921    165,743    166,994:    25,205     23,954
Old  :   190,948:    69,602     24,973      1,100     95,041    140,921    165,743    166,994:    25,205     23,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    -2,874:     6,139      6,502        639     -1,054    -16,734      5,724     -9,593:    -8,598      6,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       13.1        0.6       49.8       73.8       86.8       87.5:      13.2       12.5
Old  :     100.0:      36.5       13.1        0.6       49.8       73.8       86.8       87.5:      13.2       12.5
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  :       118:        37         20         12         45         37         87         64:
Old  :       118:        37         20         12         45         37         87         64:
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  :                 29.7       60.5       44.8       66.9       29.7       60.5       44.8       66.9
Old  :                 29.7       60.5       44.8       66.9       29.7       60.5       44.8       66.9
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   675,520:   216,887     79,884      8,963    354,432    543,240    580,282    632,087:    95,238     43,433
Old  :   675,520:   216,887     79,884      8,963    354,432    543,240    580,282    632,087:    95,238     43,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    -1,912:   -21,212      7,129      4,075     15,204    -16,616     -1,933     -5,412:        21      3,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       11.8        1.3       52.5       80.4       85.9       93.6:      14.1        6.4
Old  :     100.0:      32.1       11.8        1.3       52.5       80.4       85.9       93.6:      14.1        6.4
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  :       298:       107         38         33        124         85        239        148:
Old  :       298:       107         38         33        124         85        239        148:
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  :                 15.5       66.7       24.2       75.4       14.9       65.5       23.0       74.0
Old  :                 15.5       66.7       24.2       75.4       14.9       65.5       23.0       74.0
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,395:     6,491      1,070        550      7,894     17,583     14,935     19,203:    10,460      6,192
Old  :    25,395:     6,491      1,070        550      7,894     17,583     14,935     19,203:    10,460      6,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :       962:       689       -571         40        140        666        869        135:        93        827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        4.2        2.2       31.1       69.2       58.8       75.6:      41.2       24.4
Old  :     100.0:      25.6        4.2        2.2       31.1       69.2       58.8       75.6:      41.2       24.4
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:         8          2          2         10          9         18         13:
Old  :        23:         8          2          2         10          9         18         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  :                 21.6       55.1       36.8       69.2       18.9       51.6       31.8       63.3
Old  :                 21.6       55.1       36.8       69.2       18.9       51.6       31.8       63.3
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    34,016:    12,969     27,418         10     18,351      4,531     31,330     31,959:     2,686      2,057
Old  :    34,016:    12,969     27,418         10     18,351      4,531     31,330     31,959:     2,686      2,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    -5,021:      -947      5,172       -368     -2,563     -9,649     -3,878     -4,845:    -1,143       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       80.6        0.0       53.9       13.3       92.1       94.0:       7.9        6.0
Old  :     100.0:      38.1       80.6        0.0       53.9       13.3       92.1       94.0:       7.9        6.0
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  :        68:        27         21          1         15          6         42         28:
Old  :        68:        27         21          1         15          6         42         28:
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  :                 52.8       72.0       65.3       82.6       52.8       72.0       65.2       82.6
Old  :                 52.8       72.0       65.3       82.6       52.8       72.0       65.2       82.6
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,685:    30,501     18,854      1,278     12,766     26,713     44,545     46,845:     6,140      3,840
Old  :    50,685:    30,501     18,854      1,278     12,766     26,713     44,545     46,845:     6,140      3,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     3,881:     2,324      5,435      1,027      1,033     -3,150      4,384      3,312:      -503        569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.2       37.2        2.5       25.2       52.7       87.9       92.4:      12.1        7.6
Old  :     100.0:      60.2       37.2        2.5       25.2       52.7       87.9       92.4:      12.1        7.6
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  :        93:        36         23         10         25         15         65         44:
Old  :        93:        36         23         10         25         15         65         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  :                 22.3       55.1       35.2       67.9       21.9       54.8       34.8       67.6
Old  :                 22.3       55.1       35.2       67.9       21.9       54.8       34.8       67.6
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,089:     8,000      3,741          0      3,303      7,732     11,303     11,473:     1,786      1,616
Old  :    13,089:     8,000      3,741          0      3,303      7,732     11,303     11,473:     1,786      1,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     1,860:       -21        770          0      1,462      1,023      1,441      1,793:       419         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.1       28.6        0.0       25.2       59.1       86.4       87.7:      13.6       12.3
Old  :     100.0:      61.1       28.6        0.0       25.2       59.1       86.4       87.7:      13.6       12.3
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  :        28:        10          8          0          5          5         15         13:
Old  :        28:        10          8          0          5          5         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  :                 57.8       75.3       75.7       82.0       57.8       75.3       75.7       82.0
Old  :                 57.8       75.3       75.7       82.0       57.8       75.3       75.7       82.0
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :10,843,374: 1,737,173  1,316,469  2,965,894  5,559,107  5,812,512 10,262,174 10,094,875:   581,200    748,499
Old  :10,843,374: 1,737,173  1,316,469  2,965,894  5,559,107  5,812,512 10,262,174 10,094,875:   581,200    748,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :   377,008:    70,177    207,950    111,578    169,514     31,392    351,269    350,920:    25,739     26,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.1       27.4       51.3       53.6       94.6       93.1:       5.4        6.9
Old  :     100.0:      16.0       12.1       27.4       51.3       53.6       94.6       93.1:       5.4        6.9
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  :       236:        57         42         78        113        122        211        208:
Old  :       236:        57         42         78        113        122        211        208:
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  :                 29.2       20.6       41.5       32.4       22.5       16.0       28.2       23.0
Old  :                 29.2       20.6       41.5       32.4       22.5       16.0       28.2       23.0
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (5 Bitcoins)                                                               :
     :          :                                                                            :
All  :     9,469:     5,342      8,016        630        427        172      6,399      8,818:     3,070        651
Old  :     9,469:     5,342      8,016        630        427        172      6,399      8,818:     3,070        651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    -1,318:      -972     -1,079       -210        -30         76     -1,212     -1,213:      -106       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4       84.7        6.7        4.5        1.8       67.6       93.1:      32.4        6.9
Old  :     100.0:      56.4       84.7        6.7        4.5        1.8       67.6       93.1:      32.4        6.9
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  :        85:        53         26         14          2          2         62         37:
Old  :        85:        53         26         14          2          2         62         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  :                 19.7       53.4       30.2       72.6       19.5       53.4       29.7       72.6
Old  :                 19.7       53.4       30.2       72.6       19.5       53.4       29.7       72.6
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   470,065:    42,672     39,967    124,102    303,131    305,689    469,905    469,758:       160        307
Old  :   470,065:    42,672     39,967    124,102    303,131    305,689    469,905    469,758:       160        307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    -4,909:   -16,937       -204      5,433      6,580    -10,158     -4,924     -4,929:        15         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        8.5       26.4       64.5       65.0      100.0       99.9:       0.0        0.1
Old  :     100.0:       9.1        8.5       26.4       64.5       65.0      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  :        94:        21         31         33         30         32         74         75:
Old  :        94:        21         31         33         30         32         74         75:
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  :                 48.1       47.3       62.7       63.1       36.6       32.2       44.3       40.3
Old  :                 48.1       47.3       62.7       63.1       36.6       32.2       44.3       40.3
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   204,014:    57,574     25,518     35,386    110,975    142,976    203,935    203,880:        79        134
Old  :   204,014:    57,574     25,518     35,386    110,975    142,976    203,935    203,880:        79        134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :   -31,499:      -885     -1,124      3,157    -33,781    -33,558    -31,509    -31,525:        10         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       12.5       17.3       54.4       70.1      100.0       99.9:       0.0        0.1
Old  :     100.0:      28.2       12.5       17.3       54.4       70.1      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  :        81:        20         23         27         26         30         61         65:
Old  :        81:        20         23         27         26         30         61         65:
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  :                 35.0       34.2       53.8       56.5       29.0       29.2       40.5       43.4
Old  :                 35.0       34.2       53.8       56.5       29.0       29.2       40.5       43.4
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   550,121:    71,435     77,717     15,105    401,994    404,427    488,534    497,249:    61,588     52,872
Old  :   550,121:    71,435     77,717     15,105    401,994    404,427    488,534    497,249:    61,588     52,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    10,219:    -3,049        305      2,419      3,749      4,238      3,119      6,961:     7,100      3,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       14.1        2.7       73.1       73.5       88.8       90.4:      11.2        9.6
Old  :     100.0:      13.0       14.1        2.7       73.1       73.5       88.8       90.4:      11.2        9.6
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  :       545:        91         77         49        270        252        383        356:
Old  :       545:        91         77         49        270        252        383        356:
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  :                 12.6       20.1       20.9       28.5       11.5       19.2       19.2       27.5
Old  :                 12.6       20.1       20.9       28.5       11.5       19.2       19.2       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE                                            Code-138748
Commitments of Traders - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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 Consumer Stapl                                   :
     :          :                                                                            :
All  :    13,684:         0        878        132     11,966      9,155     12,098     10,165:     1,586      3,519
Old  :    13,684:         0        878        132     11,966      9,155     12,098     10,165:     1,586      3,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     2,498:         0       -132        132      2,600       -173      2,732       -173:      -234      2,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.4        1.0       87.4       66.9       88.4       74.3:      11.6       25.7
Old  :     100.0:       0.0        6.4        1.0       87.4       66.9       88.4       74.3:      11.6       25.7
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  :        21:         0          3          1          9         10         10         13:
Old  :        21:         0          3          1          9         10         10         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  :                 72.2       50.6       85.4       64.5       72.2       48.3       83.8       60.8
Old  :                 72.2       50.6       85.4       64.5       72.2       48.3       83.8       60.8
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    19,436:     2,044      5,212          0     14,663     13,097     16,707     18,309:     2,729      1,127
Old  :    19,436:     2,044      5,212          0     14,663     13,097     16,707     18,309:     2,729      1,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :       152:      -437       -156          0        122        399       -315        243:       467        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       26.8        0.0       75.4       67.4       86.0       94.2:      14.0        5.8
Old  :     100.0:      10.5       26.8        0.0       75.4       67.4       86.0       94.2:      14.0        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  :        31:         4          2          0         15         12         19         14:
Old  :        31:         4          2          0         15         12         19         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  :                 49.9       71.3       62.9       86.9       49.9       71.3       62.9       86.9
Old  :                 49.9       71.3       62.9       86.9       49.9       71.3       62.9       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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,640,747:   364,571    399,433     50,085  1,943,003  1,963,142  2,357,659  2,412,660:   283,088    228,087
Old  : 2,640,747:   364,571    399,433     50,085  1,943,003  1,963,142  2,357,659  2,412,660:   283,088    228,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    23,442:    -7,299       -812      3,823      8,177     18,813      4,701     21,824:    18,741      1,618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       15.1        1.9       73.6       74.3       89.3       91.4:      10.7        8.6
Old  :     100.0:      13.8       15.1        1.9       73.6       74.3       89.3       91.4:      10.7        8.6
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  :       545:        91         77         46        269        251        381        353:
Old  :       545:        91         77         46        269        251        381        353:
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  :                 13.2       18.9       21.7       27.6       12.0       18.0       19.6       26.7
Old  :                 13.2       18.9       21.7       27.6       12.0       18.0       19.6       26.7
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    44,694:    18,482        215          0     20,366     43,360     38,848     43,575:     5,846      1,119
Old  :    44,694:    18,482        215          0     20,366     43,360     38,848     43,575:     5,846      1,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     3,350:       726        215          0        355      3,389      1,081      3,604:     2,269       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        0.5        0.0       45.6       97.0       86.9       97.5:      13.1        2.5
Old  :     100.0:      41.4        0.5        0.0       45.6       97.0       86.9       97.5:      13.1        2.5
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  :        36:         5          1          0         17         15         22         16:
Old  :        36:         5          1          0         17         15         22         16:
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  :                 62.7       66.1       75.2       88.1       62.7       66.1       74.9       88.1
Old  :                 62.7       66.1       75.2       88.1       62.7       66.1       74.9       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE                                               Code-13874F
Commitments of Traders - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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 Industrial Ind                                   :
     :          :                                                                            :
All  :    19,112:       935      1,111          0     15,603     17,648     16,538     18,759:     2,574        353
Old  :    19,112:       935      1,111          0     15,603     17,648     16,538     18,759:     2,574        353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        5.8        0.0       81.6       92.3       86.5       98.2:      13.5        1.8
Old  :     100.0:       4.9        5.8        0.0       81.6       92.3       86.5       98.2:      13.5        1.8
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  :        21:         2          1          0         11          8         13          9:
Old  :        21:         2          1          0         11          8         13          9:
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  :                 59.6       74.6       77.5       96.3       59.6       74.6       75.7       96.3
Old  :                 59.6       74.6       77.5       96.3       59.6       74.6       75.7       96.3
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,267:     7,388      1,445        486     34,652     47,842     42,526     49,773:     9,741      2,494
Old  :    52,267:     7,388      1,445        486     34,652     47,842     42,526     49,773:     9,741      2,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    -1,018:      -110       -876        117     -1,165         23     -1,158       -736:       140       -282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        2.8        0.9       66.3       91.5       81.4       95.2:      18.6        4.8
Old  :     100.0:      14.1        2.8        0.9       66.3       91.5       81.4       95.2:      18.6        4.8
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  :        76:        11          5          6         40         31         53         40:
Old  :        76:        11          5          6         40         31         53         40:
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  :                 21.2       45.0       36.5       62.7       21.2       44.6       36.0       62.2
Old  :                 21.2       45.0       36.5       62.7       21.2       44.6       36.0       62.2
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    46,946:    17,434     11,621        442     21,172     27,492     39,048     39,554:     7,898      7,392
Old  :    46,946:    17,434     11,621        442     21,172     27,492     39,048     39,554:     7,898      7,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :       535:      -149      1,970       -148        -68       -738       -366      1,083:       900       -548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       24.8        0.9       45.1       58.6       83.2       84.3:      16.8       15.7
Old  :     100.0:      37.1       24.8        0.9       45.1       58.6       83.2       84.3:      16.8       15.7
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  :       259:        49         51         19         92        104        151        164:
Old  :       259:        49         51         19         92        104        151        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  :                 24.8       26.8       35.2       37.6       24.8       26.4       34.8       37.1
Old  :                 24.8       26.8       35.2       37.6       24.8       26.4       34.8       37.1
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   234,732:    87,172     58,103      2,209    105,860    137,458    195,241    197,770:    39,491     36,962
Old  :   234,732:    87,172     58,103      2,209    105,860    137,458    195,241    197,770:    39,491     36,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     2,673:      -745      9,848       -741       -342     -3,692     -1,828      5,415:     4,501     -2,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       24.8        0.9       45.1       58.6       83.2       84.3:      16.8       15.7
Old  :     100.0:      37.1       24.8        0.9       45.1       58.6       83.2       84.3:      16.8       15.7
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  :       259:        49         51         19         92        104        151        164:
Old  :       259:        49         51         19         92        104        151        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  :                 24.8       26.8       35.2       37.6       24.8       26.4       34.8       37.1
Old  :                 24.8       26.8       35.2       37.6       24.8       26.4       34.8       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-209747
Commitments of Traders - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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 $2)                                              :
     :          :                                                                            :
All  :    72,334:    52,542      6,584      2,285        558        487     55,385      9,356:    16,949     62,978
Old  :    72,334:    52,542      6,584      2,285        558        487     55,385      9,356:    16,949     62,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :   -12,827:    -1,401    -48,176      1,102         -6     -3,217       -305    -50,291:   -12,522     37,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.6        9.1        3.2        0.8        0.7       76.6       12.9:      23.4       87.1
Old  :     100.0:      72.6        9.1        3.2        0.8        0.7       76.6       12.9:      23.4       87.1
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  :        21:         9          9          6          2          1         12         15:
Old  :        21:         9          9          6          2          1         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  :                 72.0        8.4       75.3       11.4       69.0        7.1       72.2        9.2
Old  :                 72.0        8.4       75.3       11.4       69.0        7.1       72.2        9.2
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   142,644:    55,768     57,235      1,710     49,919     65,838    107,397    124,783:    35,247     17,861
Old  :   142,644:    55,768     57,235      1,710     49,919     65,838    107,397    124,783:    35,247     17,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :      -429:      -604      1,634       -432        224     -1,495       -812       -293:       383       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       40.1        1.2       35.0       46.2       75.3       87.5:      24.7       12.5
Old  :     100.0:      39.1       40.1        1.2       35.0       46.2       75.3       87.5:      24.7       12.5
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  :        85:        27         17          8         24         25         55         46:
Old  :        85:        27         17          8         24         25         55         46:
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  :                 35.4       55.1       45.8       64.5       35.3       54.8       45.1       63.7
Old  :                 35.4       55.1       45.8       64.5       35.3       54.8       45.1       63.7
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   556,076:    95,539     93,658      3,570    428,817    440,931    527,926    538,159:    28,150     17,917
Old  :   556,076:    95,539     93,658      3,570    428,817    440,931    527,926    538,159:    28,150     17,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :      -701:     4,300     -2,055       -680     -1,938      5,055      1,682      2,320:    -2,383     -3,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       16.8        0.6       77.1       79.3       94.9       96.8:       5.1        3.2
Old  :     100.0:      17.2       16.8        0.6       77.1       79.3       94.9       96.8:       5.1        3.2
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  :       366:        71         49         21        173        133        252        195:
Old  :       366:        71         49         21        173        133        252        195:
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  :                 15.2       27.8       25.3       40.9       15.2       27.8       24.5       39.7
Old  :                 15.2       27.8       25.3       40.9       15.2       27.8       24.5       39.7
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    16,168:       185        666         72     14,549     14,723     14,806     15,461:     1,362        707
Old  :    16,168:       185        666         72     14,549     14,723     14,806     15,461:     1,362        707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :       407:         0        239          0        233         15        233        254:       174        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        4.1        0.4       90.0       91.1       91.6       95.6:       8.4        4.4
Old  :     100.0:       1.1        4.1        0.4       90.0       91.1       91.6       95.6:       8.4        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  :        21:         1          2          1         10          8         11         11:
Old  :        21:         1          2          1         10          8         11         11:
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  :                 66.8       73.7       86.2       91.1       66.8       73.7       86.2       91.1
Old  :                 66.8       73.7       86.2       91.1       66.8       73.7       86.2       91.1
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,649:    17,887      5,019          2     26,934     13,793     44,823     18,814:     6,826     32,835
Old  :    51,649:    17,887      5,019          2     26,934     13,793     44,823     18,814:     6,826     32,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :     4,045:     1,987      2,169          2      2,684     -1,035      4,673      1,136:      -628      2,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        9.7        0.0       52.1       26.7       86.8       36.4:      13.2       63.6
Old  :     100.0:      34.6        9.7        0.0       52.1       26.7       86.8       36.4:      13.2       63.6
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  :        56:        17          4          1         19         24         36         29:
Old  :        56:        17          4          1         19         24         36         29:
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       16.3       58.0       23.2       42.3       16.3       56.9       22.1
Old  :                 42.4       16.3       58.0       23.2       42.3       16.3       56.9       22.1
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 - Futures Only, February 02, 2021                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   169,145:    51,724        400      7,356    109,820    161,350    168,900    169,106:       245         39
Old  :   169,145:    51,724        400      7,356    109,820    161,350    168,900    169,106:       245         39
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 26, 2021                     :
     :    -1,987:     2,112          0       -317     -3,767     -1,670     -1,972     -1,987:       -15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        0.2        4.3       64.9       95.4       99.9      100.0:       0.1        0.0
Old  :     100.0:      30.6        0.2        4.3       64.9       95.4       99.9      100.0:       0.1        0.0
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  :        82:        29          3          8         37         28         68         39:
Old  :        82:        29          3          8         37         28         68         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  :                 33.4       66.4       53.7       83.2       33.4       58.0       50.8       70.8
Old  :                 33.4       66.4       53.7       83.2       33.4       58.0       50.8       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 05, 2021