BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       12,621
COMMITMENTS
     438    1,052      983   10,267   10,061   11,687   12,096      935      526

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        524)
     204       -3        7      372      599      582      603      -59      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      8.3      7.8     81.3     79.7     92.6     95.8      7.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        7        7       30       28       38       39                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       44,546
COMMITMENTS
  13,650    3,184    9,898   16,935   21,708   40,483   34,790    4,063    9,756

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,651)
      75     -166     -380    2,146    1,767    1,841    1,221     -189      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6      7.1     22.2     38.0     48.7     90.9     78.1      9.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       12       19       35       31       58       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,618
COMMITMENTS
   1,248      285    2,563    7,861    9,329   11,672   12,177      946      441

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        176)
     115       53      -77       29      197       67      173      109        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      2.3     20.3     62.3     73.9     92.5     96.5      7.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        2        7       33       25       41       33                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,900
COMMITMENTS
      48      839    2,346    2,800    1,397    5,194    4,582      705    1,318

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        172)
      41      -48      -29       73      200       85      123       87       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     14.2     39.8     47.5     23.7     88.0     77.7     12.0     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        8       13        7       21       15                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      314,188
COMMITMENTS
 108,193   24,084   89,666   89,244  162,727  287,103  276,478   27,084   37,710

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      8,045)
   2,415       35    2,339    2,709    6,602    7,463    8,975      583     -930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.4      7.7     28.5     28.4     51.8     91.4     88.0      8.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     147       52      126       85       94      285      235                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      386,329
COMMITMENTS
 125,023   22,892   96,344  131,339  217,539  352,706  336,776   33,623   49,553

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        502)
  -5,031    2,700    4,029      520   -5,595     -483    1,134      985     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4      5.9     24.9     34.0     56.3     91.3     87.2      8.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     126       78      127      143      180      343      326                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,251
COMMITMENTS
     711      248      160    1,333    2,232    2,204    2,641    1,047      610

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:       -274)
    -163      -57      -67      -57     -168     -287     -292       13       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      7.6      4.9     41.0     68.7     67.8     81.2     32.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        8        8       11       17       26       28                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,250
COMMITMENTS
  18,429   14,556    8,196   14,608    8,904   41,233   31,656    7,017   16,595

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        919)
     449      461      256      119      185      824      901       95       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2     30.2     17.0     30.3     18.5     85.5     65.6     14.5     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      50       40       43       54       57      126      124                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       37,741
COMMITMENTS
     750   14,473    6,109   29,740   15,687   36,599   36,269    1,142    1,472

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:         60)
      42     -370      143     -176      297       10       70       50      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     38.3     16.2     78.8     41.6     97.0     96.1      3.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7       14        9       33       36       47       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,327
COMMITMENTS
   9,967   10,895      238   18,023   17,702   28,228   28,835    2,099    1,492

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:       -707)
    -255      414      238     -816   -1,350     -833     -698      126       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9     35.9      0.8     59.4     58.4     93.1     95.1      6.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21       12        2       12        8       35       21                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      180,661
COMMITMENTS
  51,528   35,716    7,588   71,613  120,688  130,729  163,992   49,933   16,669

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,485)
   3,628   -1,614      664   -1,452    3,993    2,840    3,043   -1,355   -1,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     19.8      4.2     39.6     66.8     72.4     90.8     27.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      34       23       12       36       35       76       64                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       54,942
COMMITMENTS
  21,328    9,768    1,990   19,878   26,073   43,195   37,830   11,747   17,112

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        159)
    -232     -582      522    4,047   -1,783    4,337   -1,843   -4,178    2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.8     17.8      3.6     36.2     47.5     78.6     68.9     21.4     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       15        8       18       15       36       36                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      160,498
COMMITMENTS
  52,062   47,424    9,734   92,612   99,857  154,408  157,015    6,090    3,483

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     -5,821)
  -2,521   -3,937    2,098   -4,714   -3,902   -5,138   -5,741     -683      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     29.5      6.1     57.7     62.2     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      66       34       16       32       26      105       71                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      195,197
COMMITMENTS
  66,719   26,048   19,477   71,343  123,730  157,539  169,255   37,659   25,942

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     -8,853)
  -2,592   -8,209    6,673   -1,158    2,668    2,924    1,133  -11,778   -9,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2     13.3     10.0     36.5     63.4     80.7     86.7     19.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      36       26       21       39       46       84       84                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      207,303
COMMITMENTS
  61,055   48,611   10,912  112,052  116,663  184,019  176,186   23,284   31,117

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     12,360)
  -5,636    8,964    4,461   16,488   -5,376   15,313    8,048   -2,953    4,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     23.4      5.3     54.1     56.3     88.8     85.0     11.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      31       30       24       47       36       89       79                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      746,742
COMMITMENTS
 222,980  100,434   35,238  393,729  567,214  651,947  702,885   94,795   43,856

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      3,398)
  -8,012    7,964    5,390   11,112  -11,756    8,490    1,598   -5,092    1,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     13.4      4.7     52.7     76.0     87.3     94.1     12.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     110       45       49      132       94      252      178                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       27,121
COMMITMENTS
   7,483      799      525    7,991   19,166   15,999   20,490   11,122    6,631

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     -1,563)
  -1,303   -1,185        5      200     -309   -1,098   -1,489     -465      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6      2.9      1.9     29.5     70.7     59.0     75.6     41.0     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        1        3       10       10       19       14                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       18,484
COMMITMENTS
   3,603    4,596       96    5,094    8,396    8,793   13,088    9,691    5,396

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:       -258)
    -602     -559        0       22     -409     -580     -968      322      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     24.9      0.5     27.6     45.4     47.6     70.8     52.4     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        1        9       10       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       40,875
COMMITMENTS
  13,321   34,372       93   24,194    3,628   37,609   38,093    3,266    2,781

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      4,626)
   1,818    6,932     -351    3,171   -3,214    4,639    3,367      -13    1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.6     84.1      0.2     59.2      8.9     92.0     93.2      8.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       23        3       13       10       38       35                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       48,611
COMMITMENTS
  31,825   15,408    2,114    9,069   28,048   43,008   45,571    5,603    3,041

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        374)
   1,403     -359    1,211   -1,324     -712    1,290      141     -917      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.5     31.7      4.3     18.7     57.7     88.5     93.7     11.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      41       20       10       17       16       62       42                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       15,981
COMMITMENTS
   9,634    3,273       55    5,113   10,613   14,802   13,941    1,179    2,040

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,476)
      31     -550       54    2,475    2,423    2,560    1,927      -84      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.3     20.5      0.3     32.0     66.4     92.6     87.2      7.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        7        1       10        7       24       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   22,676,758
COMMITMENTS
 1343538  810,141 11942191  8790038  9019931 22075767 21772263  600,991  904,495

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:    622,885)
-337,157 -148,646  724,918  237,079   25,516  624,840  601,788   -1,955   21,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      3.6     52.7     38.8     39.8     97.3     96.0      2.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      65       67      104      127      131      250      249                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        8,590
COMMITMENTS
   4,384    6,267    1,245      415      195    6,043    7,707    2,547      883

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     -2,804)
  -1,995   -2,240     -389       35      -77   -2,350   -2,706     -454      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.0     73.0     14.5      4.8      2.3     70.4     89.7     29.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      50       24       17        3        1       61       36                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      497,657
COMMITMENTS
  49,256   40,508  101,259  346,746  355,654  497,261  497,421      396      236

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     16,725)
   9,255   -6,319   -9,981   17,361   34,448   16,635   18,148       90   -1,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      8.1     20.3     69.7     71.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      27       28       40       33       37       81       87                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      209,765
COMMITMENTS
  68,111   11,167   39,694  101,861  158,734  209,666  209,595       99      170

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:    -45,337)
 -13,470   -5,800   -3,447  -28,360  -36,054  -45,277  -45,301      -60      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5      5.3     18.9     48.6     75.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       20       29       26       34       63       71                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      717,990
COMMITMENTS
  80,943   71,032  103,658  446,645  465,975  631,246  640,666   86,743   77,324

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     32,368)
   6,185   -3,863    3,080    8,265   22,378   17,530   21,595   14,838   10,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      9.9     14.4     62.2     64.9     87.9     89.2     12.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
     104       89      100      301      277      455      416                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       47,887
COMMITMENTS
   6,324    3,125    4,692   14,346   31,540   25,362   39,357   22,525    8,530

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      6,263)
    -857        3      614   -5,016    5,121   -5,260    5,738   11,522      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      6.5      9.8     30.0     65.9     53.0     82.2     47.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        5        9       10        9       20       20                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       12,967
COMMITMENTS
     238    1,055        0   11,327   10,465   11,565   11,520    1,402    1,447

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:       -197)
     238     -125        0     -745     -357     -507     -482      310      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      8.1      0.0     87.4     80.7     89.2     88.8     10.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0        7       12        8       14                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       28,728
COMMITMENTS
   1,926    6,484        0   24,407   20,860   26,333   27,344    2,395    1,384

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,225)
     -61      833        0    2,466    1,648    2,405    2,481     -180     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7     22.6      0.0     85.0     72.6     91.7     95.2      8.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        5        0       23       13       27       18                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,350,513
COMMITMENTS
 418,635  385,074  449,292  2161493  2172174  3029421  3006541  321,093  343,973

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:    130,526)
  40,693  -13,853    6,850   66,405   86,286  113,949   79,283   16,577   51,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     11.5     13.4     64.5     64.8     90.4     89.7      9.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      580)
     103       89       97      299      276      452      412                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       51,811
COMMITMENTS
  21,605    1,172        0   26,597   49,938   48,202   51,110    3,609      701

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,393)
   1,503      274        0        6    1,070    1,509    1,344     -116       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.7      2.3      0.0     51.3     96.4     93.0     98.6      7.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        3        0       18       13       25       16                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:       21,395
COMMITMENTS
     689    1,111        0   18,129   19,910   18,818   21,021    2,577      374

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,032)
    -246        0        0    2,466    1,972    2,220    1,972     -188       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      5.2      0.0     84.7     93.1     88.0     98.3     12.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13        8       14        9                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       17,964
COMMITMENTS
     504      760        0   15,680   16,189   16,184   16,949    1,780    1,015

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:         46)
     242        0        0        8       13      250       13     -204       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      4.2      0.0     87.3     90.1     90.1     94.3      9.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        0       10        8       12       10                  
 
 
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      125,938
COMMITMENTS
       0    3,000        0  125,438  122,438  125,438  125,438      500      500

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0     99.6     97.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       14       11       15                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      109,549
COMMITMENTS
  39,887   63,973    3,553   28,821    2,073   72,262   69,599   37,287   39,950

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     58.4      3.2     26.3      1.9     66.0     63.5     34.0     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        9        4        6        1       13       12                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       49,634
COMMITMENTS
   6,337    1,810      210   33,483   44,688   40,030   46,708    9,604    2,926

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:       -818)
    -495     -205        0     -791     -366   -1,286     -571      468     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      3.6      0.4     67.5     90.0     80.7     94.1     19.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11        6        2       35       28       46       36                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,500
COMMITMENTS
  11,726   15,778    7,092   30,056   24,545   48,875   47,415    7,625    9,085

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,265)
  -2,147    1,281      833    3,234   -2,031    1,920       83     -655    1,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     27.9     12.6     53.2     43.4     86.5     83.9     13.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      50       82       46      110      128      188      228                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      282,501
COMMITMENTS
  58,631   78,892   35,460  150,282  122,724  244,374  237,076   38,127   45,425

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      6,324)
 -10,734    6,403    4,165   16,168  -10,154    9,599      414   -3,275    5,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     27.9     12.6     53.2     43.4     86.5     83.9     13.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      50       82       46      110      128      188      228                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:       94,005
COMMITMENTS
  13,377   73,076    3,636    3,655      580   20,668   77,291   73,338   16,714

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     36,800)
  -1,202   31,324    1,383     -964      244     -783   32,951   37,583    3,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     77.7      3.9      3.9      0.6     22.0     82.2     78.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        9       10        3        2       18       17                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      164,356
COMMITMENTS
  62,268   55,196   10,054   55,485   79,768  127,807  145,018   36,550   19,338

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      4,392)
   5,829   -1,847    1,358      303    4,869    7,491    4,380   -3,099       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     33.6      6.1     33.8     48.5     77.8     88.2     22.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      32       18       16       29       28       68       55                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      579,078
COMMITMENTS
  83,009   97,795   14,408  452,183  447,069  549,600  559,272   29,478   19,806

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     -6,389)
  -8,474   -3,604    1,535    2,233   -2,128   -4,705   -4,196   -1,683   -2,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3     16.9      2.5     78.1     77.2     94.9     96.6      5.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      74       49       27      175      140      262      203                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       17,431
COMMITMENTS
     897        0       32   15,113   16,974   16,042   17,006    1,389      425

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:       -242)
     349     -492        0      -56      470      293      -22     -535     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.0      0.2     86.7     97.4     92.0     97.6      8.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       12       10       15       11                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       52,302
COMMITMENTS
  17,849    4,648      283   26,586   15,764   44,718   20,695    7,584   31,607

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:       -990)
      48    1,499      115   -1,863   -1,650   -1,700      -36      710     -954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.1      8.9      0.5     50.8     30.1     85.5     39.6     14.5     60.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      15        7        2       18       23       34       31                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      168,435
COMMITMENTS
  52,975      400    7,587  107,359  160,379  167,921  168,366      514       69

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:     -5,308)
  -1,106        0     -345   -4,117   -4,973   -5,568   -5,318      260       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5      0.2      4.5     63.7     95.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29        3        5       36       29       66       37                  



Updated March 05, 2021