BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,663
COMMITMENTS
     553    1,451      375    5,869    5,405    6,797    7,231      866      432

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,467)
     -27     -181      -99   -1,496   -1,245   -1,622   -1,525      155       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     18.9      4.9     76.6     70.5     88.7     94.4     11.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        5        6       18       22       25       32                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,262
COMMITMENTS
   8,454    2,462      887    6,944   11,827   16,285   15,176    2,977    4,086

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,326)
  -2,122     -946      147     -345   -1,086   -2,320   -1,885       -6     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     12.8      4.6     36.1     61.4     84.5     78.8     15.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      13       12       14       22       26       44       43                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,428
COMMITMENTS
     993    1,619      146    4,763    4,111    5,902    5,876      526      552

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,634)
    -164     -545     -116   -1,241     -841   -1,521   -1,502     -113     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     25.2      2.3     74.1     64.0     91.8     91.4      8.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        6        5       30       21       39       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,763
COMMITMENTS
       0    3,337      116    4,282      787    4,398    4,240      365      523

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,140)
     -44     -908     -133     -804     -170     -981   -1,211     -159       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     70.1      2.4     89.9     16.5     92.3     89.0      7.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        7        5       15        5       20       12                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,028
COMMITMENTS
  80,586   39,766   50,723   77,066  111,922  208,375  202,411   20,653   26,617

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:       -429)
  -4,586     -553    1,391    2,521     -597     -674      241      245     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     17.4     22.1     33.6     48.9     91.0     88.4      9.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
     109       71      106       63       86      234      223                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      292,713
COMMITMENTS
  97,587   35,142   56,766  106,869  158,001  261,222  249,909   31,491   42,804

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:    -10,827)
  -7,040   -3,796   -1,740   -2,933   -5,853  -11,713  -11,389      886      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     12.0     19.4     36.5     54.0     89.2     85.4     10.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     108       65      109       87      122      256      261                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,569
COMMITMENTS
     676      371      197    1,638    2,361    2,511    2,929    1,058      640

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:          4)
     -61       -2      -19        9       23      -71        2       75        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     10.4      5.5     45.9     66.2     70.4     82.1     29.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16        6        4       15       14       33       24                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,761
COMMITMENTS
  15,028   15,756    6,912   13,964   11,499   35,904   34,167    7,857    9,594

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        897)
    -425    2,689     -492      770     -858     -147    1,339    1,044     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     36.0     15.8     31.9     26.3     82.0     78.1     18.0     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      37       61       47       49       41      118      125                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       21,544
COMMITMENTS
   1,240    7,347      852   18,983   12,852   21,075   21,051      469      493

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,983)
     -11   -2,154      -84   -2,883     -643   -2,978   -2,881       -5     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     34.1      4.0     88.1     59.7     97.8     97.7      2.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12       11        7       22       23       40       35                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       21,314
COMMITMENTS
   6,684   11,231        0   13,325    8,197   20,009   19,428    1,305    1,886

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        176)
     587      211        0     -447       19      140      230       36      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     52.7      0.0     62.5     38.5     93.9     91.2      6.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11       17        0       12        8       23       25                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      113,818
COMMITMENTS
  20,808   38,855    1,858   62,803   52,103   85,469   92,816   28,349   21,002

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        -44)
    -811   -1,712      654    3,025     -466    2,868   -1,524   -2,912    1,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     34.1      1.6     55.2     45.8     75.1     81.5     24.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      23       21        8       33       28       59       54                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,038
COMMITMENTS
  16,941    3,845       29   10,175   28,928   27,145   32,802   17,893   12,236

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,628)
  -2,225   -2,580     -395     -355     -210   -2,975   -3,185      347      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6      8.5      0.1     22.6     64.2     60.3     72.8     39.7     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        7        3       12       11       25       20                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      120,674
COMMITMENTS
  51,201   29,859      605   63,407   86,442  115,213  116,906    5,461    3,768

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,244)
   7,867     -839      273   -9,510     -970   -1,370   -1,536      126      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     24.7      0.5     52.5     71.6     95.5     96.9      4.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      42       31        6       27       27       71       62                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      156,467
COMMITMENTS
  40,698   51,996    2,192   88,441   76,075  131,331  130,263   25,136   26,204

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,582)
   1,482       35   -3,192     -547   -2,389   -2,257   -5,546     -325    2,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     33.2      1.4     56.5     48.6     83.9     83.3     16.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      19       27       11       33       40       57       73                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      163,024
COMMITMENTS
  45,779   24,677      960   86,102  119,068  132,841  144,705   30,183   18,319

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      4,726)
  -1,756    1,931        1    6,118    3,014    4,363    4,946      363     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     15.1      0.6     52.8     73.0     81.5     88.8     18.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      37       14       11       42       38       81       61                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      652,135
COMMITMENTS
 231,369   57,061    5,706  322,277  548,547  559,352  611,314   92,783   40,821

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -3,777)
 -10,598    3,210   -1,046    2,915   -6,451   -8,729   -4,287    4,952      510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5      8.7      0.9     49.4     84.1     85.8     93.7     14.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     104       39       32      123       78      231      145                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,817
COMMITMENTS
   4,341    4,508      163    6,647   15,249   11,151   19,920   13,666    4,897

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     18.2      0.7     26.8     61.4     44.9     80.3     55.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        1        9        9       14       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       40,000
COMMITMENTS
   7,557   33,855      413   29,885    2,684   37,855   36,952    2,145    3,048

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -3,870)
  -2,138      946     -671     -822   -4,079   -3,631   -3,804     -239      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     84.6      1.0     74.7      6.7     94.6     92.4      5.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       27        2       14        8       29       37                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,612
COMMITMENTS
  16,755   11,665      940   12,465   19,349   30,160   31,954    4,452    2,658

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,311)
    -345   -2,106       40     -723      939   -1,028   -1,127     -283     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4     33.7      2.7     36.0     55.9     87.1     92.3     12.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      36       19       10       19       14       60       38                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       11,808
COMMITMENTS
   7,455    2,234        1    3,555    8,155   11,011   10,390      797    1,418

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,115)
  -1,292   -1,183        1      -71       -6   -1,362   -1,188      247       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1     18.9      0.0     30.1     69.1     93.3     88.0      6.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        7        1        6        6       12       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,166,721
COMMITMENTS
 1478660  515,521  2609868  4502081  5321582  8590609  8446971  576,112  719,750

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     45,302)
   4,593   17,009   48,164   16,228  -32,447   68,985   32,726  -23,683   12,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      5.6     28.5     49.1     58.1     93.7     92.1      6.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      57       41       78      109      104      204      190                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        7,511
COMMITMENTS
   4,460    6,595      355        0       70    4,815    7,020    2,696      491

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        187)
     341      425     -201        0        0      140      224       47      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.4     87.8      4.7      0.0      0.9     64.1     93.5     35.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      42       30        9        0        1       49       34                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      236,893
COMMITMENTS
  20,138   33,417   48,856  167,766  154,526  236,760  236,799      133       94

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     10,655)
     115    1,080    8,401    2,291    1,185   10,807   10,666     -152      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     14.1     20.6     70.8     65.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      16       20       25       19       30       51       62                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      138,684
COMMITMENTS
  41,852    9,377   22,310   74,345  106,744  138,507  138,431      177      253

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:    -53,722)
  -4,825  -10,737   -5,253  -43,654  -37,653  -53,732  -53,643       10      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      6.8     16.1     53.6     77.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       21       25       19       31       49       66                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      507,185
COMMITMENTS
  79,725   63,868    9,091  357,776  369,259  446,592  442,218   60,593   64,967

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      5,176)
   4,493    3,268    2,389   -8,220  -10,637   -1,337   -4,980    6,513   10,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     12.6      1.8     70.5     72.8     88.1     87.2     11.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
      90       78       44      259      272      369      374                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       22,225
COMMITMENTS
     215    5,208        0   19,216   11,741   19,431   16,949    2,794    5,276

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        728)
       0    1,083        0      553     -336      553      747      175      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     23.4      0.0     86.5     52.8     87.4     76.3     12.6     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       13       11       14       14                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,476,190
COMMITMENTS
 402,626  328,663   30,574  1752601  1834602  2185801  2193839  290,389  282,351

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      2,698)
  34,467   32,698   -1,978  -60,601  -49,184  -28,112  -18,464   30,810   21,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     13.3      1.2     70.8     74.1     88.3     88.6     11.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
      90       78       43      257      271      367      372                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       57,386
COMMITMENTS
   9,557    2,509      247   37,982   50,575   47,786   53,331    9,600    4,055

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        370)
    -256    1,172      200      100   -1,310       44       62      326      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      4.4      0.4     66.2     88.1     83.3     92.9     16.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      12        7        3       33       29       46       38                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,500
COMMITMENTS
  14,529   29,531      723   30,609   18,584   45,861   48,838    9,640    6,662

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        381)
    -328   -1,264     -174      955    1,814      453      376      -72        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     53.2      1.3     55.2     33.5     82.6     88.0     17.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      57       54       22      104      107      174      171                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      277,502
COMMITMENTS
  72,643  147,656    3,616  153,044   92,919  229,303  244,191   48,199   33,311

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      1,906)
  -1,640   -6,321     -870    4,774    9,072    2,264    1,881     -358       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     53.2      1.3     55.2     33.5     82.6     88.0     17.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      57       54       22      104      107      174      171                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:       64,039
COMMITMENTS
  33,846   33,923    3,754    7,185    7,633   44,785   45,310   19,254   18,729

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     53.0      5.9     11.2     11.9     69.9     70.8     30.1     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8       10        6        1        1       11       15                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      132,119
COMMITMENTS
  61,379   50,532    1,008   44,861   60,822  107,248  112,362   24,871   19,757

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      3,671)
   7,563    5,653     -109   -3,833   -1,881    3,621    3,663       50        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     38.2      0.8     34.0     46.0     81.2     85.0     18.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       14        8       29       25       59       42                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      514,258
COMMITMENTS
  96,975   71,622    6,246  388,058  415,030  491,279  492,898   22,979   21,360

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     16,679)
   7,129   -9,612    2,522    4,257   21,104   13,908   14,014    2,771    2,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     13.9      1.2     75.5     80.7     95.5     95.8      4.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      60       47       22      162      135      230      197                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       12,964
COMMITMENTS
     802      686       74   11,486   11,898   12,362   12,658      602      306

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:       -123)
     211        0        0     -358      -33     -147      -33       24      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.3      0.6     88.6     91.8     95.4     97.6      4.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1        9       10       11       12                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       14,876
COMMITMENTS
   3,686    1,826        3    7,628    9,520   11,317   11,349    3,559    3,527

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:        162)
     377     -781       -4      111    1,504      484      719     -322     -557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     12.3      0.0     51.3     64.0     76.1     76.3     23.9     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        3        1        5        9       14       13                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,070
COMMITMENTS
   6,350   11,084      409   26,196   18,197   32,955   29,690    8,115   11,380

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      1,076)
  -1,020    4,010      407    2,085   -1,774    1,472    2,643     -396   -1,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     27.0      1.0     63.8     44.3     80.2     72.3     19.8     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      12       12        3       23       25       37       38                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 10/06/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      194,362
COMMITMENTS
  61,302    2,945    6,515  126,239  184,230  194,056  193,690      306      672

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      2,094)
     177     -219      241    1,588    2,088    2,006    2,110       88      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      1.5      3.4     65.0     94.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      31        4        6       38       27       71       36                  



Updated October 09, 2020