BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       12,009
COMMITMENTS
     734      545    1,457    8,601    9,388   10,792   11,389    1,217      620

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        416)
     -31       -4       98      417      328      484      422      -68       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      4.5     12.1     71.6     78.2     89.9     94.8     10.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       9        5        9       25       26       36       38                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       48,262
COMMITMENTS
  14,743    1,486   13,968   14,791   23,642   43,502   39,096    4,760    9,166

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      3,100)
   1,250      -70    1,182      648    1,888    3,080    3,000       20      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      3.1     28.9     30.6     49.0     90.1     81.0      9.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      27        8       24       36       40       71       64                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,735
COMMITMENTS
   1,313      262    3,031    7,761    8,814   12,105   12,107      629      628

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,830)
     -36       66      622    1,229    1,199    1,815    1,887       16      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      2.1     23.8     60.9     69.2     95.1     95.1      4.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       7        4        6       37       27       44       37                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,799
COMMITMENTS
       0    3,555    2,879    5,242    1,356    8,120    7,790      679    1,010

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        219)
       0      -12      217        0       14      217      220        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.4     32.7     59.6     15.4     92.3     88.5      7.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        8        7       20       12       27       20                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      266,925
COMMITMENTS
  75,502   20,578   83,820   83,120  125,451  242,441  229,849   24,484   37,076

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -3,811)
  -4,930   -3,404      119    1,037   -1,235   -3,774   -4,520      -37      710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3      7.7     31.4     31.1     47.0     90.8     86.1      9.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
     111       57      104       85       88      250      206                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      327,042
COMMITMENTS
  84,515   47,895   73,542  129,464  160,912  287,521  282,349   39,521   44,694

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     10,464)
  -6,119   12,053    1,559   11,911   -1,044    7,350   12,567    3,113   -2,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.8     14.6     22.5     39.6     49.2     87.9     86.3     12.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     120       73      123      150      149      325      307                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,312
COMMITMENTS
     529      266      150    1,454    2,284    2,133    2,700    1,180      612

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:       -244)
       5       -7      -35     -122     -156     -152     -198      -92      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      8.0      4.5     43.9     69.0     64.4     81.5     35.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        5        3       14       16       25       23                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       52,775
COMMITMENTS
  12,692   19,448   12,503   16,539   10,569   41,734   42,520   11,040   10,255

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,321)
      36      -93    1,534     -572        6      998    1,447      323     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     36.9     23.7     31.3     20.0     79.1     80.6     20.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      41       60       51       65       51      136      138                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       38,817
COMMITMENTS
   1,619   10,186    6,080   30,064   20,275   37,764   36,540    1,054    2,277

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,940)
    -400    1,098      177    2,084      521    1,862    1,796       78      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     26.2     15.7     77.5     52.2     97.3     94.1      2.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      11       16       14       36       38       59       56                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       23,191
COMMITMENTS
   8,799   12,931        3   13,222    8,533   22,024   21,467    1,168    1,725

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,242)
   1,159    1,112        1      -52      302    1,108    1,415      134     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     55.8      0.0     57.0     36.8     95.0     92.6      5.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       18        1       11        9       23       27                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      131,623
COMMITMENTS
  24,575   43,220    5,392   69,393   64,830   99,359  113,442   32,264   18,181

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -2,838)
     148   -1,292   -1,615     -904    1,475   -2,370   -1,432     -468   -1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     32.8      4.1     52.7     49.3     75.5     86.2     24.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      22       33       19       34       31       69       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,065
COMMITMENTS
  23,193    6,590    1,229   12,151   35,062   36,572   42,880   19,493   13,185

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        -86)
     978     -693     -208     -885      864     -114      -37       28      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4     11.8      2.2     21.7     62.5     65.2     76.5     34.8     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16        8        5       15       14       32       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      126,857
COMMITMENTS
  63,431   34,883    1,904   54,938   86,855  120,273  123,642    6,584    3,215

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        773)
   6,689   -1,224      471   -6,715    1,773      445    1,020      328     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.0     27.5      1.5     43.3     68.5     94.8     97.5      5.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      67       32       11       28       28       98       68                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      174,766
COMMITMENTS
  31,013   38,450   22,988   91,432   83,228  145,433  144,667   29,332   30,099

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -4,212)
  -8,297   -3,408    1,128     -968   -3,663   -8,138   -5,944    3,926    1,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     22.0     13.2     52.3     47.6     83.2     82.8     16.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      24       29       20       34       41       70       78                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      200,471
COMMITMENTS
  45,134   24,565   14,856  101,864  142,641  161,854  182,063   38,618   18,409

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     17,534)
  -1,033   -7,325    4,556    7,167   19,914   10,691   17,145    6,843      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5     12.3      7.4     50.8     71.2     80.7     90.8     19.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      36       19       15       43       38       86       65                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      691,570
COMMITMENTS
 218,742   62,260   34,756  341,017  550,068  594,515  647,085   97,055   44,485

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -7,270)
 -11,836   -1,060    1,454    4,697   -8,408   -5,685   -8,013   -1,586      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6      9.0      5.0     49.3     79.5     86.0     93.6     14.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     104       45       53      127       88      248      169                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,718
COMMITMENTS
   4,768    4,202      129    6,883   15,466   11,780   19,797   12,938    4,921

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         10)
     390     -135        0      -65      -41      325     -176     -315      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     17.0      0.5     27.8     62.6     47.7     80.1     52.3     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        3        1        9        9       15       13                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       19,619
COMMITMENTS
   6,225    4,524        6    5,699   11,795   11,930   16,325    7,689    3,294

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7     23.1      0.0     29.0     60.1     60.8     83.2     39.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        2        1        9       10       16       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       44,192
COMMITMENTS
   7,835   34,729      483   33,454    5,847   41,772   41,059    2,420    3,133

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,923)
     192     -484      184    2,495    2,968    2,871    2,668       52      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7     78.6      1.1     75.7     13.2     94.5     92.9      5.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      16       25        5       11        9       31       35                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       40,441
COMMITMENTS
  22,023   14,991      542   13,035   21,996   35,600   37,528    4,841    2,912

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      3,113)
   2,126    1,715       83      696    1,314    2,905    3,112      208        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.5     37.1      1.3     32.2     54.4     88.0     92.8     12.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      35       22        5       23       14       62       37                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,418
COMMITMENTS
   9,044    4,392        1    4,415    8,750   13,460   13,143      958    1,275

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        824)
     -20      344        0      673      537      653      881      171      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.7     30.5      0.0     30.6     60.7     93.4     91.2      6.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        7        1        5        8       13       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,116,708
COMMITMENTS
 1083485  385,846  9263010  7161192  7752611 17507688 17401467  609,021  715,241

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     97,427)
 -10,405   12,568  -19,853  139,993   73,782  109,734   66,497  -12,307   30,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      2.1     51.1     39.5     42.8     96.6     96.1      3.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      65       64      104      131      132      257      246                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       14,645
COMMITMENTS
   8,961   12,316    1,812      261        0   11,034   14,129    3,611      516

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,626)
   1,512    2,201      391      233      -70    2,136    2,522      490      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.2     84.1     12.4      1.8      0.0     75.3     96.5     24.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      72       29       25        3        0       87       43                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      321,358
COMMITMENTS
  49,110   36,573   56,484  215,590  228,069  321,184  321,126      173      232

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     47,747)
   9,456    2,253    1,923   36,362   43,489   47,741   47,664        6       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     11.4     17.6     67.1     71.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      19       22       26       21       32       55       65                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      170,285
COMMITMENTS
  49,704    9,875   27,604   92,836  132,597  170,144  170,076      141      209

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     10,470)
  -1,285    1,338      507   11,247    8,629   10,469   10,474        1       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2      5.8     16.2     54.5     77.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      21       19       25       21       30       52       65                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      643,708
COMMITMENTS
  89,573   63,506   95,911  390,686  414,614  576,169  574,030   67,539   69,678

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      5,133)
   9,290   -4,380      374   -1,732    9,637    7,932    5,630   -2,799     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9      9.9     14.9     60.7     64.4     89.5     89.2     10.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
     120       82      102      291      298      451      442                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       25,413
COMMITMENTS
   2,264    1,602    4,615   12,709   11,632   19,588   17,849    5,824    7,563

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -1,654)
     184   -1,075      330   -1,943    1,536   -1,429      791     -225   -2,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      6.3     18.2     50.0     45.8     77.1     70.2     22.9     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        6       10       10       12       22       23                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| 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:       25,798
COMMITMENTS
   1,163    4,469      159   23,031   19,713   24,353   24,341    1,445    1,457

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      3,082)
     -19   -1,043        1    3,298    4,040    3,280    2,998     -198       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     17.3      0.6     89.3     76.4     94.4     94.4      5.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        5        2       12       15       15       21                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,091,476
COMMITMENTS
 440,118  313,096  452,902  1889886  2014906  2782905  2780904  308,571  310,572

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     33,934)
  35,612  -26,445   10,137    1,054   40,505   46,803   24,197  -12,869    9,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     10.1     14.7     61.1     65.2     90.0     90.0     10.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
     120       80       99      288      296      446      437                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       13,536
COMMITMENTS
     828        0        0    9,047   12,573    9,875   12,573    3,661      963

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,472)
    -620        0        0      653    1,535       33    1,535    1,439      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.0      0.0     66.8     92.9     73.0     92.9     27.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0        9       13       11       13                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      141,328
COMMITMENTS
  30,233   78,094   18,612   27,830   20,031   76,674  116,737   64,653   24,591

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      4,322)
   4,215    4,736      579    2,792     -560    7,586    4,755   -3,264     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     55.3     13.2     19.7     14.2     54.3     82.6     45.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        9        7        5        3       16       15                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       56,858
COMMITMENTS
  10,650    1,068      370   36,366   52,035   47,386   53,473    9,472    3,385

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:       -340)
     799     -591      -46     -666    1,067       87      430     -427     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      1.9      0.7     64.0     91.5     83.3     94.0     16.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      16        3        5       35       32       52       39                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,583
COMMITMENTS
  13,328   13,124    4,534   23,400   25,369   41,262   43,027    9,321    7,555

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,369)
       8    1,238      -26    1,992     -335    1,975      878     -606      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     25.9      9.0     46.3     50.2     81.6     85.1     18.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      69       56       38      108      109      195      186                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      252,913
COMMITMENTS
  66,638   65,622   22,672  117,000  126,844  206,310  215,137   46,603   37,776

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      6,846)
      42    6,191     -128    9,962   -1,673    9,877    4,390   -3,031    2,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     25.9      9.0     46.3     50.2     81.6     85.1     18.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      69       56       38      108      109      195      186                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      143,002
COMMITMENTS
  59,767   50,791    6,134   50,227   67,213  116,128  124,138   26,874   18,864

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -2,956)
      98   -4,087   -1,405      -74    2,407   -1,380   -3,086   -1,576      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8     35.5      4.3     35.1     47.0     81.2     86.8     18.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       17       10       34       30       63       52                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      546,091
COMMITMENTS
 117,975   77,244    8,555  394,172  441,009  520,701  526,807   25,391   19,284

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:     -5,269)
  -1,562   -1,564     -368   -2,235   -2,894   -4,166   -4,826   -1,104     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     14.1      1.6     72.2     80.8     95.4     96.5      4.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      65       48       28      163      138      240      203                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       15,507
COMMITMENTS
       0      890        0   14,609   14,416   14,609   15,306      898      201

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,325)
    -350        1      -74    2,635    2,385    2,211    2,312      114       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.7      0.0     94.2     93.0     94.2     98.7      5.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0        9       10        9       12                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       17,403
COMMITMENTS
   6,252    2,029      201    6,992   12,516   13,445   14,746    3,958    2,657

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         81)
    -250      265      198      366       -7      314      456     -233     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     11.7      1.2     40.2     71.9     77.3     84.7     22.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        4        2        6        7       17       12                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,136
COMMITMENTS
   7,055    8,959      776   32,295   18,605   40,126   28,340    7,010   18,796

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,474)
   1,029     -941      511    1,477       40    3,017     -390     -543    2,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     19.0      1.6     68.5     39.5     85.1     60.1     14.9     39.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      14       13        4       20       24       36       40                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| 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:      203,947
COMMITMENTS
  61,661      165    8,094  133,971  194,859  203,726  203,118      221      829

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,205)
    -822        0      924    2,108      950    2,210    1,874       -5      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      0.1      4.0     65.7     95.5     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      31        2        6       38       27       69       35                  



Updated October 30, 2020