BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,199
COMMITMENTS
     354      409    1,049    7,687    8,149    9,090    9,607    1,109      592

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        942)
     -27        9      116      754      873      844      998       98      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      4.0     10.3     75.4     79.9     89.1     94.2     10.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        4        7       30       26       38       35                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,888
COMMITMENTS
  11,750    2,327   10,299   14,420   19,598   36,470   32,224    4,419    8,664

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,888)
     523     -391      414      950    1,607    1,888    1,631        1      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7      5.7     25.2     35.3     47.9     89.2     78.8     10.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19        5       18       37       38       61       56                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       10,486
COMMITMENTS
     933       86    2,283    6,482    7,306    9,698    9,675      788      811

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        370)
      13       14       10      297      353      320      377       49       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      0.8     21.8     61.8     69.7     92.5     92.3      7.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        6       34       22       40       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,133
COMMITMENTS
      90    1,986    1,983    3,300    1,163    5,373    5,132      760    1,001

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        135)
      -4       39       92       30      -45      118       86       17       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     32.4     32.3     53.8     19.0     87.6     83.7     12.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        6        6       15        9       23       16                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      239,420
COMMITMENTS
  71,929   27,419   69,876   78,867  108,758  220,673  206,053   18,747   33,367

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     -5,400)
    -843    3,170   -1,626     -811   -5,902   -3,280   -4,358   -2,120   -1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     11.5     29.2     32.9     45.4     92.2     86.1      7.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      96       76      108       90       95      252      224                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      327,137
COMMITMENTS
  96,815   29,804   72,031  121,087  175,475  289,933  277,309   37,205   49,828

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      6,205)
   3,793      917    4,037   -1,368    1,304    6,462    6,258     -257      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6      9.1     22.0     37.0     53.6     88.6     84.8     11.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     112       74      110      147      169      315      307                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,374
COMMITMENTS
     812      210      348      912    2,115    2,072    2,673    1,302      701

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        225)
      61      -29      131      -54      -31      137       71       88      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      6.2     10.3     27.0     62.7     61.4     79.2     38.6     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16        4        4        9       15       25       23                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,886
COMMITMENTS
  14,740   10,219   11,913   14,357   11,039   41,009   33,171    6,877   14,715

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      2,455)
     653     -214    1,043      617      678    2,314    1,508      141      947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     21.3     24.9     30.0     23.1     85.6     69.3     14.4     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      43       44       58       65       65      148      141                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       36,003
COMMITMENTS
     845   10,905    5,425   28,461   17,772   34,731   34,101    1,272    1,902

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      2,868)
      58      600      656    2,047    1,538    2,761    2,794      106       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     30.3     15.1     79.1     49.4     96.5     94.7      3.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       7       14       13       38       43       56       59                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       32,738
COMMITMENTS
   8,115   10,737       73   22,177   20,483   30,365   31,293    2,373    1,445

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      8,710)
   1,375     -676        8    7,134    9,214    8,517    8,546      193      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     32.8      0.2     67.7     62.6     92.8     95.6      7.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      19       13        2       11        9       32       22                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      209,638
COMMITMENTS
  40,019   55,719    8,715  113,486  128,909  162,220  193,343   47,417   16,295

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     36,267)
   5,303     -680     -505   30,983   39,035   35,781   37,850      486   -1,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     26.6      4.2     54.1     61.5     77.4     92.2     22.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      30       25       18       40       35       80       68                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,762
COMMITMENTS
  17,177    7,460    1,055   10,422   29,701   28,653   38,216   22,108   12,546

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     -6,279)
     281    1,678   -1,773   -3,819   -6,413   -5,311   -6,509     -968      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     14.7      2.1     20.5     58.5     56.4     75.3     43.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12       10        2       14       14       28       24                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      143,626
COMMITMENTS
  62,317   65,233    1,441   71,986   74,081  135,744  140,755    7,882    2,871

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:    -49,068)
  -7,958   21,750  -29,912  -10,576  -40,958  -48,446  -49,119     -621       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.4     45.4      1.0     50.1     51.6     94.5     98.0      5.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      66       30        8       32       24      102       58                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      171,636
COMMITMENTS
  37,202   31,002   16,312   83,071   95,688  136,585  143,002   35,051   28,634

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:    -20,412)
  -4,054   -2,302     -474  -15,667  -16,537  -20,195  -19,314     -218   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     18.1      9.5     48.4     55.8     79.6     83.3     20.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      29       26       20       34       40       73       77                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      205,884
COMMITMENTS
  65,682   21,990    8,661   96,083  159,108  170,425  189,759   35,458   16,125

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,513)
   2,405    6,101      167   -1,403   -4,917    1,169    1,350      345      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9     10.7      4.2     46.7     77.3     82.8     92.2     17.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      46       20       22       41       35      100       64                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      707,095
COMMITMENTS
 219,984   77,780   29,174  356,546  557,876  605,704  664,829  101,391   42,266

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:    -26,039)
  -5,203   10,836   -6,987  -10,307  -25,531  -22,498  -21,683   -3,541   -4,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     11.0      4.1     50.4     78.9     85.7     94.0     14.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      99       36       42      123       89      234      155                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       25,127
COMMITMENTS
   6,844    3,825      303    7,289   15,910   14,436   20,038   10,691    5,089

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     15.2      1.2     29.0     63.3     57.5     79.7     42.5     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        3        1       10        9       16       13                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       17,981
COMMITMENTS
   3,411    3,439      450    5,266   10,350    9,127   14,239    8,854    3,742

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     19.1      2.5     29.3     57.6     50.8     79.2     49.2     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        1       10       13       15       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,630
COMMITMENTS
  10,698   19,911      124   23,236   15,656   34,058   35,691    3,572    1,939

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,963)
   1,649   -1,856     -123      289    8,210    1,815    6,231      148   -4,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     52.9      0.3     61.7     41.6     90.5     94.8      9.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      20       21        2       17        6       39       28                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       47,454
COMMITMENTS
  28,739   14,501      283   12,113   29,904   41,135   44,688    6,319    2,766

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:    -13,855)
  -5,991   -9,637   -3,759   -4,196      156  -13,946  -13,240       91     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.6     30.6      0.6     25.5     63.0     86.7     94.2     13.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      38       19        5       20       12       60       34                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       11,999
COMMITMENTS
   9,460    1,503        0    1,027    9,236   10,487   10,739    1,512    1,260

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     -3,021)
     378     -276     -476   -3,135   -2,120   -3,233   -2,872      212     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.8     12.5      0.0      8.6     77.0     87.4     89.5     12.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        4        0        3        5       16        9                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   15,694,853
COMMITMENTS
 1147026  588,332  7528307  6298328  6747304 14973661 14863943  721,192  830,910

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -3,053,756)
 -98,704  -98,383 -1731603 -1297954 -1271885 -3128261 -3101871   74,505   48,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      3.7     48.0     40.1     43.0     95.4     94.7      4.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      62       53       89      112      111      224      209                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       12,632
COMMITMENTS
   6,553    9,525    2,326      502       70    9,380   11,920    3,252      712

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:       -185)
    -436     -703      404       94      -13       61     -312     -246      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9     75.4     18.4      4.0      0.6     74.3     94.4     25.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      74       22       24        2        1       87       38                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      498,836
COMMITMENTS
  48,213   45,034  112,544  337,918  340,997  498,675  498,575      161      261

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:    -13,963)
  -5,321    3,389   -7,354   -1,287  -10,008  -13,962  -13,973       -1       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      9.0     22.6     67.7     68.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25       24       34       31       39       76       78                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      189,322
COMMITMENTS
  14,121   14,789   29,902  145,253  144,582  189,276  189,273       46       49

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      9,736)
  -3,793   -4,260    1,941   11,597   12,071    9,745    9,752       -9      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      7.8     15.8     76.7     76.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      15       27       26       25       30       56       67                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      797,546
COMMITMENTS
  75,192   77,189  129,924  495,638  499,835  700,754  706,947   96,792   90,599

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     69,019)
  -1,247   -1,220   13,815   45,734   47,247   58,302   59,842   10,717    9,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      9.7     16.3     62.1     62.7     87.9     88.6     12.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      588)
     108       97      116      303      295      473      446                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       52,111
COMMITMENTS
   7,544    5,174    5,151   10,664   34,962   23,358   45,286   28,753    6,825

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      3,619)
  -2,898   -1,005      542      510    4,329   -1,846    3,866    5,464     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      9.9      9.9     20.5     67.1     44.8     86.9     55.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        9       14        8       11       24       27                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| 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:       15,042
COMMITMENTS
     307      531        0   11,331   13,530   11,638   14,061    3,404      981

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      2,953)
    -341        0        0    2,164    2,880    1,823    2,880    1,130       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.5      0.0     75.3     89.9     77.4     93.5     22.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       10       16       11       17                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| 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:       28,320
COMMITMENTS
   2,685    2,270    2,767   19,621   21,439   25,073   26,476    3,247    1,844

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      7,804)
    -905      -92    2,584    5,586    5,195    7,265    7,687      539      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      8.0      9.8     69.3     75.7     88.5     93.5     11.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        3       15       15       23       19                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,727,174
COMMITMENTS
 376,834  398,668  585,274  2424870  2324363  3386977  3308304  340,197  418,870

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:    327,001)
  -8,714  -18,045   83,336  226,118  214,590  300,740  279,881   26,261   47,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     10.7     15.7     65.1     62.4     90.9     88.8      9.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      584)
     108       94      112      302      294      469      441                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       38,646
COMMITMENTS
   1,283    1,049       36   33,723   34,854   35,042   35,939    3,604    2,707

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     11,961)
       9      -95       36   11,707   10,390   11,752   10,331      209    1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      2.7      0.1     87.3     90.2     90.7     93.0      9.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       17       12       20       14                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:       33,753
COMMITMENTS
     830      475      419   29,015   31,651   30,264   32,545    3,489    1,208

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     10,471)
       0        0      419    9,456    9,774    9,875   10,193      596      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.4      1.2     86.0     93.8     89.7     96.4     10.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15        9       17       10                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| 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:       16,630
COMMITMENTS
   1,590        0        0   12,108   15,706   13,698   15,706    2,932      924

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        427)
     130        0        0        0      323      130      323      297      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      0.0      0.0     72.8     94.4     82.4     94.4     17.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       10       12       13       12                  
 
 
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| 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:      198,778
COMMITMENTS
       0    3,600    3,000  195,278  191,628  198,278  198,228      500      550

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      1.5     98.2     96.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       15       17       16                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      173,105
COMMITMENTS
  93,055   32,420   28,138   22,946    7,593  144,138   68,151   28,967  104,954

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     10,567)
  -5,203    1,075   14,863     -411    2,767    9,248   18,705    1,319   -8,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.8     18.7     16.3     13.3      4.4     83.3     39.4     16.7     60.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        8       11        5        2       18       16                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       57,211
COMMITMENTS
   7,331    2,393      295   38,998   50,415   46,624   53,103   10,587    4,108

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      2,749)
    -991      -94     -291    3,288    2,409    2,006    2,024      743      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      4.2      0.5     68.2     88.1     81.5     92.8     18.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10        6        5       39       31       52       39                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,894
COMMITMENTS
  15,044   12,080    5,127   29,658   34,432   49,829   51,639   11,065    9,255

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      6,709)
   1,000      377      211    3,754    4,707    4,965    5,294    1,744    1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     19.8      8.4     48.7     56.5     81.8     84.8     18.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      67       59       47      121      116      213      200                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      304,468
COMMITMENTS
  75,221   60,400   25,635  148,289  172,159  249,145  258,194   55,323   46,274

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     33,545)
   5,000    1,883    1,057   18,770   23,533   24,827   26,472    8,718    7,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     19.8      8.4     48.7     56.5     81.8     84.8     18.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      67       59       47      121      116      213      200                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      138,457
COMMITMENTS
  45,433   55,177    7,216   50,463   60,021  103,112  122,413   35,346   16,044

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:    -31,707)
  -3,749   -5,684   -9,196  -18,945  -15,486  -31,891  -30,366      184   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     39.9      5.2     36.4     43.3     74.5     88.4     25.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       21       14       28       26       60       53                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      647,624
COMMITMENTS
  95,659   80,156   18,482  500,991  524,370  615,132  623,008   32,492   24,616

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     74,870)
 -19,163   -7,824    2,760   88,609   77,200   72,206   72,136    2,664    2,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     12.4      2.9     77.4     81.0     95.0     96.2      5.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      63       52       27      187      141      263      208                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       19,037
COMMITMENTS
     204      686       32   16,820   17,352   17,056   18,070    1,981      967

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     -1,706)
     204     -276   -2,003     -760      166   -2,559   -2,113      853      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      3.6      0.2     88.4     91.1     89.6     94.9     10.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       11       14       13                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       15,138
COMMITMENTS
   2,194    3,458       22    8,742    6,795   10,958   10,275    4,180    4,863

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:     -5,271)
    -297    1,671   -2,086       -6   -6,510   -2,389   -6,925   -2,882    1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     22.8      0.1     57.7     44.9     72.4     67.9     27.6     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        2        9        6       17       11                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       41,211
COMMITMENTS
  13,467    2,064       22   20,152   15,132   33,641   17,218    7,570   23,993

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:    -19,046)
  -2,063   -4,461   -1,536  -14,313  -17,240  -17,912  -23,237   -1,134    4,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.7      5.0      0.1     48.9     36.7     81.6     41.8     18.4     58.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13        6        1       21       24       34       31                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| 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:      217,528
COMMITMENTS
  60,247      390    7,819  149,201  209,260  217,267  217,469      261       59

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      2,916)
    -802        0    1,110    2,621    1,780    2,929    2,890      -13       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7      0.2      3.6     68.6     96.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      34        3        7       40       30       76       40                  



Updated December 18, 2020