BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,184
COMMITMENTS
      39    1,379      150    8,077    7,193    8,266    8,722      918      462

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        274)
      32      144      -41      266      147      257      250       17       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     15.0      1.6     87.9     78.3     90.0     95.0     10.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        9        4       21       21       26       31                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,882
COMMITMENTS
  11,683    3,136      425    8,541   13,338   20,649   16,899    2,233    5,983

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      1,116)
     796      174     -150      291      742      937      766      179      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     13.7      1.9     37.3     58.3     90.2     73.9      9.8     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9       14       13       19       22       37       40                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,998
COMMITMENTS
     868    1,346      223    5,009    5,071    6,100    6,640      898      358

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        175)
      68       91      -42      119      170      145      219       30      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     19.2      3.2     71.6     72.5     87.2     94.9     12.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        5        7       28       20       37       28                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      271,314
COMMITMENTS
 115,538   34,271   47,670   83,469  157,211  246,677  239,152   24,637   32,162

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      6,992)
   4,237    1,305   -1,797    3,449    7,577    5,889    7,085    1,103      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     12.6     17.6     30.8     57.9     90.9     88.1      9.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     138       54      107       63       85      252      212                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      339,538
COMMITMENTS
 123,037   37,752   60,793  121,864  197,872  305,694  296,417   33,844   43,121

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      6,727)
    -252   -1,661    4,829      704    3,305    5,281    6,473    1,446      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     11.1     17.9     35.9     58.3     90.0     87.3     10.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     111       79      120      104      162      285      309                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,059
COMMITMENTS
     664      237      104    1,259    2,161    2,027    2,502    1,032      557

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:          3)
     -23      -56       16      -65       -2      -72      -42       75       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      7.7      3.4     41.2     70.6     66.3     81.8     33.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        8        6       12       14       27       24                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,805
COMMITMENTS
  19,887   15,501    6,840   14,120    9,956   40,847   32,297    6,958   15,508

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      3,023)
   1,273     -950    1,058      102      882    2,433      990      590    2,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     32.4     14.3     29.5     20.8     85.4     67.6     14.6     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      55       35       46       44       60      124      122                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,433
COMMITMENTS
   1,932   11,604      635   20,064   10,789   22,631   23,028      802      405

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      1,188)
     288      603      -28      872      580    1,132    1,155       56       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     49.5      2.7     85.6     46.0     96.6     98.3      3.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8        7        7       20       25       30       37                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       31,747
COMMITMENTS
  10,369    6,396        0   19,076   24,300   29,445   30,696    2,302    1,051

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      2,645)
   1,370   -4,212     -259    1,282    7,624    2,393    3,153      252     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     20.1      0.0     60.1     76.5     92.7     96.7      7.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19        7        0       10        7       29       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      186,932
COMMITMENTS
  50,907   40,644    3,040   82,575  111,850  136,522  155,534   50,410   31,398

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     13,854)
     885    1,603     -611   12,046   -1,296   12,320     -304    1,534   14,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     21.7      1.6     44.2     59.8     73.0     83.2     27.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      33       19       14       39       29       78       57                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,985
COMMITMENTS
  13,297    8,626      225   15,984    6,971   29,506   15,822    8,479   22,163

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -19,363)
 -10,317     -595   -1,671   -5,860  -20,011  -17,848  -22,277   -1,515    2,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     22.7      0.6     42.1     18.4     77.7     41.7     22.3     58.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       10        2       11       11       21       23                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      113,924
COMMITMENTS
  40,137   69,594      502   68,141   40,115  108,780  110,211    5,144    3,713

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -53,363)
 -10,212   21,097  -19,625  -23,268  -54,592  -53,105  -53,120     -258     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     61.1      0.4     59.8     35.2     95.5     96.7      4.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      53       34        8       26       23       84       60                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      148,035
COMMITMENTS
  55,190   26,590      751   55,771   96,862  111,712  124,203   36,323   23,832

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -33,338)
  -6,081     -770   -4,193  -23,175  -26,438  -33,449  -31,401      111   -1,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     18.0      0.5     37.7     65.4     75.5     83.9     24.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      32       21       10       29       33       65       60                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      145,951
COMMITMENTS
  26,003   65,371    2,110   99,385   43,104  127,498  110,585   18,453   35,366

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -65,396)
 -38,024    7,858   -3,098  -22,714  -68,179  -63,836  -63,419   -1,560   -1,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     44.8      1.4     68.1     29.5     87.4     75.8     12.6     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      26       33       10       35       32       63       73                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      638,977
COMMITMENTS
 195,857  105,881    6,465  349,395  484,374  551,717  596,720   87,260   42,257

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -83,146)
 -11,731      257   -9,151  -52,999  -75,462  -73,881  -84,356   -9,265    1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     16.6      1.0     54.7     75.8     86.3     93.4     13.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      95       39       27      117       88      216      150                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       25,679
COMMITMENTS
   5,513    1,329      470    8,533   16,000   14,516   17,799   11,163    7,880

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     -3,911)
  -1,694     -100     -879      253   -4,295   -2,320   -5,274   -1,591    1,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      5.2      1.8     33.2     62.3     56.5     69.3     43.5     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        1       10       10       16       13                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       22,707
COMMITMENTS
   4,005    5,956       96    8,741   12,031   12,842   18,083    9,865    4,624

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      2,250)
     457    1,240     -809    2,847    2,872    2,495    3,303     -245   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     26.2      0.4     38.5     53.0     56.6     79.6     43.4     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        1        9       10       15       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       47,685
COMMITMENTS
  14,739   38,506      633   29,653    5,731   45,025   44,870    2,660    2,815

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        340)
  -1,345     -892      237    1,929      933      821      278     -481       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     80.8      1.3     62.2     12.0     94.4     94.1      5.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      28       25        6       14       13       45       42                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       34,565
COMMITMENTS
  20,002   13,973    1,556    8,145   16,306   29,703   31,835    4,862    2,730

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -16,815)
 -12,662   -1,565   -3,001     -375  -11,821  -16,038  -16,387     -777     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.9     40.4      4.5     23.6     47.2     85.9     92.1     14.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      34       17        7       15       13       52       34                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       12,214
COMMITMENTS
   5,681    3,496        0    5,304    7,237   10,985   10,733    1,229    1,481

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     -2,353)
  -3,488      -67     -970    2,418     -862   -2,040   -1,899     -313     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     28.6      0.0     43.4     59.3     89.9     87.9     10.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        6        0        8        4       20       10                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,595,320
COMMITMENTS
 2417592  1714261  2561194  5063373  5455288 10042159  9730743  553,161  864,577

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -1,027,241)
 -73,014  -35,370 -265,999 -644,887 -673,183 -983,900 -974,552  -43,341  -52,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     16.2     24.2     47.8     51.5     94.8     91.8      5.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      50       48       82      119      121      213      212                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        9,335
COMMITMENTS
   4,797    7,449    1,004      479      165    6,280    8,618    3,055      717

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        550)
    -147      592      208       69      -95      130      705      420     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     79.8     10.8      5.1      1.8     67.3     92.3     32.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      43       29       15        2        1       55       37                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      488,159
COMMITMENTS
  39,671   47,979  107,598  340,105  332,321  487,374  487,898      785      261

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     -3,376)
 -11,362    1,449   11,405   -3,793   -9,647   -3,750    3,207      374   -6,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      9.8     22.0     69.7     68.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      20       31       36       35       36       77       84                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      224,798
COMMITMENTS
  66,259   10,937   46,019  112,464  167,702  224,742  224,658       56      140

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     10,845)
  -1,894   -1,917    4,097    8,701    8,755   10,904   10,935      -59      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      4.9     20.5     50.0     74.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      26       21       29       26       34       64       72                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      643,898
COMMITMENTS
  74,511   71,937   33,268  468,792  480,160  576,571  585,365   67,328   58,533

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     58,270)
  -3,569     -119    9,732   49,228   46,597   55,392   56,211    2,878    2,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     11.2      5.2     72.8     74.6     89.5     90.9     10.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      528)
      89       68       66      284      258      402      365                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       31,168
COMMITMENTS
   7,629    4,220      900   17,583   20,840   26,112   25,960    5,056    5,208

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      1,519)
   1,454      511      783    3,866   -1,276    6,103       18   -4,584    1,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     13.5      2.9     56.4     66.9     83.8     83.3     16.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        2       11        5       16       10                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       17,116
COMMITMENTS
   1,808    1,925      170   13,227   12,690   15,205   14,785    1,911    2,331

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      1,367)
   1,090      695      170    1,087     -705    2,347      160     -980    1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     11.2      1.0     77.3     74.1     88.8     86.4     11.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        1       11       12       14       15                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       43,804
COMMITMENTS
   4,416    6,305      448   35,521   33,162   40,385   39,915    3,419    3,889

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      7,845)
     770      327      448    6,666    4,344    7,884    5,119      -39    2,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     14.4      1.0     81.1     75.7     92.2     91.1      7.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        4        2       23       16       29       20                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,063,652
COMMITMENTS
 386,620  390,794  109,630  2256043  2296601  2752293  2797025  311,359  266,627

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    283,754)
 -12,432    9,533   32,064  226,811  239,367  246,443  280,964   37,311    2,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     12.8      3.6     73.6     75.0     89.8     91.3     10.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      528)
      90       67       65      282      257      400      363                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       57,796
COMMITMENTS
  17,308      928      427   35,811   55,494   53,546   56,849    4,250      947

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      4,272)
    -944      143      427    4,942    3,728    4,425    4,298     -153      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      1.6      0.7     62.0     96.0     92.6     98.4      7.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        2        1       26       14       34       17                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:       35,680
COMMITMENTS
     699    1,111        0   31,513   34,017   32,212   35,128    3,468      552

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      7,925)
       0        0        0    7,360    7,967    7,360    7,967      565      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      3.1      0.0     88.3     95.3     90.3     98.5      9.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       12       17       13                  
 
 
E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874H
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Materials Inde             OPEN INTEREST:        8,966
COMMITMENTS
   1,024      241        3    6,384    8,022    7,411    8,266    1,555      700

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      2.7      0.0     71.2     89.5     82.7     92.2     17.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       12        8       15        9                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde             OPEN INTEREST:       20,071
COMMITMENTS
     250      760        0   17,891   18,133   18,141   18,893    1,930    1,178

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        516)
       0        0        0    3,014      328    3,014      328   -2,498      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.8      0.0     89.1     90.3     90.4     94.1      9.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       12       11       13       13                  
 
 
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874N
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      139,760
COMMITMENTS
       0    3,000        0  139,760  136,260  139,760  139,260        0      500

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     13,822)
       0        0        0   14,322   13,822   14,322   13,822     -500        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0    100.0     97.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       14       11       15                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      134,238
COMMITMENTS
  13,978   73,716   12,843   25,346    1,235   52,167   87,794   82,071   46,444

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     32,310)
 -23,137    6,400    9,625   -4,202      238  -17,714   16,263   50,024   16,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     54.9      9.6     18.9      0.9     38.9     65.4     61.1     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3       11        7        6        2       15       14                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       50,552
COMMITMENTS
   6,083    1,768      151   34,080   44,718   40,314   46,637   10,238    3,915

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      1,125)
     162      643     -284      436       -9      314      350      811      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      3.5      0.3     67.4     88.5     79.7     92.3     20.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11        5        6       34       31       48       39                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       51,477
COMMITMENTS
  11,413   13,879    1,276   31,531   27,577   44,221   42,732    7,256    8,745

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        771)
  -1,078   -1,111      -12    1,643    2,523      552    1,399      219     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     27.0      2.5     61.3     53.6     85.9     83.0     14.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      57       69       33      111      130      185      216                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      257,385
COMMITMENTS
  57,067   69,394    6,381  157,656  137,883  221,104  213,658   36,281   43,727

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      3,857)
  -5,390   -5,557      -62    8,213   12,615    2,761    6,996    1,096   -3,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     27.0      2.5     61.3     53.6     85.9     83.0     14.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      57       69       33      111      130      185      216                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:      117,570
COMMITMENTS
  28,958   78,006   20,938    7,475      477   57,371   99,421   60,199   18,149

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     -6,196)
   5,064  -19,193   17,743    6,877      230   29,684   -1,220  -35,880   -4,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     66.3     17.8      6.4      0.4     48.8     84.6     51.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8       14       15        3        2       22       20                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      129,421
COMMITMENTS
  57,840   50,220    1,317   39,964   60,410   99,121  111,947   30,300   17,474

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -20,909)
  -4,008   -3,553   -2,965   -7,449   -7,912  -14,422  -14,430   -6,487   -6,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     38.8      1.0     30.9     46.7     76.6     86.5     23.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      27       18        9       24       21       56       43                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      614,508
COMMITMENTS
  88,078   71,841   12,605  481,940  506,783  582,623  591,229   31,885   23,279

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     64,253)
  -1,126  -12,673    9,364   53,113   62,454   61,351   59,145    2,902    5,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     11.7      2.1     78.4     82.5     94.8     96.2      5.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      73       42       24      169      139      255      193                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       25,690
COMMITMENTS
   1,266      428      460   21,644   24,346   23,370   25,234    2,320      456

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      4,421)
    -106      428      372    3,978    3,370    4,244    4,170      177      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.7      1.8     84.3     94.8     91.0     98.2      9.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       19       13       22       15                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       35,145
COMMITMENTS
   8,661    2,801      171   18,464    9,492   27,296   12,464    7,849   22,681

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -25,277)
 -12,832   -2,523     -484  -12,086   -8,512  -25,402  -11,519      125  -13,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      8.0      0.5     52.5     27.0     77.7     35.5     22.3     64.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        5        1       20       17       32       23                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 03/16/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      166,285
COMMITMENTS
  50,150      400    7,372  108,463  158,443  165,985  166,215      300       70

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      2,180)
     179        0        1    2,297    2,179    2,477    2,180     -297        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      0.2      4.4     65.2     95.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      26        3        5       35       29       62       37                  



Updated March 19, 2021