BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,328
COMMITMENTS
     230      445      868    7,155    7,428    8,252    8,741    1,075      586

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -2,046)
     -81      -23     -278   -1,583   -1,665   -1,941   -1,965     -105      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      4.8      9.3     76.7     79.6     88.5     93.7     11.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        5        6       29       25       35       33                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,729
COMMITMENTS
  11,356    1,621    8,813   11,357   16,712   31,526   27,145    4,203    8,583

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -8,638)
  -2,259     -924   -2,586   -3,863   -4,763   -8,708   -8,273       70     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8      4.5     24.7     31.8     46.8     88.2     76.0     11.8     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16        9       19       28       28       52       48                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        8,006
COMMITMENTS
     309      108    1,627    5,360    5,487    7,296    7,221      710      784

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -3,213)
    -581      -53     -750   -1,860   -2,434   -3,191   -3,236      -22       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.3     20.3     66.9     68.5     91.1     90.2      8.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        5       31       21       36       27                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,713
COMMITMENTS
  76,744   26,798   66,968   75,811  113,200  219,523  206,966   22,190   34,747

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     16,589)
   5,125     -681    6,886    1,775   10,128   13,786   16,333    2,803      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7     11.1     27.7     31.4     46.8     90.8     85.6      9.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     104       69      115       82       88      256      218                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      343,740
COMMITMENTS
  97,353   25,140   84,418  125,665  184,648  307,435  294,206   36,305   49,534

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      7,186)
  -1,266    2,391    5,604    2,944      997    7,282    8,991      -97   -1,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3      7.3     24.6     36.6     53.7     89.4     85.6     10.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     120       63      121      153      179      331      320                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,121
COMMITMENTS
     886      277      231      817    2,122    1,934    2,630    1,187      491

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -257)
     164       48     -176     -224      -12     -237     -141      -21     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4      8.9      7.4     26.2     68.0     62.0     84.3     38.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        8        5        7       13       23       23                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,015
COMMITMENTS
  13,892   10,972   12,087   16,063   10,652   42,042   33,711    6,972   15,303

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -1,538)
  -1,054    1,341     -977      568     -924   -1,462     -559      -76     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3     22.4     24.7     32.8     21.7     85.8     68.8     14.2     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      44       44       60       64       62      143      143                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       31,165
COMMITMENTS
     368   10,628    4,420   25,157   14,408   29,944   29,456    1,221    1,710

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -6,462)
     -87   -1,685   -1,483   -4,869   -3,184   -6,438   -6,352      -24     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     34.1     14.2     80.7     46.2     96.1     94.5      3.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6       11       10       36       37       50       50                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       25,175
COMMITMENTS
   7,509    6,677       11   15,572   16,923   23,092   23,612    2,083    1,563

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        932)
    -271      956       -1      899     -104      627      851      305       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8     26.5      0.0     61.9     67.2     91.7     93.8      8.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14       14        1       10        8       25       22                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      169,011
COMMITMENTS
  41,271   27,672    7,868   77,328  115,323  126,467  150,863   42,544   18,149

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      3,007)
    -507       -1      878    1,770   -1,187    2,142     -309      865    3,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     16.4      4.7     45.8     68.2     74.8     89.3     25.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      30       17       13       40       35       77       59                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,361
COMMITMENTS
  17,386    7,283    1,256    9,823   30,798   28,465   39,338   22,896   12,023

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -3,170)
  -4,110   -1,784      -68      390   -1,110   -3,787   -2,962      617     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     14.2      2.4     19.1     60.0     55.4     76.6     44.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14        9        2       14       13       30       22                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      142,121
COMMITMENTS
  52,636   59,923    2,124   79,589   77,440  134,349  139,486    7,771    2,634

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -1,201)
  -4,275   -1,913      404    1,973      393   -1,898   -1,116      697      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.0     42.2      1.5     56.0     54.5     94.5     98.1      5.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      65       35        9       33       28      105       65                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      167,692
COMMITMENTS
  38,754   32,259   15,017   77,817   92,545  131,587  139,821   36,105   27,870

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      5,480)
   1,028    1,111      980    1,231    2,479    3,239    4,570    2,241      910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     19.2      9.0     46.4     55.2     78.5     83.4     21.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      25       28       22       36       39       74       77                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      219,342
COMMITMENTS
  69,930   17,691    8,968  102,442  177,768  181,340  204,426   38,001   14,915

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     15,240)
   6,494    1,814    1,893    3,324   11,702   11,711   15,409    3,529     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9      8.1      4.1     46.7     81.0     82.7     93.2     17.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      42       15       19       48       36      100       61                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      729,116
COMMITMENTS
 225,888   82,220   34,244  368,632  573,042  628,765  689,506  100,351   39,610

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      3,141)
   2,072    3,078       -9    1,214      482    3,277    3,552     -137     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     11.3      4.7     50.6     78.6     86.2     94.6     13.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     107       40       47      131       90      249      166                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       27,113
COMMITMENTS
   8,445    4,439      453    7,841   17,202   16,739   22,094   10,374    5,019

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,318)
   1,246      577      -38      569    1,108    1,777    1,647     -459     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     16.4      1.7     28.9     63.4     61.7     81.5     38.3     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        2       10       11       18       16                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       16,914
COMMITMENTS
   4,003    3,832        0    5,137    9,665    9,140   13,497    7,774    3,417

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        216)
     557      -99        0        2        0      559      -99     -343      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     22.7      0.0     30.4     57.1     54.0     79.8     46.0     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        0       11       12       16       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       22,776
COMMITMENTS
  10,322   13,516      143    8,354    7,167   18,819   20,826    3,957    1,950

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:    -16,408)
  -1,085   -7,568      106  -15,628   -8,942  -16,607  -16,404      199       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.3     59.3      0.6     36.7     31.5     82.6     91.4     17.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      20       16        3       13        6       35       24                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       47,255
COMMITMENTS
  26,552   14,501      548   13,051   29,253   40,151   44,302    7,103    2,952

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -718)
  -1,287     -754      126     -366     -119   -1,527     -747      808       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.2     30.7      1.2     27.6     61.9     85.0     93.8     15.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      34       18        8       21       13       59       35                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       12,269
COMMITMENTS
  10,273    2,653        0      529    8,369   10,802   11,022    1,467    1,247

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        574)
     508      265        0      -61      130      447      395      127      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.7     21.6      0.0      4.3     68.2     88.0     89.8     12.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        8        0        3        5       13       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,277,725
COMMITMENTS
 1114629  575,335  7885908  6634524  7083484 15635060 15544726  642,664  732,998

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:    554,675)
 -34,147   73,467  402,616  198,520   78,515  566,988  554,598  -12,313       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      3.5     48.4     40.8     43.5     96.1     95.5      3.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      62       56       90      122      121      236      220                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       12,255
COMMITMENTS
   6,901    9,922    1,357      506       90    8,764   11,369    3,491      886

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        885)
     464      605      184       28        0      675      789      210       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.3     81.0     11.1      4.1      0.7     71.5     92.8     28.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      62       23       18        3        1       73       35                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      472,287
COMMITMENTS
  62,061   40,931  116,739  293,195  314,265  471,995  471,934      292      353

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      6,326)
    -864    2,741    8,344   -1,197   -4,825    6,282    6,260       44       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      8.7     24.7     62.1     66.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      23       22       30       34       34       74       71                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      160,885
COMMITMENTS
  16,695    8,853   26,682  117,368  125,108  160,745  160,643      140      242

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:    -46,347)
    -941   -2,484   -1,553  -43,926  -42,480  -46,420  -46,517       73      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      5.5     16.6     73.0     77.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      23       17       23       23       23       56       54                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      628,875
COMMITMENTS
  69,625   80,376   73,727  413,549  415,205  556,901  569,308   71,974   59,567

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     12,873)
  -1,605      451   -3,579   10,634   13,585    5,451   10,457    7,422    2,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     12.8     11.7     65.8     66.0     88.6     90.5     11.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     113       73       91      286      278      434      407                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| 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:       15,262
COMMITMENTS
   1,947    5,704      109    9,617    8,137   11,673   13,950    3,589    1,312

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        601)
      53      421      -74     -427      -99     -448      248    1,049      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     37.4      0.7     63.0     53.3     76.5     91.4     23.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        3        1       12        9       17       13                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,012,508
COMMITMENTS
 352,993  387,869  342,461  2018002  2017488  2713456  2747818  299,051  264,689

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     37,935)
 -10,380   -5,433  -11,218   48,767   40,424   27,169   23,773   10,766   14,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     12.9     11.4     67.0     67.0     90.1     91.2      9.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     113       73       90      284      277      432      405                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| 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:       25,502
COMMITMENTS
   1,269      319        0   21,080   24,451   22,349   24,770    3,153      732

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        -14)
       0       83        0      -12     -177      -12      -94       -2       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      1.3      0.0     82.7     95.9     87.6     97.1     12.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       14        8       16        9                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       52,173
COMMITMENTS
   6,706    1,088      374   34,820   47,132   41,900   48,594   10,273    3,579

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -1,269)
       2      -33       20   -1,700   -1,068   -1,678   -1,081      409     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      2.1      0.7     66.7     90.3     80.3     93.1     19.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      11        3        4       40       31       52       37                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,157
COMMITMENTS
  14,444    8,636    3,681   22,691   28,482   40,816   40,798    7,341    7,358

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,416)
     322   -1,041      704      428    1,496    1,455    1,159      -39      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     17.9      7.6     47.1     59.1     84.8     84.7     15.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      57       50       33      104      108      175      177                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      240,784
COMMITMENTS
  72,218   43,178   18,403  113,457  142,412  204,078  203,992   36,706   36,792

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      7,078)
   1,612   -5,205    3,519    2,142    7,481    7,273    5,795     -195    1,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     17.9      7.6     47.1     59.1     84.8     84.7     15.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      57       50       33      104      108      175      177                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      162,404
COMMITMENTS
  59,139   63,691   10,550   55,860   69,363  125,548  143,603   36,856   18,801

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     11,265)
   5,064    3,406    2,950    2,394    2,272   10,408    8,628      858    2,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     39.2      6.5     34.4     42.7     77.3     88.4     22.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      29       21       17       30       29       69       57                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      532,906
COMMITMENTS
 112,931   79,839    6,887  381,293  430,121  501,111  516,847   31,795   16,059

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:     -6,574)
  20,184   -3,092     -564  -16,101   -1,156    3,519   -4,811  -10,093   -1,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2     15.0      1.3     71.5     80.7     94.0     97.0      6.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      68       51       20      176      130      250      195                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       15,314
COMMITMENTS
   2,214    5,392        9    8,547    6,316   10,770   11,717    4,544    3,597

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -120)
    -303      572       -8     -352     -119     -663      445      543     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     35.2      0.1     55.8     41.2     70.3     76.5     29.7     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        7        2        8        5       14       13                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,749
COMMITMENTS
  15,353    1,080       70   23,044   13,116   38,467   14,266    7,282   31,483

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,937)
   1,290      -17       53      787   -2,181    2,130   -2,145     -193    4,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6      2.4      0.2     50.4     28.7     84.1     31.2     15.9     68.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18        4        3       24       23       43       29                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21          |
--------------------------------------------------------------| 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:      154,169
COMMITMENTS
  51,125      380    7,661   95,045  145,829  153,831  153,870      338      299

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      3,082)
     -97        0       14    3,353    2,813    3,270    2,827     -188      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.2      0.2      5.0     61.6     94.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      32        3        7       38       27       72       37                  



Updated January 08, 2021