BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED 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:       11,979
COMMITMENTS
     407    1,184    1,001    9,524    9,245   10,931   11,430    1,048      549

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        611)
      30      -33      132      441      477      603      575        9       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      9.9      8.4     79.5     77.2     91.3     95.4      8.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        7        6       25       25       33       36                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       40,234
COMMITMENTS
  13,690    2,072    7,636   15,048   20,577   36,374   30,285    3,861    9,949

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      1,155)
     830       65     -130      337      785    1,037      720      118      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.0      5.1     19.0     37.4     51.1     90.4     75.3      9.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       13       18       33       28       58       48                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED 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:       11,588
COMMITMENTS
   1,209      196    2,172    7,103    8,777   10,484   11,144    1,103      443

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        282)
      66        2       13      174      310      252      324       30      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      1.7     18.7     61.3     75.7     90.5     96.2      9.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        3        8       31       23       40       32                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED 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:        5,548
COMMITMENTS
      74      607    2,187    2,547    1,350    4,808    4,145      740    1,403

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:         38)
       5       74      -21       12      -25       -4       28       42       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     10.9     39.4     45.9     24.3     86.7     74.7     13.3     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        7       12        7       19       14                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      334,436
COMMITMENTS
 115,878   24,612   91,463   95,883  179,393  303,224  295,468   31,212   38,968

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     14,487)
   4,059      947    3,786    5,037    9,458   12,882   14,191    1,605      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6      7.4     27.3     28.7     53.6     90.7     88.3      9.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
     148       53      123       87       93      287      233                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      392,097
COMMITMENTS
 123,055   19,280   99,603  131,219  220,840  353,877  339,723   38,220   52,374

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     10,240)
  -1,428   -3,746   10,025      128    3,197    8,726    9,477    1,514      764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4      4.9     25.4     33.5     56.3     90.3     86.6      9.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     126       74      136      149      176      348      330                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        3,236
COMMITMENTS
     680      236      195    1,290    2,222    2,166    2,653    1,070      583

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:         46)
     -17      -29       22      -45       13      -40        6       86       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0      7.3      6.0     39.9     68.7     66.9     82.0     33.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        8        8       13       17       29       28                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       54,193
COMMITMENTS
  20,140   13,196   11,337   14,707   10,753   46,183   35,286    8,010   18,908

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      3,507)
   1,413   -1,160    1,422      133      873    2,968    1,135      539    2,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.2     24.3     20.9     27.1     19.8     85.2     65.1     14.8     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      59       35       51       59       67      145      132                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED 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:       33,568
COMMITMENTS
     846   13,430    5,002   26,676   13,957   32,524   32,389    1,044    1,179

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      1,027)
      80      317      147      781      603    1,008    1,068       19      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     40.0     14.9     79.5     41.6     96.9     96.5      3.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6       12       10       34       38       47       53                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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:      2,637)
   1,370   -4,212     -259    1,282    7,624    2,393    3,153      244     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED 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:      197,808
COMMITMENTS
  50,229   40,294    7,845   87,414  117,254  145,488  165,392   52,320   32,415

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     16,233)
   1,194    1,528       94   13,193       70   14,480    1,691    1,753   14,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     20.4      4.0     44.2     59.3     73.6     83.6     26.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      31       22       17       40       33       80       64                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       40,280
COMMITMENTS
  12,801    8,836    1,368   17,430    7,619   31,598   17,823    8,681   22,457

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -19,540)
 -10,669     -738   -1,524   -5,809  -20,029  -18,002  -22,291   -1,538    2,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8     21.9      3.4     43.3     18.9     78.4     44.2     21.6     55.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       11        4       12       12       22       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:      114,166
COMMITMENTS
  40,181   69,691      511   68,273   40,198  108,965  110,400    5,202    3,767

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -53,354)
 -10,190   21,067  -19,629  -23,294  -54,550  -53,113  -53,112     -241     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2     61.0      0.4     59.8     35.2     95.4     96.7      4.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      54       35        9       28       24       88       62                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED 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:      168,157
COMMITMENTS
  54,941   26,004   14,833   60,500  102,015  130,274  142,852   37,883   25,304

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -32,635)
  -6,208     -388   -3,766  -22,910  -26,813  -32,885  -30,967      250   -1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.7     15.5      8.8     36.0     60.7     77.5     85.0     22.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      31       25       18       32       38       72       72                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      163,987
COMMITMENTS
  25,320   69,004   10,538  108,172   47,602  144,029  127,143   19,958   36,844

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -62,117)
 -38,677    6,982      -18  -21,929  -67,339  -60,624  -60,375   -1,493   -1,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     42.1      6.4     66.0     29.0     87.8     77.5     12.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      26       36       20       41       34       77       80                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      684,075
COMMITMENTS
 197,172  111,976   27,759  368,225  498,615  593,156  638,350   90,919   45,725

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -82,530)
 -11,725     -386   -8,598  -53,158  -74,746  -73,481  -83,731   -9,050    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8     16.4      4.1     53.8     72.9     86.7     93.3     13.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      95       49       48      126       95      236      177                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:       47,896
COMMITMENTS
  14,946   38,711      636   29,653    5,731   45,235   45,078    2,661    2,818

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        471)
  -1,212     -757      235    1,929      933      952      411     -481       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     80.8      1.3     61.9     12.0     94.4     94.1      5.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      31       26        7       14       13       49       43                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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:       34,569
COMMITMENTS
  20,002   13,973    1,556    8,145   16,306   29,703   31,835    4,866    2,734

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -16,814)
 -12,662   -1,565   -3,001     -375  -11,821  -16,038  -16,387     -776     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:   20,982,124
COMMITMENTS
 1686055  758,120 10931637  7764803  8362461 20382495 20052218  599,629  929,906

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -3,300,931)
 224,491  -40,840 -2115496 -1353952 -1096429 -3244957 -3252765  -55,974  -48,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      3.6     52.1     37.0     39.9     97.1     95.6      2.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      64       67      105      136      131      256      250                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED 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:        9,951
COMMITMENTS
   4,730    7,398    1,598      489      171    6,816    9,166    3,134      784

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        609)
    -132      592      259       70      -90      197      761      412     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.5     74.3     16.1      4.9      1.7     68.5     92.1     31.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      46       29       22        3        1       61       42                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED 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:      490,947
COMMITMENTS
  40,113   47,939  109,639  340,409  333,107  490,162  490,686      785      261

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     -3,359)
 -11,358    1,442   11,294   -3,669   -9,512   -3,733    3,224      374   -6,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      9.8     22.3     69.3     67.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      21       32       38       37       38       81       88                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED 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 TRADER 
    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+
OPTION AND FUTURES COMBINED 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:      788,315
COMMITMENTS
  80,661   75,474  123,270  503,864  517,396  707,795  716,140   80,521   72,175

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     62,013)
  -2,093    1,517   11,061   49,896   47,666   58,864   60,244    3,149    1,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      9.6     15.6     63.9     65.6     89.8     90.8     10.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     103       83      115      303      278      461      422                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:       48,126
COMMITMENTS
   7,855    4,208    5,519   24,342   27,868   37,715   37,595   10,411   10,531

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:      1,433)
   1,557      572      985    3,556   -1,488    6,098       69   -4,665    1,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      8.7     11.5     50.6     57.9     78.4     78.1     21.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        7       11       12        8       24       20                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:    3,700,947
COMMITMENTS
 421,477  413,772  531,310  2397609  2447642  3350396  3392724  350,551  308,222

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    302,898)
  -3,936   19,043   36,064  231,701  245,770  263,829  300,877   39,069    2,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     11.2     14.4     64.8     66.1     90.5     91.7      9.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      558)
     103       81      112      300      277      456      418                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:      141,364
COMMITMENTS
  14,353   73,950   16,509   26,951    2,365   57,813   92,824   83,551   48,540

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     33,021)
 -22,832    6,646    9,653   -3,813      421  -16,993   16,719   50,014   16,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2     52.3     11.7     19.1      1.7     40.9     65.7     59.1     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3       11        8        7        2       17       14                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER 
    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+
OPTION AND FUTURES COMBINED 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:       61,260
COMMITMENTS
  11,434   13,309    8,739   32,805   29,014   52,978   51,062    8,282   10,198

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:         27)
  -1,388   -1,409     -400    1,561    2,334     -226      525      253     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     21.7     14.3     53.5     47.4     86.5     83.4     13.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      61       77       56      117      137      209      239                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      306,302
COMMITMENTS
  57,170   66,543   43,697  164,023  145,070  264,890  255,310   41,412   50,992

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:        135)
  -6,938   -7,045   -2,001    7,807   11,669   -1,132    2,623    1,267   -2,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     21.7     14.3     53.5     47.4     86.5     83.4     13.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      61       77       56      117      137      209      239                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED 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:      118,583
COMMITMENTS
  28,958   77,962   21,374    7,475      477   57,807   99,814   60,776   18,769

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     -6,237)
   5,064  -19,155   17,712    6,877      230   29,653   -1,214  -35,890   -5,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     65.7     18.0      6.3      0.4     48.7     84.2     51.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8       14       15        3        2       22       20                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      138,540
COMMITMENTS
  57,351   50,383    5,616   43,881   64,203  106,848  120,203   31,692   18,338

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:    -20,899)
  -4,344   -4,004   -2,382   -7,480   -8,125  -14,206  -14,512   -6,693   -6,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4     36.4      4.1     31.7     46.3     77.1     86.8     22.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      28       19       12       28       27       63       51                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED 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:      630,589
COMMITMENTS
  88,106   71,893   25,491  484,138  508,906  597,735  606,289   32,854   24,300

CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST:     65,755)
  -1,314  -12,977   10,766   53,419   62,784   62,871   60,572    2,884    5,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     11.4      4.0     76.8     80.7     94.8     96.1      5.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      74       44       37      174      139      270      199                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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