Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   137,618
Positions
    13,438     43,468      1,191     51,603     23,237      3,255     18,811     41,230      5,103     11,481      1,032         10     32,726     19,092
 
Changes from:       September 1, 2020                                Total Change is:    -2,902
    -2,824      3,922       -907      3,652         44         24       -680     -7,766      1,959       -461       -124       -250     -3,415        196
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       31.6        0.9       37.5       16.9        2.4       13.7       30.0        3.7        8.3        0.7        0.0       23.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       104 
         5          7          6         22         12          8         18         25         13         12          .          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    52,562
Positions
         0     27,699        232     11,827      6,471        482     17,728      4,977        545          0        484          9     21,739     11,663
 
Changes from:       September 1, 2020                                Total Change is:    -1,475
         0     -1,711        -33       -553       -849       -300       -135       -594        538          0         -1          1       -993      1,474
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       52.7        0.4       22.5       12.3        0.9       33.7        9.5        1.0        0.0        0.9        0.0       41.4       22.2
 
Number of Traders in Each Category                                    Total Traders:        45 
         0          9          4         11          7          5          9          8          5          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   197,524
Positions
    34,380     36,658     24,929     51,008     61,391      6,725     37,242     24,711      9,300      3,948      6,740          0     29,992     27,070
 
Changes from:       September 1, 2020                                Total Change is:    10,936
     3,668    -10,246     20,875     -6,769      3,790       -236     -3,039    -10,963      2,818       -392          0          0     -5,989      4,898
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       18.6       12.6       25.8       31.1        3.4       18.9       12.5        4.7        2.0        3.4        0.0       15.2       13.7
 
Number of Traders in Each Category                                    Total Traders:       104 
         7          8          9         17         24         12         23         16         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   151,546
Positions
     5,562     77,782        827     70,908     11,644      7,906     22,918     27,401      6,553      7,952        956          0     28,920     18,477
 
Changes from:       September 1, 2020                                Total Change is:     5,624
      -996     -6,422        132     -3,038       -638      1,239      1,095      6,247      5,186         90          0          0      1,916       -120
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       51.3        0.5       46.8        7.7        5.2       15.1       18.1        4.3        5.2        0.6        0.0       19.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       108 
         4         10          4         32         11         15         22         23         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   690,782
Positions
    29,386    469,084      7,476    399,945     85,572     16,993     81,097     51,168      8,256     48,807      5,646      2,152     96,670     44,435
 
Changes from:       September 1, 2020                                Total Change is:    -7,429
    -2,290    -12,824        302       -318      4,730     -1,221     -5,072     -3,193      3,031     -1,229       -225         93       -725      1,878
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       67.9        1.1       57.9       12.4        2.5       11.7        7.4        1.2        7.1        0.8        0.3       14.0        6.4
 
Number of Traders in Each Category                                    Total Traders:       287 
        12         15         12        106         29         38         52         26         27         34         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    24,671
Positions
       440      9,762          0      7,971      2,422      2,133          0      4,617          0        765        449          0     13,362      5,288
 
Changes from:       September 1, 2020                                Total Change is:       175
         0          0          0     -1,092       -252        202          0       -690        -30          0          0          0      1,095        945
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       39.6        0.0       32.3        9.8        8.6        0.0       18.7        0.0        3.1        1.8        0.0       54.2       21.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          9          5          7          0          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   144,091
Positions
     6,142     41,100      2,724     53,532     41,446      3,654     39,426     28,542      6,579      1,632        954        190     30,212     18,902
 
Changes from:       September 1, 2020                                Total Change is:     6,960
      -404     -1,346      2,724       -401      1,187        410       -396       -926      5,368       -427       -445        190       -104       -202
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       28.5        1.9       37.2       28.8        2.5       27.4       19.8        4.6        1.1        0.7        0.1       21.0       13.1
 
Number of Traders in Each Category                                    Total Traders:        88 
         .          8          .         21         10         11         19         22         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    25,478
Positions
       799     18,726         14      9,379      2,194         21     12,414      1,037        355        902      1,165          0      1,594      1,966
 
Changes from:       September 1, 2020                                Total Change is:       925
       330       -125         14       -789        514         16      1,059       -117         92          0         29          0        203        502
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       73.5        0.1       36.8        8.6        0.1       48.7        4.1        1.4        3.5        4.6        0.0        6.3        7.7
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          .          6          5          .         10          7          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   150,387
Positions
     3,557     60,559        597     78,568      5,943        723     44,841     45,218     13,870      2,406     19,400        158      5,667      3,919
 
Changes from:       September 1, 2020                                Total Change is:    17,656
       250        496         -1        641       -792         28      7,480      8,667      8,996        162        653          1         99       -392
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       40.3        0.4       52.2        4.0        0.5       29.8       30.1        9.2        1.6       12.9        0.1        3.8        2.6
 
Number of Traders in Each Category                                    Total Traders:       140 
         .          6          .         19         12          5         44         35         14          7         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    38,361
Positions
    19,520        112        134      6,423     27,466          2      7,774      5,211        648      1,843      2,000          0      2,017      2,788
 
Changes from:       September 1, 2020                                Total Change is:   -21,939
     6,953        -94    -18,069        756     -2,712          0     -9,504       -552         52     -1,101       -110          0     -1,026       -454
 
Percent of Open Interest Represented by Each Category of Trader
      50.9        0.3        0.3       16.7       71.6        0.0       20.3       13.6        1.7        4.8        5.2        0.0        5.3        7.3
 
Number of Traders in Each Category                                    Total Traders:        55 
         .          .          .         10          8          .         10         14          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    44,047
Positions
     7,355      8,397      3,522     10,948      9,180        741     13,635     15,088      2,762        135      1,010         42      4,907      3,305
 
Changes from:       September 1, 2020                                Total Change is:     3,803
       -20     -1,745      3,522       -777        776         13       -815       -913      2,304          0       -193          4       -428         35
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       19.1        8.0       24.9       20.8        1.7       31.0       34.3        6.3        0.3        2.3        0.1       11.1        7.5
 
Number of Traders in Each Category                                    Total Traders:        91 
         6          6          4         18          9          5         31         16         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    14,052
Positions
       160          0        166      1,943      2,300          0      8,414      7,387      2,648          0        254          0        721      1,297
 
Changes from:       September 1, 2020                                Total Change is:     1,491
         0          0        166         60       -969          0     -1,031        210      2,259       -100          0          0        137       -175
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        1.2       13.8       16.4        0.0       59.9       52.6       18.8        0.0        1.8        0.0        5.1        9.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          0          .          .          4          0          8          7          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    36,683
Positions
    12,692      8,260      1,120      5,020      2,465        936      8,783      3,381          5        197     14,763          0      7,932      5,754
 
Changes from:       September 1, 2020                                Total Change is:    -4,320
       702     -1,841         60     -1,824        -77       -402     -2,079     -1,279       -217       -192        356          0       -369       -921
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       22.5        3.1       13.7        6.7        2.6       23.9        9.2        0.0        0.5       40.2        0.0       21.6       15.7
 
Number of Traders in Each Category                                    Total Traders:        84 
        19         12          7         16          5          8         15         11          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    73,366
Positions
    25,383     16,520      2,240     10,040      4,930      1,872     17,566      6,762          9        393     29,526          0     15,863     11,507
 
Changes from:       September 1, 2020                                Total Change is:    -8,639
     1,404     -3,681        120     -3,648       -153       -804     -4,157     -2,558       -433       -383        711          0       -738     -1,841
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       22.5        3.1       13.7        6.7        2.6       23.9        9.2        0.0        0.5       40.2        0.0       21.6       15.7
 
Number of Traders in Each Category                                    Total Traders:        84 
        19         12          7         16          5          8         15         11          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    30,662
Positions
     7,144     16,754         21     17,203      8,865      2,131      1,264      1,935          0        480        421          0      2,419        535
 
Changes from:       September 1, 2020                                Total Change is:      -672
      -123          0          0        185          0          0       -914       -416          0          0          0          0        180       -256
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       54.6        0.1       56.1       28.9        6.9        4.1        6.3        0.0        1.6        1.4        0.0        7.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        28 
         7          4          .         11          .          4          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   577,671
Positions
    80,778     91,585     25,273    249,151    126,596     59,611     50,542     91,183     21,643     20,366     79,128      1,182     69,125     81,470
 
Changes from:       September 1, 2020                                Total Change is:   -12,767
    -4,571      7,016     -1,581    -13,471      1,237      2,811      1,332    -18,503       -344      1,436     -7,886         83      1,538      4,399
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       15.9        4.4       43.1       21.9       10.3        8.7       15.8        3.7        3.5       13.7        0.2       12.0       14.1
 
Number of Traders in Each Category                                    Total Traders:       572 
        30         40         29        150         96        128         67        107         58         34         48         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    36,391
Positions
     4,002     25,750          0          0          0          0     13,734      5,038          0        270          0          0     18,385      5,603
 
Changes from:       September 1, 2020                                Total Change is:     3,877
       860      2,426          0          0          0          0      1,114        442       -369        270          0          0      2,002      1,378
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       70.8        0.0        0.0        0.0        0.0       37.7       13.8        0.0        0.7        0.0        0.0       50.5       15.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          6          0          0          0          0          9          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    12,043
Positions
     4,727      5,856          0      5,568      4,309        128          0        961          0          0          0          0      1,620        789
 
Changes from:       September 1, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       48.6        0.0       46.2       35.8        1.1        0.0        8.0        0.0        0.0        0.0        0.0       13.5        6.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          9          0          4          .          .          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    17,199
Positions
    11,446      4,010         23      2,518      7,619          0      1,074      1,986         24          0          0          0      2,114      3,537
 
Changes from:       September 1, 2020                                Total Change is:       751
       450       -721          0       -718        826          0        854         64          0          0          0          0        165        582
 
Percent of Open Interest Represented by Each Category of Trader
      66.6       23.3        0.1       14.6       44.3        0.0        6.2       11.5        0.1        0.0        0.0        0.0       12.3       20.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          5          .          7          .          0          4          .          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,706,399
Positions
   428,161    373,455     82,085  1,245,754    632,981    298,055    245,682    492,367     46,573    100,479    395,641      5,909    253,701    379,333
 
Changes from:       September 1, 2020                                Total Change is:   -83,222
   -46,036      4,072     10,973    -67,357      6,184     14,057      2,329    -93,488     -1,112      5,828    -39,429        415     -2,319     15,106
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       13.8        3.0       46.0       23.4       11.0        9.1       18.2        1.7        3.7       14.6        0.2        9.4       14.0
 
Number of Traders in Each Category                                    Total Traders:       571 
        32         38         27        150         96        128         65        108         54         34         48         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is     9,513
Positions
     1,691      6,619          0      5,008      1,623          0        762        499         14          0          0          0      2,038        758
 
Changes from:       September 1, 2020                                Total Change is:       566
      -300        379          0        610          0          0        204        212          0          0          0          0         52        -25
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       69.6        0.0       52.6       17.1        0.0        8.0        5.2        0.1        0.0        0.0        0.0       21.4        8.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          9          0          5          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    11,037
Positions
       412      8,473        129      8,776        400         36          0        342          0          0          0          0      1,684      1,657
 
Changes from:       September 1, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       76.8        1.2       79.5        3.6        0.3        0.0        3.1        0.0        0.0        0.0        0.0       15.3       15.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          9          .          9          .          .          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                              
CFTC Code #13874N                                                    Open Interest is   232,370
Positions
   121,773    123,272    104,398          0          0          0      4,499      1,000      1,700          0          0          0          0      2,000
 
Changes from:       September 1, 2020                                Total Change is:     1,000
    -1,000     -1,000      2,000          0          0          0          0          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       53.0       44.9        0.0        0.0        0.0        1.9        0.4        0.7        0.0        0.0        0.0        0.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         9          8          9          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    56,357
Positions
     5,820      7,888        344     36,396     41,053      1,171      3,442      1,576         15          0          0          0      9,169      4,310
 
Changes from:       September 1, 2020                                Total Change is:    -1,128
      -453     -1,373        302     -1,089      2,783        131        709     -2,547       -304          0          0          0       -424       -120
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       14.0        0.6       64.6       72.8        2.1        6.1        2.8        0.0        0.0        0.0        0.0       16.3        7.6
 
Number of Traders in Each Category                                    Total Traders:        73 
         7          7          .         30         17         12          8          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    50,161
Positions
     9,041      8,148        411     13,827      7,391        949     10,949     15,624        953      2,433      9,588          2     11,596      7,095
 
Changes from:       September 1, 2020                                Total Change is:     1,131
       220       -579       -126     -2,608        949         50        926     -4,827        -72        139      6,297          0      2,601       -562
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       16.2        0.8       27.6       14.7        1.9       21.8       31.1        1.9        4.9       19.1        0.0       23.1       14.1
 
Number of Traders in Each Category                                    Total Traders:       285 
        21         22          9         64         44         30         53         49         23         10         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   250,803
Positions
    45,203     40,742      2,053     69,136     36,955      4,744     54,746     78,121      4,763     12,166     47,938         11     57,981     35,476
 
Changes from:       September 1, 2020                                Total Change is:     5,655
     1,100     -2,896       -628    -13,038      4,746        250      4,631    -24,135       -358        693     31,484          2     13,003     -2,810
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       16.2        0.8       27.6       14.7        1.9       21.8       31.1        1.9        4.9       19.1        0.0       23.1       14.1
 
Number of Traders in Each Category                                    Total Traders:       285 
        21         22          9         64         44         30         53         49         23         10         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   101,735
Positions
     1,432        641          9          0          0          0     71,599     20,336      1,993      3,008        370          0     23,694     78,386
 
Changes from:       September 1, 2020                                Total Change is:     6,660
       681         35          9          0          0          0     -7,347    -16,682      1,661        383       -194          0     11,273     21,831
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        0.6        0.0        0.0        0.0        0.0       70.4       20.0        2.0        3.0        0.4        0.0       23.3       77.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          0          0          0         11          .          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   503,285
Positions
    79,840     50,748      5,067    246,390    198,222     59,321     79,566     99,125      2,075      9,576     68,642         21     21,429     20,064
 
Changes from:       September 1, 2020                                Total Change is:     1,270
     6,991        -75        212     -4,518      9,802      1,630       -898     -9,587     -1,241      1,513        173         -9     -2,410        365
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       10.1        1.0       49.0       39.4       11.8       15.8       19.7        0.4        1.9       13.6        0.0        4.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       337 
        31         18          4         91         60         55         43         59         16         13         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is     8,472
Positions
       229      4,743          0      2,956      1,603          0      4,403      1,606         34          0          0          0        850        486
 
Changes from:       September 1, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       56.0        0.0       34.9       18.9        0.0       52.0       19.0        0.4        0.0        0.0        0.0       10.0        5.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          5          0          5          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    16,671
Positions
         0      6,101          0      8,033        908          4      2,196      2,874      1,360          0      1,220        275      4,803      3,929
 
Changes from:       September 1, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.6        0.0       48.2        5.4        0.0       13.2       17.2        8.2        0.0        7.3        1.6       28.8       23.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          7          .          .          6          .          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    47,233
Positions
     4,751     12,407      4,218     15,271      5,349        263      6,477      5,882      2,271      1,292      1,172        210     12,480     15,461
 
Changes from:       September 1, 2020                                Total Change is:     5,336
      -250       -115      2,605        112        106         47     -3,399     -1,909      1,809       -153     -1,380        210      4,355      3,963
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       26.3        8.9       32.3       11.3        0.6       13.7       12.5        4.8        2.7        2.5        0.4       26.4       32.7
 
Number of Traders in Each Category                                    Total Traders:        65 
         5          9          4         12          8          7         13         14         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   445,925
Positions
    46,650    261,134      6,665    321,949    122,134     34,362     24,388     11,974        668      2,257      2,843          0      8,986      6,145
 
Changes from:       September 1, 2020                                Total Change is:    -1,893
    -2,576     -5,381      1,390     -5,978      1,681      1,170      3,483        -96       -111        407       -417          0        322       -129
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       58.6        1.5       72.2       27.4        7.7        5.5        2.7        0.1        0.5        0.6        0.0        2.0        1.4
 
Number of Traders in Each Category                                    Total Traders:       177 
        16         12          7         69         43         42         19          8          4          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                          
CFTC Code #244042                                                    Open Interest is 1,206,533
Positions
    66,315    620,711      4,188    846,253    274,384    130,450     79,001     56,538      7,956     37,575     96,882      2,484     32,311     12,940
 
Changes from:       September 1, 2020                                Total Change is:    -4,347
     7,347      5,847        635    -25,219     -1,536      1,962      7,027    -15,943      1,010      8,698      3,113     -1,340     -4,467      1,905
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       51.4        0.3       70.1       22.7       10.8        6.5        4.7        0.7        3.1        8.0        0.2        2.7        1.1
 
Number of Traders in Each Category                                    Total Traders:       419 
        25         23         11        176         66         85         59         31         18         25         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   184,396
Positions
    41,436    142,776     32,218     24,049          0      2,486     74,780        503      6,072      2,985         65        148        222        128
 
Changes from:       September 1, 2020                                Total Change is:      -367
       729        -51       -835        393          0          0       -263        503         17       -408          0          0          0         -1
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       77.4       17.5       13.0        0.0        1.3       40.6        0.3        3.3        1.6        0.0        0.1        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        84 
        10         20         17         14          0          .         28          .          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,152,782
Positions
     2,413    132,114      3,429    616,474    191,219    196,995     76,934    431,748     29,644     65,061     26,245         50    161,782    141,338
 
Changes from:       September 1, 2020                                Total Change is:    16,696
    -1,405      8,408       -520     28,834      2,357     -9,315      3,413     18,110      3,122        780         -5          0     -8,213     -5,461
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       11.5        0.3       53.5       16.6       17.1        6.7       37.5        2.6        5.6        2.3        0.0       14.0       12.3
 
Number of Traders in Each Category                                    Total Traders:       173 
         4         16          .         60         28         48         24         26         15          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is   997,110
Positions
    25,088     76,454        368    538,786    158,977    164,254     47,402    406,526     40,383     44,421     19,292          0    136,408    130,856
 
Changes from:       September 1, 2020                                Total Change is:   -21,454
      -331     -7,530        349    -12,801        154        645      4,438    -13,604     -5,713     -2,950      2,674          0     -5,091      1,571
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        7.7        0.0       54.0       15.9       16.5        4.8       40.8        4.1        4.5        1.9        0.0       13.7       13.1
 
Number of Traders in Each Category                                    Total Traders:       128 
         .          9          .         59         17         51          6         27         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,989,678
Positions
    36,290    162,701      5,859    930,767    446,830    260,265    326,977    873,450     74,388    184,395     70,837        889    169,848     94,459
 
Changes from:       September 1, 2020                                Total Change is:   -57,828
   -23,328     -4,312     -5,058      6,436    -37,053      8,780    -35,492     -9,841    -12,364        944      1,143         22      2,232        855
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        8.2        0.3       46.8       22.5       13.1       16.4       43.9        3.7        9.3        3.6        0.0        8.5        4.7
 
Number of Traders in Each Category                                    Total Traders:       288 
        14         25          8        106         26         66         50         40         31         20          7          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,333,511
Positions
   201,228    220,580     27,660  1,359,286  1,106,220    628,607    418,109    780,069    102,097    211,407     93,403        519    384,598    374,356
 
Changes from:       September 1, 2020                                Total Change is:   -30,088
     7,652    -18,731     -3,136     15,574    -21,526      3,891    -12,204     41,710    -40,034    -11,619      4,795          0      9,788      2,943
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        6.6        0.8       40.8       33.2       18.9       12.5       23.4        3.1        6.3        2.8        0.0       11.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       366 
        16         34         13        103         70         99         43         70         35         18         12          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   973,523
Positions
    61,583     36,217      6,056    282,598    338,300    103,370    306,106    248,399     40,433     54,735      6,292          0    118,642    194,456
 
Changes from:       September 1, 2020                                Total Change is:   -26,666
     3,968      2,422        501    -22,040      7,836        928     -6,804     -4,195    -13,712      5,535     -3,500          0      4,958    -16,946
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        3.7        0.6       29.0       34.8       10.6       31.4       25.5        4.2        5.6        0.6        0.0       12.2       20.0
 
Number of Traders in Each Category                                    Total Traders:       108 
         .          5          5         25         44         41         19          8         15          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,215,386
Positions
    98,277    225,072     24,353  1,396,847    595,964    549,412    354,573  1,276,825     99,576    356,686    158,908        259    335,403    285,017
 
Changes from:       September 1, 2020                                Total Change is:   -31,030
    17,561      6,031       -749    -15,452      8,499     -2,281    -22,949    -18,899     -6,006     -2,526        248          0      1,372    -17,873
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        7.0        0.8       43.4       18.5       17.1       11.0       39.7        3.1       11.1        4.9        0.0       10.4        8.9
 
Number of Traders in Each Category                                    Total Traders:       283 
        11         23          7         89         47         81         37         52         30         11         13          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,418,799
Positions
   255,956    254,590    327,490     19,564      6,244     30,835    484,470    501,374    259,170     11,197      5,746        935     29,182     32,415
 
Changes from:       September 1, 2020                                Total Change is:    57,895
       768     10,123     16,845     -2,931          0      1,529     16,453      6,648     23,281        193         -3        180      1,577       -708
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       17.9       23.1        1.4        0.4        2.2       34.1       35.3       18.3        0.8        0.4        0.1        2.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       109 
        29         15         36          .          4          .         27         22         36          6          .          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is10,134,907
Positions
 1,446,974  1,813,950  2,298,766    307,141    312,077    475,004  1,346,716    774,584  3,322,123    101,283    130,546    223,065    613,835    784,792
 
Changes from:       September 1, 2020                                Total Change is:   100,371
    63,587     47,141     -7,736    -26,516     23,823    -17,703     55,033    -73,234     38,465      1,362         71     13,573    -19,694     75,971
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       17.9       22.7        3.0        3.1        4.7       13.3        7.6       32.8        1.0        1.3        2.2        6.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       234 
        33         45         67         16         13         22         48         49         77         10         11         13
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   207,863
Positions
    11,997     86,754     25,868      1,313     13,526     10,327    130,536     43,096     25,938        125        242      1,464        295        648
 
Changes from:       September 1, 2020                                Total Change is:     7,353
       438      3,765        919         46          0          0      3,212        879      1,796         48     -1,358        799         95        553
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       41.7       12.4        0.6        6.5        5.0       62.8       20.7       12.5        0.1        0.1        0.7        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        67 
         6         18         11          .          .          .         15         18         24          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   145,938
Positions
     8,425     73,905     17,794      3,087        716      1,872     79,435     27,892     22,856     11,698          0        672         99        231
 
Changes from:       September 1, 2020                                Total Change is:    19,599
      -210      6,606      5,037     -1,069        -22        910      6,128        735      6,294      2,489        -46         59        -39         26
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       50.6       12.2        2.1        0.5        1.3       54.4       19.1       15.7        8.0        0.0        0.5        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        77 
         6         23         12          .          .          .         16         22         25          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    94,947
Positions
         0     21,175          0      2,664      2,343          0          0     36,766     33,882     58,375        500          0         26        281
 
Changes from:       September 1, 2020                                Total Change is:     2,127
         0        302          0          0          0          0          0       -897      2,722       -601          0          0          6          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       22.3        0.0        2.8        2.5        0.0        0.0       38.7       35.7       61.5        0.5        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          4          0          .          5          0          0          4          .          7          .          0
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     8,198
Positions
         0        229          0        256         35        108      2,758      4,661        401      1,729      2,028        222      2,724        514
 
Changes from:       September 1, 2020                                Total Change is:    -2,419
         0       -311          0       -489       -147         26     -1,513     -2,181        114       -218        253       -248        -91         75
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.8        0.0        3.1        0.4        1.3       33.6       56.9        4.9       21.1       24.7        2.7       33.2        6.3
 
Number of Traders in Each Category                                    Total Traders:        81 
         0          .          0          .          .          .         27         19          6         23          4          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    29,776
Positions
     1,328          0        619      5,844      7,491        960     12,747     11,785      1,861      1,359      1,420        102      4,956      5,538
 
Changes from:       September 1, 2020                                Total Change is:      -582
    -3,201          0        619        409     -1,099         -8       -243       -103       -130        434     -1,074         94      1,444      1,119
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        0.0        2.1       19.6       25.2        3.2       42.8       39.6        6.3        4.6        4.8        0.3       16.6       18.6
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          0          .          7          7          .         20         28         10         14          8          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   267,609
Positions
    27,133     22,603     15,555    103,180     54,404     16,065     35,604     88,543     31,051      8,454      6,474      9,278     21,289     23,636
 
Changes from:       September 1, 2020                                Total Change is:   -33,169
     7,381      7,358        871    -15,628     -8,704     -7,097     -7,009    -14,506     -4,357       -641        360     -6,578       -111       -516
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        8.4        5.8       38.6       20.3        6.0       13.3       33.1       11.6        3.2        2.4        3.5        8.0        8.8
 
Number of Traders in Each Category                                    Total Traders:       159 
        10         18         20         18         28         22         23         39         34          8          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    21,465
Positions
     2,746        742         55     16,723      4,979        281        603     14,982        386        479          0          0        192         40
 
Changes from:       September 1, 2020                                Total Change is:      -112
       200          0          0       -533       -250       -237         78         23        386          0          0          0         -6        -34
 
Percent of Open Interest Represented by Each Category of Trader
      12.8        3.5        0.3       77.9       23.2        1.3        2.8       69.8        1.8        2.2        0.0        0.0        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          .          9          5          .          4          6          .          6          0          0
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Updated September 11, 2020