Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   124,336
Positions
     2,470     29,905      2,317     50,729     19,696      5,049     12,631     38,967      7,811     10,839         31          5     32,486     20,555
 
Changes from:       September 22, 2020                               Total Change is:    -4,074
      -789     -4,532       -289     -2,564        350        322     -1,479     -1,989        -94        410       -507         -2        410      2,667
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       24.1        1.9       40.8       15.8        4.1       10.2       31.3        6.3        8.7        0.0        0.0       26.1       16.5
 
Number of Traders in Each Category                                    Total Traders:        98 
         .         10          6         23         13         11         14         23         11         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    49,918
Positions
     2,051     22,549        847      8,486      6,484        804     18,574      5,426      1,321          0        483          0     17,836     12,004
 
Changes from:       September 22, 2020                               Total Change is:    -3,510
     1,048     -4,497        364     -2,828        237        363     -1,670        675        599          0          0          0     -1,386     -1,251
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       45.2        1.7       17.0       13.0        1.6       37.2       10.9        2.6        0.0        1.0        0.0       35.7       24.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          5          .         10          8          5         11          9          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   192,609
Positions
    43,184     14,642      4,990     43,694     73,306      7,134     32,921     31,197     29,803      2,857      6,392        514     27,512     24,630
 
Changes from:       September 22, 2020                               Total Change is:     7,107
    17,638     -3,123       -748     -5,063      6,987       -842     -3,046      6,075        539        -21        -26        101     -1,452     -1,855
 
Percent of Open Interest Represented by Each Category of Trader
      22.4        7.6        2.6       22.7       38.1        3.7       17.1       16.2       15.5        1.5        3.3        0.3       14.3       12.8
 
Number of Traders in Each Category                                    Total Traders:       112 
         8          6          6         16         26         15         21         25         18          6          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   177,108
Positions
     4,468     87,082      3,291     88,941     15,187      8,445     24,923     27,555     14,738        926      1,267          0     31,377     19,544
 
Changes from:       September 22, 2020                               Total Change is:   -13,223
       537     -5,966         85       -694      1,564     -1,170     -4,853     -4,866     -3,902       -679        694          0     -2,547        337
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       49.2        1.9       50.2        8.6        4.8       14.1       15.6        8.3        0.5        0.7        0.0       17.7       11.0
 
Number of Traders in Each Category                                    Total Traders:       119 
         4          8          5         37         17         20         24         24         15          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   717,952
Positions
    29,818    441,227     15,339    376,634     91,605     27,217     76,449     48,687     40,600     56,452      6,368      2,519     92,924     44,391
 
Changes from:       September 22, 2020                               Total Change is:    -7,684
       672     -5,131        248    -13,810      1,818      1,885      3,590     -5,767      2,038       -119     -1,903         57     -2,244       -928
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       61.5        2.1       52.5       12.8        3.8       10.6        6.8        5.7        7.9        0.9        0.4       12.9        6.2
 
Number of Traders in Each Category                                    Total Traders:       312 
        12         12         15        110         36         49         54         31         33         40         17         11
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   144,967
Positions
     8,578     45,198      1,368     49,050     45,435      5,733     39,951     13,978     12,097      1,626        173          0     26,563     20,983
 
Changes from:       September 22, 2020                               Total Change is:    -2,154
     2,677     -3,933       -148     -2,556        890        351     -4,277       -834      2,607        379        -57          0     -1,187     -1,031
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       31.2        0.9       33.8       31.3        4.0       27.6        9.6        8.3        1.1        0.1        0.0       18.3       14.5
 
Number of Traders in Each Category                                    Total Traders:        84 
         4          7          6         23         11         12         19         16         17          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    21,146
Positions
     1,500      7,796         74      8,125      8,063          5      9,161      2,418        105        902        742          0      1,274      1,943
 
Changes from:       September 22, 2020                               Total Change is:     2,827
       196          0          5       -302      2,392          0      2,823        555          3          0         57          0        102       -185
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       36.9        0.3       38.4       38.1        0.0       43.3       11.4        0.5        4.3        3.5        0.0        6.0        9.2
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          .          .          6          5          .         11         11          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   124,161
Positions
     6,587     59,385        627     69,527      4,927        944     35,046     33,607      2,570      3,471     18,583          0      5,389      3,518
 
Changes from:       September 22, 2020                               Total Change is:   -13,246
     4,050    -10,575         70     -7,042      1,547        284    -10,291     -5,499      1,351       -933       -645        -73       -662        293
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       47.8        0.5       56.0        4.0        0.8       28.2       27.1        2.1        2.8       15.0        0.0        4.3        2.8
 
Number of Traders in Each Category                                    Total Traders:       121 
         .          6          .         17         12          5         36         30          7          7         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    43,871
Positions
    20,139        169      2,151      3,943     26,571        369      9,242      5,400      3,006      2,636      3,090          0      2,385      3,115
 
Changes from:       September 22, 2020                               Total Change is:     8,888
       128        -11      2,071     -1,348      1,955        369      4,767        680      2,786         54      1,005          0         61         33
 
Percent of Open Interest Represented by Each Category of Trader
      45.9        0.4        4.9        9.0       60.6        0.8       21.1       12.3        6.9        6.0        7.0        0.0        5.4        7.1
 
Number of Traders in Each Category                                    Total Traders:        59 
         .          .          .          8          8          .         10         16          .          6          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    35,936
Positions
     5,782      7,567          0     11,110      9,046        898     12,152     13,508        675        565      1,381          6      4,748      2,855
 
Changes from:       September 22, 2020                               Total Change is:       705
      -305     -1,118          0       -700      2,139        720      2,273       -529       -778        230        125          0       -735        146
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       21.1        0.0       30.9       25.2        2.5       33.8       37.6        1.9        1.6        3.8        0.0       13.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        86 
         4          5          0         21          6          5         28         13          7          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    12,923
Positions
     2,612          0          0      4,891      2,211          0      4,843      9,340         27          0          0          0        550      1,345
 
Changes from:       September 22, 2020                               Total Change is:     1,387
       110          0          0        673         -3          0        733      1,220         -2          0          0          0       -127        172
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        0.0        0.0       37.8       17.1        0.0       37.5       72.3        0.2        0.0        0.0        0.0        4.3       10.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          0          0          .          4          0          5         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    37,190
Positions
    10,778     11,568        791      9,571      1,176        646      7,306      3,322        316        195     13,815          0      7,587      5,556
 
Changes from:       September 22, 2020                               Total Change is:     2,155
    -1,690      2,667        321      3,854       -795       -102        202        784        258       -445       -414          0       -244       -565
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       31.1        2.1       25.7        3.2        1.7       19.6        8.9        0.8        0.5       37.1        0.0       20.4       14.9
 
Number of Traders in Each Category                                    Total Traders:        79 
        15         15          .         13          5          8         17          9          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    74,379
Positions
    21,555     23,136      1,582     19,142      2,352      1,292     14,611      6,643        632        390     27,630          0     15,175     11,112
 
Changes from:       September 22, 2020                               Total Change is:     4,309
    -3,380      5,333        641      7,707     -1,589       -204        405      1,569        516       -889       -827          0       -487     -1,130
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       31.1        2.1       25.7        3.2        1.7       19.6        8.9        0.8        0.5       37.1        0.0       20.4       14.9
 
Number of Traders in Each Category                                    Total Traders:        79 
        15         15          .         13          5          8         17          9          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    35,549
Positions
     9,517     16,085         21     17,302      8,637      5,349      1,254      4,386          0          0        431          0      2,106        640
 
Changes from:       September 22, 2020                               Total Change is:     1,487
      -319        615          0      1,697       -181        181        -33        632          0          0          0          0        -39        240
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       45.2        0.1       48.7       24.3       15.0        3.5       12.3        0.0        0.0        1.2        0.0        5.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         5          5          .         12          .          4          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   641,938
Positions
    61,563    102,702     26,083    254,277    134,470     59,620     34,971     70,977    111,451     25,344     67,068      3,093     65,535     66,472
 
Changes from:       September 22, 2020                               Total Change is:     3,868
        13     -5,305        691    -10,679      2,408        891      2,257      2,265      6,241      5,466        118       -383       -629     -3,057
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       16.0        4.1       39.6       20.9        9.3        5.4       11.1       17.4        3.9       10.4        0.5       10.2       10.4
 
Number of Traders in Each Category                                    Total Traders:       579 
        33         37         38        151         99        138         65        100         86         49         44         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    21,905
Positions
     3,276      1,000         75          0          0          0        354      3,694     11,073      1,413          2          7      5,706      6,053
 
Changes from:       September 22, 2020                               Total Change is:       -94
     2,276       -200         73          0          0          0        -71       -552        188        810          0         -2     -3,368        399
 
Percent of Open Interest Represented by Each Category of Trader
      15.0        4.6        0.3        0.0        0.0        0.0        1.6       16.9       50.5        6.5        0.0        0.0       26.1       27.6
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          0          0          5          9         14          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    21,497
Positions
    16,712      2,323         18      1,904     11,138          0        227      2,493         17          0        213          0      2,619      5,295
 
Changes from:       September 22, 2020                               Total Change is:     1,023
     1,199        117        -31        -18        198          0       -247        -60         -1          0        213          0        121        587
 
Percent of Open Interest Represented by Each Category of Trader
      77.7       10.8        0.1        8.9       51.8        0.0        1.1       11.6        0.1        0.0        1.0        0.0       12.2       24.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         6          4          .          5          5          0          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 3,100,163
Positions
   300,314    517,387    121,162  1,271,385    672,352    298,101    182,652    345,980    492,325    119,651    335,333     15,429    299,143    302,095
 
Changes from:       September 22, 2020                               Total Change is:    19,811
    -2,434    -16,647     -5,791    -53,396     12,038      4,457      7,589     10,038     34,312     20,262     -2,425      1,113     13,699    -17,284
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       16.7        3.9       41.0       21.7        9.6        5.9       11.2       15.9        3.9       10.8        0.5        9.6        9.7
 
Number of Traders in Each Category                                    Total Traders:       575 
        33         37         38        151         99        138         65         98         82         49         43         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    57,016
Positions
     6,633      7,476        271     36,006     43,223      1,138      3,659      1,126         35          0          0          0      9,274      3,747
 
Changes from:       September 22, 2020                               Total Change is:    -1,714
      -372     -1,657         16       -303        403        -61       -330        662       -267          0       -208          0       -397       -602
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       13.1        0.5       63.2       75.8        2.0        6.4        2.0        0.1        0.0        0.0        0.0       16.3        6.6
 
Number of Traders in Each Category                                    Total Traders:        68 
         7          5          .         27         18         11          8          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    60,511
Positions
    16,230      3,162        278     14,092      6,897      1,504     10,666     11,022      4,985      2,456     25,179        156     10,145      7,329
 
Changes from:       September 22, 2020                               Total Change is:   -11,529
    -8,755      1,141         14       -834        249        161     -2,269      2,046       -215        404    -14,900        131       -166       -157
 
Percent of Open Interest Represented by Each Category of Trader
      26.8        5.2        0.5       23.3       11.4        2.5       17.6       18.2        8.2        4.1       41.6        0.3       16.8       12.1
 
Number of Traders in Each Category                                    Total Traders:       287 
        21         17          9         71         45         38         41         57         32         13         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   302,557
Positions
    81,149     15,810      1,388     70,458     34,483      7,519     53,332     55,110     24,925     12,280    125,896        781     50,723     36,643
 
Changes from:       September 22, 2020                               Total Change is:   -57,646
   -43,777      5,707         68     -4,170      1,243        807    -11,344     10,232     -1,077      2,020    -74,498        656       -831       -785
 
Percent of Open Interest Represented by Each Category of Trader
      26.8        5.2        0.5       23.3       11.4        2.5       17.6       18.2        8.2        4.1       41.6        0.3       16.8       12.1
 
Number of Traders in Each Category                                    Total Traders:       287 
        21         17          9         71         45         38         41         57         32         13         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   501,551
Positions
    94,570     38,755      4,332    251,061    229,246     53,323     66,150     84,816      4,557      6,677     67,028         41     20,839     19,453
 
Changes from:       September 22, 2020                               Total Change is:    -9,281
    -1,793    -15,818        -23     -1,772      1,014       -713     -1,226      5,170       -822     -2,184      1,157        -89       -659        842
 
Percent of Open Interest Represented by Each Category of Trader
      18.9        7.7        0.9       50.1       45.7       10.6       13.2       16.9        0.9        1.3       13.4        0.0        4.2        3.9
 
Number of Traders in Each Category                                    Total Traders:       340 
        33         15          5         95         62         53         49         51         21         10         25          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    13,087
Positions
     4,390     10,892          0      2,866      1,725          0      5,179          0         74          0          0          0        578        396
 
Changes from:       September 22, 2020                               Total Change is:        39
         0       -104          0       -149         39          0        156          0          8          0          0          0         24         96
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       83.2        0.0       21.9       13.2        0.0       39.6        0.0        0.6        0.0        0.0        0.0        4.4        3.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          7          0          5          .          0          5          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    14,714
Positions
         0      6,887          0      8,310        908         11      2,059      1,782          0        453      1,042          0      3,881      4,084
 
Changes from:       September 22, 2020                               Total Change is:       -26
         0      1,026          0        189          0          6       -461       -464          0         28       -353          0        212       -241
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       46.8        0.0       56.5        6.2        0.1       14.0       12.1        0.0        3.1        7.1        0.0       26.4       27.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          4          0          8          .          .          .          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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    39,994
Positions
     6,914      8,525      1,147     14,456      6,297        726      7,028      9,194        111      1,101      1,047          0      8,511     12,947
 
Changes from:       September 22, 2020                               Total Change is:     4,094
     1,415      1,907        -36      2,269        796        554        235      2,308        -36       -792        387          0        485     -1,786
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       21.3        2.9       36.1       15.7        1.8       17.6       23.0        0.3        2.8        2.6        0.0       21.3       32.4
 
Number of Traders in Each Category                                    Total Traders:        65 
         4          8          .         10          9          5         17         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   414,091
Positions
    36,039    228,600      4,424    310,695    126,590     30,868     17,940     13,877        532      5,089      2,082          0      8,504      7,118
 
Changes from:       September 22, 2020                               Total Change is:       -69
      -380     -3,570       -293      2,129      1,411     -1,281     -1,601      2,516       -300      2,161        878          0       -504        570
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       55.2        1.1       75.0       30.6        7.5        4.3        3.4        0.1        1.2        0.5        0.0        2.1        1.7
 
Number of Traders in Each Category                                    Total Traders:       177 
        12         13          4         69         44         37         11         17          .          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 1,222,105
Positions
    97,228    660,054      3,977    832,332    274,255    122,647     85,575     37,972      6,984     38,575    103,152      2,326     32,461     10,738
 
Changes from:       September 22, 2020                               Total Change is:       554
    11,095     -7,945        698    -14,245      5,807        280      1,282       -401        556        392      2,536          3        493       -980
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       54.0        0.3       68.1       22.4       10.0        7.0        3.1        0.6        3.2        8.4        0.2        2.7        0.9
 
Number of Traders in Each Category                                    Total Traders:       416 
        26         20          8        175         70         82         59         28         18         25         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   192,268
Positions
    47,830    149,581     32,640     22,999          0      2,486     76,452        249      6,411      3,084         65        148        218        688
 
Changes from:       September 22, 2020                               Total Change is:     1,070
     1,057        207        348        100          0          0       -737        219        296         15          0          0         -9          0
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       77.8       17.0       12.0        0.0        1.3       39.8        0.1        3.3        1.6        0.0        0.1        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        83 
        11         19         18         14          0          .         27          .          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 1,289,270
Positions
     3,570    144,801     18,710    652,643    178,173    202,497     81,349    498,962     80,703     62,809     14,545      5,381    181,607    145,497
 
Changes from:       September 22, 2020                               Total Change is:   -45,579
      -660     -6,596     -9,553     -1,276     -4,317     -4,370      1,954     27,506    -33,720     -3,691    -10,784     -5,310     11,047      1,566
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       11.2        1.5       50.6       13.8       15.7        6.3       38.7        6.3        4.9        1.1        0.4       14.1       11.3
 
Number of Traders in Each Category                                    Total Traders:       181 
         4         19         17         59         29         50         25         31         37          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   992,118
Positions
    24,979     97,423          0    529,542    165,127    167,870     51,687    410,023     13,203     48,557     21,525          0    156,280    116,947
 
Changes from:       September 22, 2020                               Total Change is:        10
       -71        915        -42    -10,260        805       -125      5,577        927     -1,450      2,679        -22          0      3,702       -998
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        9.8        0.0       53.4       16.6       16.9        5.2       41.3        1.3        4.9        2.2        0.0       15.8       11.8
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         13          0         55         20         49          8         24         10          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 2,019,765
Positions
    31,791    222,354      9,350    944,622    449,437    247,073    397,120    888,896     49,758    176,121     63,493        864    163,067     88,541
 
Changes from:       September 22, 2020                               Total Change is:   -11,831
      -990     41,536     -2,066    -16,063       -763     -9,933     39,785    -25,439     -7,373    -10,421     -4,945        -20     -4,751     -2,828
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       11.0        0.5       46.8       22.3       12.2       19.7       44.0        2.5        8.7        3.1        0.0        8.1        4.4
 
Number of Traders in Each Category                                    Total Traders:       294 
        13         27          7        106         28         68         49         44         25         21          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,746,057
Positions
   182,921    308,820    143,571  1,406,875  1,174,504    665,842    394,635    677,791    302,109    207,237     87,864     25,434    417,433    360,122
 
Changes from:       September 22, 2020                               Total Change is:     2,582
    -1,057     25,534     -7,733     42,699      7,917      2,786     25,714     11,541    -24,916    -24,403     -2,441    -12,334      1,826      2,228
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        8.2        3.8       37.6       31.4       17.8       10.5       18.1        8.1        5.5        2.3        0.7       11.1        9.6
 
Number of Traders in Each Category                                    Total Traders:       381 
        18         37         33        102         75        107         55         57         68         23         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   900,709
Positions
    69,689     15,566      9,378    266,784    344,483    100,451    234,451    201,850     33,567     61,126      3,495          0    125,263    191,919
 
Changes from:       September 22, 2020                               Total Change is:     9,965
     9,116    -11,180      1,590      4,149      6,885      3,938    -14,662      6,027      4,508       -777     -2,829          0      2,103      1,026
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        1.7        1.0       29.6       38.2       11.2       26.0       22.4        3.7        6.8        0.4        0.0       13.9       21.3
 
Number of Traders in Each Category                                    Total Traders:       105 
         5          .          4         26         41         39         17          9         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,436,626
Positions
    91,126    266,134     32,813  1,447,121    588,110    554,529    394,983  1,381,540    205,419    370,822    103,745      3,548    336,266    300,789
 
Changes from:       September 22, 2020                               Total Change is:   -56,388
    22,147      4,199     -2,752     43,291      6,639     10,349    -14,673     54,251    -85,141    -15,261    -59,366     -2,264    -12,084     17,696
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        7.7        1.0       42.1       17.1       16.1       11.5       40.2        6.0       10.8        3.0        0.1        9.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       300 
        14         22         15         93         47         81         48         55         53         12          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,499,350
Positions
   305,122    287,275    295,738     50,029      5,833     17,476    473,905    555,637    298,586     27,082      5,397        791     30,621     32,617
 
Changes from:       September 22, 2020                               Total Change is:    43,587
    19,474      3,610      1,798      3,864          0       -658     -4,495     23,772     17,292      7,879        388       -124     -1,443     -2,491
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       19.2       19.7        3.3        0.4        1.2       31.6       37.1       19.9        1.8        0.4        0.1        2.0        2.2
 
Number of Traders in Each Category                                    Total Traders:       101 
        28         15         37          .          .          .         23         22         32          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is17,418,862
Positions
 1,621,081  1,964,759  3,491,352    312,461    346,834  1,060,628    968,479    449,392  9,051,152     82,346    118,682    178,664    652,699    757,399
 
Changes from:       September 22, 2020                               Total Change is:    99,151
    96,074     46,632     50,479    -37,995     10,829     55,714     60,959     45,747   -161,940      9,279      7,823     20,170      6,411     23,698
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       11.3       20.0        1.8        2.0        6.1        5.6        2.6       52.0        0.5        0.7        1.0        3.7        4.3
 
Number of Traders in Each Category                                    Total Traders:       261 
        29         44         70         17         14         25         59         55         95         19         17         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   226,296
Positions
    21,002     99,756     29,232        986      8,479     10,878    128,146     40,905     34,505         34      1,209      1,227        285        105
 
Changes from:       September 22, 2020                               Total Change is:    16,842
     3,050      5,643      3,354       -524        -43        530      8,892      4,664      2,306        -24      1,159       -796         54         25
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       44.1       12.9        0.4        3.7        4.8       56.6       18.1       15.2        0.0        0.5        0.5        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        66 
         8         15         12          .          .          .         13         19         23          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   192,406
Positions
    22,696    100,956     12,964      5,496      2,164      2,473     98,631     44,276     28,589     20,738          0        652        167        332
 
Changes from:       September 22, 2020                               Total Change is:    16,526
     5,255      9,061         17        914        -14       -708      4,777      6,023      2,046      4,113          0         21         91         80
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       52.5        6.7        2.9        1.1        1.3       51.3       23.0       14.9       10.8        0.0        0.3        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        75 
         7         20         12          .          .          4         19         20         24          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   122,350
Positions
         0     50,176          0      2,592      2,443          0          0     12,372     56,591     63,140        500          0         27        268
 
Changes from:       September 22, 2020                               Total Change is:    10,295
         0      9,468          0          0          0          0          0     -8,878      9,705        580          0          0         10          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.0        0.0        2.1        2.0        0.0        0.0       10.1       46.3       51.6        0.4        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          5          0          .          5          0          0          4          .          7          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     8,028
Positions
         0          0          0        525         28         49      1,972      4,711        947      1,594      1,465        253      2,689        576
 
Changes from:       September 22, 2020                               Total Change is:    -1,296
         0          0          0        240         16          4       -324        178       -698          8       -575       -149       -378        -73
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        6.5        0.3        0.6       24.6       58.7       11.8       19.9       18.2        3.1       33.5        7.2
 
Number of Traders in Each Category                                    Total Traders:        70 
         0          0          0          4          .          .         16         21         11         19          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    28,776
Positions
     6,675          0          1      9,015      7,644      1,040      5,337     13,879      1,816      1,074        942        122      3,696      3,332
 
Changes from:       September 22, 2020                               Total Change is:      -149
      -325          0          0      3,096       -258          4     -1,730         60       -165       -507        218         54       -575        -62
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        0.0        0.0       31.3       26.6        3.6       18.5       48.2        6.3        3.7        3.3        0.4       12.8       11.6
 
Number of Traders in Each Category                                    Total Traders:        90 
         .          0          .          6          8          .         17         29          6         15         12          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   261,734
Positions
    26,390     13,863     13,135     93,579     65,969     13,209     39,030     85,428     39,087      8,839      2,035      7,927     20,538     21,081
 
Changes from:       September 22, 2020                               Total Change is:     6,244
    -1,032      1,271        869     -2,616        258       -581      2,928      1,596      4,385        493     -2,371       -158      1,956        975
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        5.3        5.0       35.8       25.2        5.0       14.9       32.6       14.9        3.4        0.8        3.0        7.8        8.1
 
Number of Traders in Each Category                                    Total Traders:       153 
        12         14         18         10         31         18         27         36         41          8          7          9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    20,432
Positions
     1,908      1,678         39     16,335      8,898        712        787      8,934          0        431        160          0        220         11
 
Changes from:       September 22, 2020                               Total Change is:      -758
      -260         -1          1       -425      1,822        559       -684     -3,291          0         25        160          0         26         -8
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        8.2        0.2       79.9       43.5        3.5        3.9       43.7        0.0        2.1        0.8        0.0        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .          9          5          .          5          5          0          7          .          0
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Updated October 02, 2020