BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,340
COMMITMENTS
     628    1,579      332    6,866    5,977    7,826    7,888      514      452

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,517)
      -1      109     -241   -1,115   -1,334   -1,357   -1,466     -160      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     18.9      4.0     82.3     71.7     93.8     94.6      6.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        7        7       25       24       33       34                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,471
COMMITMENTS
   9,386    3,524      703    6,937   10,937   17,026   15,164    2,445    4,307

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -5,593)
  -3,663   -1,963     -382   -1,316   -3,041   -5,361   -5,386     -232     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.2     18.1      3.6     35.6     56.2     87.4     77.9     12.6     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       12       16       22       27       46       46                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,157
COMMITMENTS
   1,003    1,721      285    5,144    4,083    6,432    6,089      725    1,068

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,270)
    -255     -343      -52   -1,041     -941   -1,348   -1,336       78       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     24.0      4.0     71.9     57.0     89.9     85.1     10.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        8        6       29       20       38       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,401
COMMITMENTS
      38    3,843      146    4,752      993    4,936    4,982      465      419

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -974)
     -44     -477     -209     -566     -221     -819     -907     -155      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     71.2      2.7     88.0     18.4     91.4     92.2      8.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        9        6       15        8       22       17                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      219,429
COMMITMENTS
  82,833   50,578   46,494   69,795   97,472  199,122  194,544   20,307   24,885

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,481)
   1,144   -4,363      496       58    5,412    1,698    1,545     -217      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     23.0     21.2     31.8     44.4     90.7     88.7      9.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     101       72      101       52       74      212      217                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      292,001
COMMITMENTS
 102,011   37,891   51,477  108,945  162,171  262,433  251,539   29,568   40,462

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,229)
     277     -935   -1,503   -3,788   -3,505   -5,014   -5,943      785    1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     13.0     17.6     37.3     55.5     89.9     86.1     10.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     108       74      111       89      121      258      262                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,891
COMMITMENTS
   1,280      439      179    1,306    2,230    2,765    2,848    1,126    1,043

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -289)
      42        6      -39     -225     -130     -222     -163      -67     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     11.3      4.6     33.6     57.3     71.1     73.2     28.9     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      21        7        4       13       15       37       26                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,042
COMMITMENTS
  16,799   12,115    7,813   10,748   11,330   35,360   31,258    6,682   10,784

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,375)
  -1,273      719     -871     -408     -623   -2,552     -775    1,177     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     28.8     18.6     25.6     26.9     84.1     74.3     15.9     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      38       52       44       41       42      104      120                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       22,431
COMMITMENTS
     990    8,666      642   20,330   12,470   21,962   21,778      469      653

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,114)
    -264   -1,430     -145   -1,754     -445   -2,163   -2,020       49      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     38.6      2.9     90.6     55.6     97.9     97.1      2.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      10       12        6       23       21       38       34                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       25,478
COMMITMENTS
  12,459    4,177      117   11,308   19,218   23,884   23,512    1,594    1,966

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        925)
    -158      246      -45      925      222      722      423      203      502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     16.4      0.5     44.4     75.4     93.7     92.3      6.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       16        2       10        9       23       26                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      137,618
COMMITMENTS
  29,626   46,981    1,913   73,353   69,632  104,892  118,526   32,726   19,092

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,902)
   3,036   -6,615      527   -3,050    2,990      513   -3,098   -3,415      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     34.1      1.4     53.3     50.6     76.2     86.1     23.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      29       24       12       35       33       70       63                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,562
COMMITMENTS
  18,440    6,913      198   12,185   33,788   30,823   40,899   21,739   11,663

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,475)
    -823     -753       46      295   -2,242     -482   -2,949     -993    1,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     13.2      0.4     23.2     64.3     58.6     77.8     41.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       10        4       16       19       30       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      150,387
COMMITMENTS
  53,190   44,817    5,838   85,692   95,813  144,720  146,468    5,667    3,919

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     17,656)
   7,881    5,477    1,877    7,799   10,694   17,557   18,048       99     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     29.8      3.9     57.0     63.7     96.2     97.4      3.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      47       40       11       31       33       85       77                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      197,524
COMMITMENTS
  46,590   33,860    9,424  111,518  127,170  167,532  170,454   29,992   27,070

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     10,936)
  -2,623   -9,041    1,972   17,576   13,107   16,925    6,038   -5,989    4,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     17.1      4.8     56.5     64.4     84.8     86.3     15.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      27       17       14       34       44       67       70                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      151,546
COMMITMENTS
  44,850   23,108    4,615   73,161  105,346  122,626  133,069   28,920   18,477

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      5,624)
  -1,804    6,058    2,693    2,819   -3,007    3,708    5,744    1,916     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     15.2      3.0     48.3     69.5     80.9     87.8     19.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      32       19       11       41       37       77       63                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      690,782
COMMITMENTS
 248,683   51,869   12,490  332,939  581,988  594,112  646,347   96,670   44,435

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -7,429)
  -2,184   -2,251    2,975   -7,495  -10,031   -6,704   -9,307     -725    1,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0      7.5      1.8     48.2     84.3     86.0     93.6     14.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
     105       34       37      115       78      228      142                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,671
COMMITMENTS
   3,107    4,080      111    8,091   15,192   11,309   19,383   13,362    5,288

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        175)
  -1,048     -768      -30      158       28     -920     -770    1,095      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     16.5      0.4     32.8     61.6     45.8     78.6     54.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        4        1       11        9       16       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,361
COMMITMENTS
   6,117   32,253       95   30,132    3,225   36,344   35,573    2,017    2,788

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -21,939)
 -10,077   -3,215       52  -10,888  -18,322  -20,913  -21,485   -1,026     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     84.1      0.2     78.5      8.4     94.7     92.7      5.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       21        2       14        8       29       30                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,047
COMMITMENTS
  20,109   15,209    2,545   16,486   22,988   39,140   40,742    4,907    3,305

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      3,803)
  -1,325      741    1,926    3,630    1,101    4,231    3,768     -428       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     34.5      5.8     37.4     52.2     88.9     92.5     11.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      38       22       14       22       16       67       46                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,052
COMMITMENTS
   6,339    2,485    1,177    5,815    9,093   13,331   12,755      721    1,297

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,491)
    -866   -1,734      944    1,276    2,456    1,354    1,666      137     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     17.7      8.4     41.4     64.7     94.9     90.8      5.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        7        2        7        9       14       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,134,907
COMMITMENTS
 1212696  570,538  3050427  5257949  5729150  9521072  9350115  613,835  784,792

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    100,371)
  51,049  -52,228  -37,298  106,314  113,926  120,065   24,400  -19,694   75,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      5.6     30.1     51.9     56.5     93.9     92.3      6.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      54       43       78      116      115      210      203                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        8,198
COMMITMENTS
   4,643    6,953      731      100        0    5,474    7,684    2,724      514

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,419)
  -2,137   -2,386     -108      -83        0   -2,328   -2,494      -91       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6     84.8      8.9      1.2      0.0     66.8     93.7     33.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      51       26       11        2        0       60       32                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      207,863
COMMITMENTS
  22,874   26,621   33,828  150,866  146,766  207,568  207,215      295      648

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      7,353)
  -2,189   -1,694    1,699    7,748    6,795    7,258    6,800       95      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     12.8     16.3     72.6     70.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      15       18       23       16       31       44       61                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      145,938
COMMITMENTS
  31,384   23,360   20,731   93,724  101,616  145,839  145,707       99      231

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     19,599)
      23      694    5,276   14,339   13,603   19,638   19,573      -39       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     16.0     14.2     64.2     69.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      17       20       24       25       32       51       67                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      577,671
COMMITMENTS
  82,885   74,749   21,303  404,358  400,149  508,546  496,201   69,125   81,470

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -12,767)
  -5,089  -13,455      276   -9,493   -3,988  -14,306  -17,167    1,538    4,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     12.9      3.7     70.0     69.3     88.0     85.9     12.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
      92       90       58      274      285      395      404                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       36,391
COMMITMENTS
   9,735    5,260        0    8,271   25,528   18,006   30,788   18,385    5,603

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      3,877)
      24      442     -369    2,220    2,426    1,875    2,499    2,002    1,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     14.5      0.0     22.7     70.1     49.5     84.6     50.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        3        0        7        6       14        9                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       12,043
COMMITMENTS
   4,196    1,799        0    6,227    9,455   10,423   11,254    1,620      789

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     14.9      0.0     51.7     78.5     86.5     93.4     13.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0        6       13        7       15                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       17,199
COMMITMENTS
     672    2,175        0   14,413   11,487   15,085   13,662    2,114    3,537

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        751)
     448      617        0      138     -448      586      169      165      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     12.6      0.0     83.8     66.8     87.7     79.4     12.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        0       14        9       16       12                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,706,399
COMMITMENTS
 417,041  398,737   55,224  1980433  1873105  2452698  2327066  253,701  379,333

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -83,222)
 -26,258  -70,178    3,918  -58,563  -32,068  -80,903  -98,328   -2,319   15,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     14.7      2.0     73.2     69.2     90.6     86.0      9.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      571)
      93       89       55      271      284      390      402                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:        9,513
COMMITMENTS
   2,943      512        0    4,532    8,243    7,475    8,755    2,038      758

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        566)
     310      512        0      204       79      514      591       52      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      5.4      0.0     47.6     86.6     78.6     92.0     21.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       10       10       12       12                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:       11,037
COMMITMENTS
   1,418      817        0    7,935    8,563    9,353    9,380    1,684    1,657

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      7.4      0.0     71.9     77.6     84.7     85.0     15.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       10       11       11       13                  
 
 
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874N
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      232,370
COMMITMENTS
   3,000        0    4,200  225,170  226,170  232,370  230,370        0    2,000

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,000)
       0        0        0    1,000    1,000    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      1.8     96.9     97.3    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        2       14       13       16       15                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       56,357
COMMITMENTS
   9,054    1,717       27   38,107   50,303   47,188   52,047    9,169    4,310

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,128)
     469   -2,682     -306     -867    1,980     -704   -1,008     -424     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      3.0      0.0     67.6     89.3     83.7     92.4     16.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12        5        3       36       32       49       39                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,161
COMMITMENTS
  14,256   17,950      779   23,529   24,336   38,564   43,065   11,596    7,095

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,131)
  -1,605    3,815     -210      345   -1,913   -1,470    1,693    2,601     -562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     35.8      1.6     46.9     48.5     76.9     85.9     23.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      59       54       21      107      107      175      173                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      250,803
COMMITMENTS
  71,282   89,752    3,893  117,647  121,682  192,822  215,327   57,981   35,476

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      5,655)
  -8,025   19,077   -1,048    1,725   -9,564   -7,348    8,465   13,003   -2,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     35.8      1.6     46.9     48.5     76.9     85.9     23.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      59       54       21      107      107      175      173                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:      101,735
COMMITMENTS
  71,186   21,007    1,993    4,862      349   78,041   23,349   23,694   78,386

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      6,660)
 -11,136  -16,876    1,661    4,862       44   -4,613  -15,171   11,273   21,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.0     20.6      2.0      4.8      0.3     76.7     23.0     23.3     77.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      14        4        5        2        1       17        9                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      144,091
COMMITMENTS
  57,097   59,141    5,506   51,276   60,542  113,879  125,189   30,212   18,902

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      6,960)
  -1,093      786    4,194    3,963    2,182    7,064    7,162     -104     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     41.0      3.8     35.6     42.0     79.0     86.9     21.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      25       20       12       33       27       65       52                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      503,285
COMMITMENTS
  96,612   81,010    7,511  377,733  394,700  481,856  483,221   21,429   20,064

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,270)
   1,046   -6,272    2,053      581    5,124    3,680      905   -2,410      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     16.1      1.5     75.1     78.4     95.7     96.0      4.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
      54       48       18      154      140      215      199                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:        8,472
COMMITMENTS
     344      634       34    7,244    7,318    7,622    7,986      850      486

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      7.5      0.4     85.5     86.4     90.0     94.3     10.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1        8        9        9       12                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       16,671
COMMITMENTS
   2,424    4,094    1,635    7,809    7,013   11,868   12,742    4,803    3,929

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     24.6      9.8     46.8     42.1     71.2     76.4     28.8     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        5        6        4       15       12                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,233
COMMITMENTS
   9,949    3,261    2,336   22,468   26,175   34,753   31,772   12,480   15,461

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      5,336)
  -1,408   -4,751    2,006      383    4,118      981    1,373    4,355    3,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      6.9      4.9     47.6     55.4     73.6     67.3     26.4     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      14       10        8       24       31       41       46                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 09/08/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      184,396
COMMITMENTS
  64,094    4,118    5,904  114,176  174,246  184,174  184,268      222      128

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -367)
    -802    1,553       17      418   -1,936     -367     -366        0       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      2.2      3.2     61.9     94.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30        5        5       41       27       73       36                  



Updated September 11, 2020