Traders in Financial Futures - Futures Only Positions as of June 30, 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   118,197
Positions
    13,483     20,102        327     42,186     21,108      3,917     16,878     44,408      3,535     12,318        737        330     25,223     23,733
 
Changes from:       June 23, 2020                                    Total Change is:    12,785
     2,759      6,210        -98      4,857      2,353        637      5,965      3,568        -70       -262        -59         23     -1,026        221
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       17.0        0.3       35.7       17.9        3.3       14.3       37.6        3.0       10.4        0.6        0.3       21.3       20.1
 
Number of Traders in Each Category                                    Total Traders:        89 
         5          7          .         15         13          8         11         26          6         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    41,400
Positions
         0     16,904          0      9,764      5,400        287     16,076      7,621        675          0        487          0     14,598     10,026
 
Changes from:       June 23, 2020                                    Total Change is:      -899
         0        878          0       -229         15         -7         95     -1,680         70          0          1          0       -828       -176
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       40.8        0.0       23.6       13.0        0.7       38.8       18.4        1.6        0.0        1.2        0.0       35.3       24.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         0          8          0          8          7          .          8          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   186,144
Positions
    81,609      6,290        204     38,041     83,614      4,267     35,146     49,401      4,187      3,610      6,414          0     19,080     31,767
 
Changes from:       June 23, 2020                                    Total Change is:    15,689
    10,550        -32         17     -1,824      5,146        315      6,056      6,702        105        560          0          0        -90      3,436
 
Percent of Open Interest Represented by Each Category of Trader
      43.8        3.4        0.1       20.4       44.9        2.3       18.9       26.5        2.2        1.9        3.4        0.0       10.3       17.1
 
Number of Traders in Each Category                                    Total Traders:       103 
        10          .          5          9         35         11         16         25          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   137,362
Positions
     5,285     65,602        756     65,197     21,577      8,682     19,963     19,211      2,149     11,836        454          0     23,494     18,931
 
Changes from:       June 23, 2020                                    Total Change is:    -7,187
       527     -7,453        -73     -1,862      3,622       -392     -5,719     -4,761      1,599        313        -13          0     -1,580        284
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       47.8        0.6       47.5       15.7        6.3       14.5       14.0        1.6        8.6        0.3        0.0       17.1       13.8
 
Number of Traders in Each Category                                    Total Traders:        98 
         5          9          .         23         18         12         12         25         15          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   579,738
Positions
    26,432    334,405     10,643    351,181     92,171     16,703     45,082     76,489      3,088     38,697      6,500      2,015     85,897     37,724
 
Changes from:       June 23, 2020                                    Total Change is:    -5,683
      -798    -10,667        271      5,442      1,324     -4,143     -7,271      9,163         73     -2,206       -572        197      2,752     -1,329
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       57.7        1.8       60.6       15.9        2.9        7.8       13.2        0.5        6.7        1.1        0.3       14.8        6.5
 
Number of Traders in Each Category                                    Total Traders:       255 
        10         13         10         97         32         37         38         32         17         22         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    24,041
Positions
       445      9,651         32      9,584      2,339      1,641          0      5,885          0          0          0          0     12,339      4,493
 
Changes from:       June 23, 2020                                    Total Change is:       530
         0        320          0        764        164        -37          0       -101          0          0          0          0       -197        184
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       40.1        0.1       39.9        9.7        6.8        0.0       24.5        0.0        0.0        0.0        0.0       51.3       18.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .         12          4          8          0          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   100,658
Positions
     9,063     23,542        231     34,615     32,380      3,391     34,101     18,211      1,057          0        445          0     18,200     21,401
 
Changes from:       June 23, 2020                                    Total Change is:     6,876
      -215      3,857         -8      1,926     -1,011       -313      5,131      1,983        183          0          0          0        172      2,185
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       23.4        0.2       34.4       32.2        3.4       33.9       18.1        1.1        0.0        0.4        0.0       18.1       21.3
 
Number of Traders in Each Category                                    Total Traders:        73 
         5          8          .         12         13          7         13         20          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    24,278
Positions
       158     19,028          0     17,196        552         41      5,430      1,624         83        138      1,587          0      1,232      1,363
 
Changes from:       June 23, 2020                                    Total Change is:       343
       158         17          0         -7        -92          0        516       -267         56       -310        498          0        -70        131
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       78.4        0.0       70.8        2.3        0.2       22.4        6.7        0.3        0.6        6.5        0.0        5.1        5.6
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          5          0          6          .          .         11          6          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   122,007
Positions
         0     57,932        509     81,026      7,059        597     32,679     32,600        426      2,410     18,530        102      4,258      4,252
 
Changes from:       June 23, 2020                                    Total Change is:     8,717
      -107      3,278          4      7,812      1,110        147      2,585      5,407       -261       -732       -512         11       -742       -467
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       47.5        0.4       66.4        5.8        0.5       26.8       26.7        0.3        2.0       15.2        0.1        3.5        3.5
 
Number of Traders in Each Category                                    Total Traders:       115 
         0         10          .         14         16          .         31         27          8          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    27,335
Positions
     9,001      1,150      1,359      3,707     12,789          0      6,052      5,502      2,361      2,662        922        101      2,092      3,151
 
Changes from:       June 23, 2020                                    Total Change is:     3,432
         0        -12        583        503      1,542          0        220       -670      1,914         69       -135          0        143        210
 
Percent of Open Interest Represented by Each Category of Trader
      32.9        4.2        5.0       13.6       46.8        0.0       22.1       20.1        8.6        9.7        3.4        0.4        7.7       11.5
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          .          .          5          7          0         10         14          5          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    30,845
Positions
     6,182      4,906          0      8,006      5,349        873     11,107     14,765        315        790      1,103          6      3,566      3,528
 
Changes from:       June 23, 2020                                    Total Change is:     1,494
       624      1,452          0         22     -1,319        106         80      1,153        162        -25         -4          0        525        -56
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       15.9        0.0       26.0       17.3        2.8       36.0       47.9        1.0        2.6        3.6        0.0       11.6       11.4
 
Number of Traders in Each Category                                    Total Traders:        78 
         7          .          0         10         12          6         24         16          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    11,657
Positions
         0          0          0      5,683      1,332          0      5,544      9,094         23          0        154          0        407      1,054
 
Changes from:       June 23, 2020                                    Total Change is:       962
         0          0          0        313          7          0        835      1,008          0          0       -211          0       -186        158
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0       48.8       11.4        0.0       47.6       78.0        0.2        0.0        1.3        0.0        3.5        9.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          0          0          .          4          0          8         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    37,388
Positions
    15,031      5,598        369      5,197      4,499      1,144      8,563      3,543        372        349     14,028          0      6,365      7,837
 
Changes from:       June 23, 2020                                    Total Change is:       927
       379      1,291        -57        -73     -1,083         87        -57       -519        120        100        132          0        428        957
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       15.0        1.0       13.9       12.0        3.1       22.9        9.5        1.0        0.9       37.5        0.0       17.0       21.0
 
Number of Traders in Each Category                                    Total Traders:        80 
        21         10          4         13          7          8         13         11          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    74,776
Positions
    30,061     11,196        738     10,394      8,998      2,287     17,125      7,085        743        698     28,055          0     12,730     15,674
 
Changes from:       June 23, 2020                                    Total Change is:     1,854
       757      2,581       -113       -145     -2,166        173       -114     -1,037        240        200        263          0        856      1,913
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       15.0        1.0       13.9       12.0        3.1       22.9        9.5        1.0        0.9       37.5        0.0       17.0       21.0
 
Number of Traders in Each Category                                    Total Traders:        80 
        21         10          4         13          7          8         13         11          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    36,371
Positions
     8,315     19,800         21     20,850      9,577      2,577      1,563      2,974          0      1,080        421          0      1,965      1,001
 
Changes from:       June 23, 2020                                    Total Change is:     4,326
     2,853      3,091          0      2,843      1,078       -823       -177        650          0          0          0          0       -370        330
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       54.4        0.1       57.3       26.3        7.1        4.3        8.2        0.0        3.0        1.2        0.0        5.4        2.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         6          4          .         10          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   538,487
Positions
    87,322     47,434     11,949    244,673    165,510     64,197     43,770    100,943      5,620     23,795     74,106      1,265     55,897     67,464
 
Changes from:       June 23, 2020                                    Total Change is:    17,833
      -650      4,769      4,025     -9,000      1,638       -170     11,663     -1,505      1,219      3,127      1,407        227      7,393      6,224
 
Percent of Open Interest Represented by Each Category of Trader
      16.2        8.8        2.2       45.4       30.7       11.9        8.1       18.7        1.0        4.4       13.8        0.2       10.4       12.5
 
Number of Traders in Each Category                                    Total Traders:       572 
        33         34         22        137        110        121         69        104         48         33         51          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,647,722
Positions
   448,959    248,171     36,396  1,223,366    827,548    320,983    216,237    488,616     27,326    118,974    370,528      6,323    249,158    321,831
 
Changes from:       June 23, 2020                                    Total Change is:    44,451
     9,099     34,843     -3,225    -45,000      8,188       -850     55,698    -23,623      5,320     15,635      7,034      1,133      6,641     15,631
 
Percent of Open Interest Represented by Each Category of Trader
      17.0        9.4        1.4       46.2       31.3       12.1        8.2       18.5        1.0        4.5       14.0        0.2        9.4       12.2
 
Number of Traders in Each Category                                    Total Traders:       572 
        33         34         19        137        110        121         69        104         47         33         51          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 2020                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is     7,892
Positions
     1,549      6,749          0      4,125        347          0        771        276         26          0          0          0      1,421        494
 
Changes from:       June 23, 2020                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       85.5        0.0       52.3        4.4        0.0        9.8        3.5        0.3        0.0        0.0        0.0       18.0        6.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          6          0          6          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    63,501
Positions
    12,275      4,082         13     38,853     47,251      1,218      2,216      4,911        205          0      1,029         19      8,702      4,773
 
Changes from:       June 23, 2020                                    Total Change is:       -93
    -1,545     -1,022         -1        967        359        177      1,031       -355       -120          0        819         19       -621         31
 
Percent of Open Interest Represented by Each Category of Trader
      19.3        6.4        0.0       61.2       74.4        1.9        3.5        7.7        0.3        0.0        1.6        0.0       13.7        7.5
 
Number of Traders in Each Category                                    Total Traders:        74 
         7          5          .         28         22         15          6          4          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    38,816
Positions
     2,876     11,012        582     16,588      4,871      1,058      9,370     11,734        635      1,475      2,532          3      6,231      6,390
 
Changes from:       June 23, 2020                                    Total Change is:     2,304
       124      1,211        247        636       -104       -192      1,158        563        238       -111         13          0        205        328
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       28.4        1.5       42.7       12.5        2.7       24.1       30.2        1.6        3.8        6.5        0.0       16.1       16.5
 
Number of Traders in Each Category                                    Total Traders:       258 
        18         23          4         74         34         37         42         40         21         12         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   194,081
Positions
    14,381     55,058      2,909     82,938     24,355      5,288     46,851     58,670      3,173      7,374     12,662         14     31,153     31,952
 
Changes from:       June 23, 2020                                    Total Change is:    11,520
       619      6,054      1,233      3,182       -520       -962      5,792      2,817      1,189       -556         67          0      1,023      1,642
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       28.4        1.5       42.7       12.5        2.7       24.1       30.2        1.6        3.8        6.5        0.0       16.1       16.5
 
Number of Traders in Each Category                                    Total Traders:       258 
        18         23          4         74         34         37         42         40         21         12         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   536,422
Positions
    81,167     43,076      8,909    259,862    224,553     60,791     87,775    113,935      2,704     14,702     62,440         13     20,499     20,001
 
Changes from:       June 23, 2020                                    Total Change is:    15,430
    15,906     -3,932       -823       -585      5,274      9,797    -11,206      3,688       -334      1,810      2,225        -61        926       -404
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        8.0        1.7       48.4       41.9       11.3       16.4       21.2        0.5        2.7       11.6        0.0        3.8        3.7
 
Number of Traders in Each Category                                    Total Traders:       329 
        28         23          4         82         62         57         44         57         15         15         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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    34,537
Positions
     6,618     11,758        307     14,715      4,134        358      4,534      8,628          2      1,464        200          0      6,539      9,150
 
Changes from:       June 23, 2020                                    Total Change is:     2,266
       667        208         17        938        307         11         81      2,518          2        687       -901          0       -137        104
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       34.0        0.9       42.6       12.0        1.0       13.1       25.0        0.0        4.2        0.6        0.0       18.9       26.5
 
Number of Traders in Each Category                                    Total Traders:        54 
         7          8          .         12          7          8          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   450,740
Positions
    47,751    267,916      5,459    335,880    131,613     28,264     23,852      9,067        908      1,585      2,096          0      7,041      5,417
 
Changes from:       June 23, 2020                                    Total Change is:      -200
     4,516       -878         51     -9,879      3,790        566      5,176     -3,048       -147       -247       -188          0       -236       -346
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       59.4        1.2       74.5       29.2        6.3        5.3        2.0        0.2        0.4        0.5        0.0        1.6        1.2
 
Number of Traders in Each Category                                    Total Traders:       179 
        16         11          6         67         46         42         19         10          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 1,188,440
Positions
    64,000    578,549     11,497    809,493    283,605    126,025    104,467     59,820      7,381     31,412     91,904      2,574     31,591     27,085
 
Changes from:       June 23, 2020                                    Total Change is:    22,310
     9,306     -1,617      7,712    -13,932      8,813      3,838     14,054    -10,867        -39      3,387      7,313     -3,071      1,055     10,228
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       48.7        1.0       68.1       23.9       10.6        8.8        5.0        0.6        2.6        7.7        0.2        2.7        2.3
 
Number of Traders in Each Category                                    Total Traders:       413 
        23         18          8        165         76         83         50         35         19         30         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   156,607
Positions
    38,457    114,789     35,473     25,797          0        486     45,884         29      5,571      4,295         65        148        496         46
 
Changes from:       June 23, 2020                                    Total Change is:     2,543
      -446     -2,574      3,720          0          0          0     -2,352         18      1,384         19          0          0        218         -5
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       73.3       22.7       16.5        0.0        0.3       29.3        0.0        3.6        2.7        0.0        0.1        0.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        80 
        10         19         19         14          0          .         25          .          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 1,013,863
Positions
     3,538    121,947      1,796    528,641    203,280    186,761     60,365    339,577      4,115     63,758     29,075         95    164,794    127,217
 
Changes from:       June 23, 2020                                    Total Change is:    -8,889
      -806     -7,154       -738      3,100    -21,955        784    -14,718     30,668     -7,049     -4,857      2,053          0     15,395     -5,498
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       12.0        0.2       52.1       20.1       18.4        6.0       33.5        0.4        6.3        2.9        0.0       16.3       12.5
 
Number of Traders in Each Category                                    Total Traders:       168 
         .         17          .         57         32         49         20         25          8          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 1,040,889
Positions
    25,300    139,137        319    574,194    142,395    171,428     61,299    472,244      8,537     47,303     14,507          0    152,509     92,322
 
Changes from:       June 23, 2020                                    Total Change is:    13,228
       -25    -25,867        121     14,016      6,842      8,985      7,733     38,577     -7,090    -12,344      1,130          0      1,832     -9,470
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       13.4        0.0       55.2       13.7       16.5        5.9       45.4        0.8        4.5        1.4        0.0       14.7        8.9
 
Number of Traders in Each Category                                    Total Traders:       133 
         .         13          .         64         17         51          4         25          7          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 2,116,752
Positions
    49,253    241,806      8,967  1,019,269    473,722    247,754    378,474    936,402     36,903    198,003     76,259      1,108    177,021     93,831
 
Changes from:       June 23, 2020                                    Total Change is:    14,878
    -1,226      1,142     -5,780     -1,725    -21,073      3,379     26,312     46,778     -8,377      1,775     -3,214         27        493      1,996
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       11.4        0.4       48.2       22.4       11.7       17.9       44.2        1.7        9.4        3.6        0.1        8.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       292 
        11         27          7        109         26         66         50         40         25         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 3,441,124
Positions
   173,665    285,816     32,536  1,495,555    984,901    584,446    505,700  1,009,123     72,760    192,057    112,773        665    383,740    358,104
 
Changes from:       June 23, 2020                                    Total Change is:   138,226
    24,925     21,126      2,853     34,304     51,665     45,521     48,516     55,216    -17,877      2,660    -18,858         -1     -2,675     -1,419
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        8.3        0.9       43.5       28.6       17.0       14.7       29.3        2.1        5.6        3.3        0.0       11.2       10.4
 
Number of Traders in Each Category                                    Total Traders:       379 
        22         33          8        103         74         93         46         71         37         17         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   970,366
Positions
    65,665     33,431      7,868    301,530    314,500    124,245    314,922    264,248     22,092     34,579     10,970          0     99,465    193,012
 
Changes from:       June 23, 2020                                    Total Change is:    14,618
        40      3,289       -745      2,808    -10,780      2,492      5,444      9,653      4,141      1,975          0          0     -1,537      6,568
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        3.4        0.8       31.1       32.4       12.8       32.5       27.2        2.3        3.6        1.1        0.0       10.3       19.9
 
Number of Traders in Each Category                                    Total Traders:       111 
         .          7          4         27         40         38         19         12         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 3,555,414
Positions
    91,636    349,929     28,350  1,814,873    711,883    486,273    477,189  1,457,654     65,388    286,710    166,236      2,988    302,007    286,713
 
Changes from:       June 23, 2020                                    Total Change is:   107,938
    36,935     -1,025      1,277     43,078     52,348     -6,164     40,282     85,811    -20,247     10,270      1,615       -218      2,725     -5,459
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        9.8        0.8       51.0       20.0       13.7       13.4       41.0        1.8        8.1        4.7        0.1        8.5        8.1
 
Number of Traders in Each Category                                    Total Traders:       305 
        11         27          7         91         50         83         41         59         27         11         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 1,793,109
Positions
   235,210    354,356    411,480      5,500     10,755     42,486    793,806    657,503    265,899      5,705     14,451      1,818     31,205     34,361
 
Changes from:       June 23, 2020                                    Total Change is:    33,289
    17,163    -52,399     30,409       -949      2,954     -3,713      9,623     84,966    -22,318        242    -12,500       -246      3,078      6,136
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       19.8       22.9        0.3        0.6        2.4       44.3       36.7       14.8        0.3        0.8        0.1        1.7        1.9
 
Number of Traders in Each Category                                    Total Traders:       111 
        28         20         39          .          6          5         22         27         35          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 is 9,752,715
Positions
 1,744,597  1,847,335  1,971,434    832,150    242,206    368,593  1,031,808  1,538,451  2,813,369    182,943    120,289    175,248    632,573    675,790
 
Changes from:       June 23, 2020                                    Total Change is:   163,466
    72,210    -19,305     80,436    -13,148     -2,557      7,009   -120,497    -10,982    114,472      2,348        156        327     20,309     -6,090
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       18.9       20.2        8.5        2.5        3.8       10.6       15.8       28.8        1.9        1.2        1.8        6.5        6.9
 
Number of Traders in Each Category                                    Total Traders:       224 
        30         44         66         16         11         20         44         47         76         10         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   151,235
Positions
    19,334     45,486     20,306          0      7,265      8,211     85,043     51,789     16,733        300        183      1,145        163        117
 
Changes from:       June 23, 2020                                    Total Change is:        51
       381       -580        243          0          0          0      1,521      2,451     -2,518        -50         11        463         11        -19
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       30.1       13.4        0.0        4.8        5.4       56.2       34.2       11.1        0.2        0.1        0.8        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        53 
         7         13          8          0          .          .         13         16         17          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   299,037
Positions
    57,120    124,980     20,181          0     13,802      3,345    191,454    111,725     23,610      2,553         46        723         51        625
 
Changes from:       June 23, 2020                                    Total Change is:     5,106
     2,456      5,365     -2,778          0        163     -1,008      6,455      2,047        721       -793          0        108        -55        488
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       41.8        6.7        0.0        4.6        1.1       64.0       37.4        7.9        0.9        0.0        0.2        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        90 
         5         30         14          0          5          .         13         34         24          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    70,860
Positions
         0     26,131          0      1,516      2,334          0          0     19,359     21,941     47,385        500          0         18        595
 
Changes from:       June 23, 2020                                    Total Change is:     4,536
         0      2,604          0        400          0          0          0      1,452        477      3,660          0          0         -1          3
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.9        0.0        2.1        3.3        0.0        0.0       27.3       31.0       66.9        0.7        0.0        0.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          .          5          0          0          4          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     7,675
Positions
         0        493          0        362         80         30      3,079      5,332         74      2,255      1,017          1      1,874        648
 
Changes from:       June 23, 2020                                    Total Change is:    -1,655
       -31          0         -1       -280       -217          4       -768       -898       -261        135       -400        -19       -434        137
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        6.4        0.0        4.7        1.0        0.4       40.1       69.5        1.0       29.4       13.3        0.0       24.4        8.4
 
Number of Traders in Each Category                                    Total Traders:        60 
         0          .          0          .          .          .         14         19          .         18          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    19,441
Positions
       743          0          0      5,891      2,695        674      7,146     12,028        633      1,837        871          4      2,513      2,536
 
Changes from:       June 23, 2020                                    Total Change is:    -2,160
       -98          0          0       -641       -359         97     -1,928     -1,907         22         81        147          0        307       -160
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        0.0        0.0       30.3       13.9        3.5       36.8       61.9        3.3        9.4        4.5        0.0       12.9       13.0
 
Number of Traders in Each Category                                    Total Traders:        65 
         .          0          0          6          5          4         13         19          6         11          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   256,691
Positions
    46,356     32,988     14,887     97,343     23,216     15,531      6,386     94,441     39,400      7,477      2,418      9,724     19,587     24,086
 
Changes from:       June 23, 2020                                    Total Change is:     8,007
    -4,231      4,744        -10     13,233       -299       -254       -553      7,304     -2,824      1,302     -1,334         37      1,307        643
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       12.9        5.8       37.9        9.0        6.1        2.5       36.8       15.3        2.9        0.9        3.8        7.6        9.4
 
Number of Traders in Each Category                                    Total Traders:       136 
         8         15         17         14         18         14         10         48         39         10          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    22,194
Positions
     4,164        736         50     16,454      5,601        615         61     14,893          0        593          0          0        257        299
 
Changes from:       June 23, 2020                                    Total Change is:       314
         0          0          0        287          0          0         15         76          0          0          0          0         12        238
 
Percent of Open Interest Represented by Each Category of Trader
      18.8        3.3        0.2       74.1       25.2        2.8        0.3       67.1        0.0        2.7        0.0        0.0        1.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .          7          6          .          .          9          0          9          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated July 06, 2020