Traders in Financial Futures - Futures Only Positions as of August 11, 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   136,885
Positions
    30,236     44,589        530     41,064     19,587      3,303     13,114     43,422      3,628     12,107        783         31     32,872     21,012
 
Changes from:       August 4, 2020                                   Total Change is:      -216
       651        199       -121      2,317      2,509       -874     -1,418        612       -507       -497       -129         11        222     -1,916
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       32.6        0.4       30.0       14.3        2.4        9.6       31.7        2.7        8.8        0.6        0.0       24.0       15.4
 
Number of Traders in Each Category                                    Total Traders:        96 
         5          9          5         19         11          8         14         24          9         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    56,592
Positions
         0     34,121        213     12,657      4,932        764     22,212      5,438         53          0        481          0     20,693     10,590
 
Changes from:       August 4, 2020                                   Total Change is:      -180
         0      2,938        173     -1,605        291        151        739     -4,181        -81          0          0          0        443        529
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       60.3        0.4       22.4        8.7        1.4       39.2        9.6        0.1        0.0        0.8        0.0       36.6       18.7
 
Number of Traders in Each Category                                    Total Traders:        48 
         0         10          .         13          6          4         11          7          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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   179,071
Positions
    37,673     24,147      2,913     55,735     65,891      4,716     39,067     42,408      6,578      3,354      7,396          0     29,035     25,022
 
Changes from:       August 4, 2020                                   Total Change is:     2,343
    -2,100     12,398      2,462     -3,800     -1,472       -145      4,029    -11,496      1,005          0        426          0        892       -835
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       13.5        1.6       31.1       36.8        2.6       21.8       23.7        3.7        1.9        4.1        0.0       16.2       14.0
 
Number of Traders in Each Category                                    Total Traders:       112 
         7          7          4         18         21         11         29         23         13          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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   150,149
Positions
     6,527     83,371        473     70,691     10,519      9,039     29,027     23,982      2,243      4,862        956          0     27,287     19,566
 
Changes from:       August 4, 2020                                   Total Change is:    -7,819
       528     -9,821       -111     -1,340     -1,821     -1,386     -2,475        833      1,170       -698       -151          0     -3,507      3,468
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       55.5        0.3       47.1        7.0        6.0       19.3       16.0        1.5        3.2        0.6        0.0       18.2       13.0
 
Number of Traders in Each Category                                    Total Traders:       105 
         5         10          4         32         11         12         24         18         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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   706,458
Positions
    27,562    493,403      3,052    401,216     68,210     19,537     96,780     66,321      7,630     52,147      6,281      1,874     96,660     40,150
 
Changes from:       August 4, 2020                                   Total Change is:     1,583
       371     15,229        336       -595       -896        484      4,930    -13,897       -678       -293       -223       -141     -2,831      1,369
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       69.8        0.4       56.8        9.7        2.8       13.7        9.4        1.1        7.4        0.9        0.3       13.7        5.7
 
Number of Traders in Each Category                                    Total Traders:       292 
        11         16          9        110         28         39         51         30         20         34         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    24,287
Positions
       440      9,630         32      9,383      2,623      1,939          0      5,036          0        765        449          0     11,728      4,578
 
Changes from:       August 4, 2020                                   Total Change is:       317
         0         42          0        408         -1          1          0       -115          0          0          0          0        -92        390
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       39.7        0.1       38.6       10.8        8.0        0.0       20.7        0.0        3.1        1.8        0.0       48.3       18.8
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          .         11          5          8          0          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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   122,210
Positions
     7,294     36,919        232     42,885     35,424      3,865     38,550     24,584        422      1,026         25          0     27,936     20,739
 
Changes from:       August 4, 2020                                   Total Change is:     1,936
       386         43          0        545     -2,060       -294        840      3,455        108      1,026          0          0       -675        684
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       30.2        0.2       35.1       29.0        3.2       31.5       20.1        0.3        0.8        0.0        0.0       22.9       17.0
 
Number of Traders in Each Category                                    Total Traders:        76 
         4          8          .         16         10          9         22         13         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    24,035
Positions
       473     19,031          0     12,710        897          5      8,905      1,404        102        138        929          0      1,702      1,667
 
Changes from:       August 4, 2020                                   Total Change is:       -58
       -19          0          0       -321        -14          0       -344        137          0          0       -240          0        626         59
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       79.2        0.0       52.9        3.7        0.0       37.1        5.8        0.4        0.6        3.9        0.0        7.1        6.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          5          0          5          4          .         11          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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   130,908
Positions
     1,827     59,857        509     85,208      6,139        589     32,971     37,948      2,634      2,109     18,466          0      5,061      4,766
 
Changes from:       August 4, 2020                                   Total Change is:     2,416
      -151      4,104          0       -105     -3,122        157      4,012      3,771     -1,334       -200     -1,486          0         37        326
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       45.7        0.4       65.1        4.7        0.4       25.2       29.0        2.0        1.6       14.1        0.0        3.9        3.6
 
Number of Traders in Each Category                                    Total Traders:       125 
         .          8          .         16         14          6         36         30         11          7         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    31,846
Positions
    10,080        327        100      6,057     20,485          2     11,094      5,982        205      1,883      1,994          0      2,425      2,751
 
Changes from:       August 4, 2020                                   Total Change is:     6,024
      -114       -190         20       -126      4,028         -1      6,443        989        162       -615        883          0        255        133
 
Percent of Open Interest Represented by Each Category of Trader
      31.7        1.0        0.3       19.0       64.3        0.0       34.8       18.8        0.6        5.9        6.3        0.0        7.6        8.6
 
Number of Traders in Each Category                                    Total Traders:        55 
         .          .          .          9          8          .         10         17          5          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    37,528
Positions
     8,379      6,979          0     12,845      6,641        594     10,403     18,272        316        491      1,262          6      4,494      3,458
 
Changes from:       August 4, 2020                                   Total Change is:      -971
       124        530          0        304     -1,921         85     -1,437         37          5          6         16          0        -58        277
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       18.6        0.0       34.2       17.7        1.6       27.7       48.7        0.8        1.3        3.4        0.0       12.0        9.2
 
Number of Traders in Each Category                                    Total Traders:        85 
         5          4          0         20          9          5         19         22          6          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    13,403
Positions
       149          0          0      2,012      3,311          0     10,784      7,967          1          0        464          0        457      1,660
 
Changes from:       August 4, 2020                                   Total Change is:     1,440
         0          0          0     -2,345      1,184          0      3,914       -162          0          0        210          0       -129        208
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0       15.0       24.7        0.0       80.5       59.4        0.0        0.0        3.5        0.0        3.4       12.4
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          0          0          .          5          0          9         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    47,392
Positions
    12,820     14,985      1,098     14,198      2,195        394     11,268      6,728        215          0     14,757          0      7,400      7,021
 
Changes from:       August 4, 2020                                   Total Change is:     2,238
      -724      2,411        -34      1,191       -195         23      1,346        276        173          0       -176          0        264       -240
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       31.6        2.3       30.0        4.6        0.8       23.8       14.2        0.5        0.0       31.1        0.0       15.6       14.8
 
Number of Traders in Each Category                                    Total Traders:        99 
        18         16          5         19          5          6         20         15          6          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    94,783
Positions
    25,640     29,969      2,195     28,396      4,390        788     22,535     13,455        430          0     29,514          0     14,799     14,042
 
Changes from:       August 4, 2020                                   Total Change is:     4,476
    -1,448      4,821        -68      2,382       -390         45      2,692        552        346          0       -351          0        527       -479
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       31.6        2.3       30.0        4.6        0.8       23.8       14.2        0.5        0.0       31.1        0.0       15.6       14.8
 
Number of Traders in Each Category                                    Total Traders:        99 
        18         16          5         19          5          6         20         15          6          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    34,577
Positions
     7,996     18,990         21     19,614      9,903      1,999      2,043      2,374          0        580        421          0      2,324        869
 
Changes from:       August 4, 2020                                   Total Change is:      -469
       342       -466          0       -780        -14         14        347        -24          0       -500          0          0        108         21
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       54.9        0.1       56.7       28.6        5.8        5.9        6.9        0.0        1.7        1.2        0.0        6.7        2.5
 
Number of Traders in Each Category                                    Total Traders:        29 
         6          4          .         11          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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   566,508
Positions
    86,983     81,363     21,519    261,384    127,254     54,062     41,183    108,063     13,407     19,116     81,600      1,037     67,816     78,201
 
Changes from:       August 4, 2020                                   Total Change is:     7,231
     1,550      7,860        510      1,480    -10,225     -1,104        656        436      4,819         55      3,516         39       -774      1,379
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       14.4        3.8       46.1       22.5        9.5        7.3       19.1        2.4        3.4       14.4        0.2       12.0       13.8
 
Number of Traders in Each Category                                    Total Traders:       570 
        32         38         30        159         90        122         58        118         47         30         45         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    10,027
Positions
     4,792      5,409          0      2,169      3,079        128      1,249          0          0          0          0          0      1,689      1,411
 
Changes from:       August 4, 2020                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      47.8       53.9        0.0       21.6       30.7        1.3       12.5        0.0        0.0        0.0        0.0        0.0       16.8       14.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          6          0          4          .          .          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    14,899
Positions
     7,170      5,424         16      2,476      5,514          0        228      2,385         16          0          0          0      4,993      1,544
 
Changes from:       August 4, 2020                                   Total Change is:     2,948
      -158      4,129        -65        325     -1,257        -75          0        320          0          0          0          0      2,921       -104
 
Percent of Open Interest Represented by Each Category of Trader
      48.1       36.4        0.1       16.6       37.0        0.0        1.5       16.0        0.1        0.0        0.0        0.0       33.5       10.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          6          .          8          .          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 2,694,088
Positions
   471,730    344,419     62,323  1,306,921    636,272    270,310    205,671    568,985     25,204     95,579    408,002      5,186    251,164    373,387
 
Changes from:       August 4, 2020                                   Total Change is:    17,690
      -526     20,636      8,715      7,399    -51,127     -5,518      7,780     22,358     -1,146        276     17,582        194        516      5,996
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       12.8        2.3       48.5       23.6       10.0        7.6       21.1        0.9        3.5       15.1        0.2        9.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       570 
        34         36         28        159         90        122         58        118         42         30         45         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                              
CFTC Code #13874N                                                    Open Interest is   231,370
Positions
   122,773    124,272    102,398          0          0          0      4,499      1,000      1,700          0          0          0          0      2,000
 
Changes from:       August 4, 2020                                   Total Change is:         0
         0          0          0          0          0          0          0          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       53.7       44.3        0.0        0.0        0.0        1.9        0.4        0.7        0.0        0.0        0.0        0.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         9          8          9          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    56,417
Positions
     7,912      6,559          7     35,946     40,442      1,534      1,780      3,353        301          0          0          0      8,937      4,221
 
Changes from:       August 4, 2020                                   Total Change is:      -784
    -1,465        323       -492        674     -1,302         68        528      1,392       -263          0       -210          0        166       -300
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       11.6        0.0       63.7       71.7        2.7        3.2        5.9        0.5        0.0        0.0        0.0       15.8        7.5
 
Number of Traders in Each Category                                    Total Traders:        70 
         7          6          .         28         18         10          5          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    47,013
Positions
    11,866      8,189        174     13,147      6,414      1,429      9,742     19,786        977      2,010      3,162          2      7,665      6,879
 
Changes from:       August 4, 2020                                   Total Change is:     1,299
     1,825        396        -16       -374        532        450     -1,330        441        477        161     -1,039          0        106         58
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       17.4        0.4       28.0       13.6        3.0       20.7       42.1        2.1        4.3        6.7        0.0       16.3       14.6
 
Number of Traders in Each Category                                    Total Traders:       294 
        23         22          .         73         45         39         42         58         22         11         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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   235,063
Positions
    59,328     40,945        870     65,736     32,071      7,145     48,712     98,928      4,886     10,051     15,811         12     38,323     34,395
 
Changes from:       August 4, 2020                                   Total Change is:     6,497
     9,126      1,982        -79     -1,871      2,659      2,248     -6,648      2,205      2,387        803     -5,195          1        530        289
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       17.4        0.4       28.0       13.6        3.0       20.7       42.1        2.1        4.3        6.7        0.0       16.3       14.6
 
Number of Traders in Each Category                                    Total Traders:       294 
        23         22          .         73         45         39         42         58         22         11         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is    62,875
Positions
     1,562        704          0          0          0          0     29,444     45,573        326        592      1,527          0     30,951     14,745
 
Changes from:       August 4, 2020                                   Total Change is:     4,013
       142     -3,818          0          0          0          0    -10,847     13,407        192         82        213          0     14,444     -5,981
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        1.1        0.0        0.0        0.0        0.0       46.8       72.5        0.5        0.9        2.4        0.0       49.2       23.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          0          0          0          8          .          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   503,384
Positions
    86,715     52,170      2,270    256,299    209,849     50,782     73,873     96,454      3,645      7,830     65,003         15     21,955     23,196
 
Changes from:       August 4, 2020                                   Total Change is:    -5,906
   -19,096      7,775        943     15,679     -8,292     -3,162     -2,598     -3,868          1       -184       -457         -6      2,517      1,160
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       10.4        0.5       50.9       41.7       10.1       14.7       19.2        0.7        1.6       12.9        0.0        4.4        4.6
 
Number of Traders in Each Category                                    Total Traders:       343 
        31         20          .         92         61         54         41         64         16         13         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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    37,555
Positions
     4,565     13,214        350     16,090      4,697        519      6,026      2,403         24        679        839          0      9,302     15,509
 
Changes from:       August 4, 2020                                   Total Change is:       -86
    -1,131        557        -43      1,435        -35        -27       -461     -1,393         10       -386        639          0        517        206
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       35.2        0.9       42.8       12.5        1.4       16.0        6.4        0.1        1.8        2.2        0.0       24.8       41.3
 
Number of Traders in Each Category                                    Total Traders:        61 
         7          9          .         13          8          6         13          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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   450,026
Positions
    44,494    259,116      6,975    341,666    124,370     29,799     17,316     21,116        869      1,384      1,552          0      7,523      6,229
 
Changes from:       August 4, 2020                                   Total Change is:    -1,336
     3,403      1,370        182     -7,744     -4,058      3,047        372     -1,471        -88        -30        -90          0       -478       -228
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       57.6        1.5       75.9       27.6        6.6        3.8        4.7        0.2        0.3        0.3        0.0        1.7        1.4
 
Number of Traders in Each Category                                    Total Traders:       179 
        13         14          7         72         43         39         15         14          4          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,180,367
Positions
    75,977    577,652      3,284    826,058    284,678    129,352     69,243     78,483      7,342     28,415     81,301      2,378     38,318     15,897
 
Changes from:       August 4, 2020                                   Total Change is:      -798
    -3,395    -16,882         50      3,835    -17,582     10,422    -10,275     24,224       -786        407     -1,048          0     -1,056        804
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       48.9        0.3       70.0       24.1       11.0        5.9        6.6        0.6        2.4        6.9        0.2        3.2        1.3
 
Number of Traders in Each Category                                    Total Traders:       424 
        22         22          8        175         71         89         51         40         17         31         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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   167,366
Positions
    38,911    122,030     35,855     24,880          0      2,486     55,342          0      6,652      2,842         65        148        250        130
 
Changes from:       August 4, 2020                                   Total Change is:     5,861
       437      3,776      1,729       -688          0          0      3,996          0        356         23          0          0          8          0
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       72.9       21.4       14.9        0.0        1.5       33.1        0.0        4.0        1.7        0.0        0.1        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        83 
        10         20         19         13          0          .         29          0          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,124,844
Positions
     8,552    107,341      4,744    548,156    192,287    202,434     76,171    402,559     57,391     60,558     23,128         95    166,743    134,865
 
Changes from:       August 4, 2020                                   Total Change is:    25,531
    -1,346      1,364     -3,510     15,821     -2,760      4,251      6,592     14,786      4,782      6,043      2,063          0     -7,102      4,555
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        9.5        0.4       48.7       17.1       18.0        6.8       35.8        5.1        5.4        2.1        0.0       14.8       12.0
 
Number of Traders in Each Category                                    Total Traders:       178 
         8         15          7         58         32         49         22         29         21          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,051,718
Positions
    26,468    131,720      3,566    548,463    139,763    188,400     69,258    458,207      4,699     61,999     17,467          0    148,865    107,896
 
Changes from:       August 4, 2020                                   Total Change is:    13,004
        80      7,980      1,617     -7,120      4,224       -250     10,479     -6,524        111     10,227      2,120          0     -2,140      3,726
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       12.5        0.3       52.1       13.3       17.9        6.6       43.6        0.4        5.9        1.7        0.0       14.2       10.3
 
Number of Traders in Each Category                                    Total Traders:       137 
         .         11          .         66         17         56          6         25          8          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 2,167,428
Positions
    68,595    237,806      9,130  1,049,189    491,116    258,133    356,868    973,429     23,123    227,160     76,372      1,389    173,841     96,930
 
Changes from:       August 4, 2020                                   Total Change is:   -42,331
    -3,632     -1,956        876      6,044     22,396        138    -31,494    -59,316      5,040      6,021        452          0    -25,324     -9,961
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       11.0        0.4       48.4       22.7       11.9       16.5       44.9        1.1       10.5        3.5        0.1        8.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       304 
        13         27          7        109         30         68         47         46         24         23          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 3,509,822
Positions
   260,439    198,979     17,303  1,423,380  1,167,981    621,898    499,415    969,323     88,582    187,263     91,561        711    410,831    353,484
 
Changes from:       August 4, 2020                                   Total Change is:    29,588
    24,315    -37,709       -940     36,387     77,250    -21,693    -23,490     31,887      4,078      1,779     -7,288       -206      9,358    -15,791
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        5.7        0.5       40.6       33.3       17.7       14.2       27.6        2.5        5.3        2.6        0.0       11.7       10.1
 
Number of Traders in Each Category                                    Total Traders:       385 
        22         34         16        110         73        103         37         79         55         18         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,033,440
Positions
    63,680     31,477      8,234    300,931    370,711    120,049    380,819    293,944     10,605     37,399     11,807          0    111,723    186,613
 
Changes from:       August 4, 2020                                   Total Change is:    31,317
    -1,372     10,059         14     -2,893     29,035      6,469     30,521     -4,957      1,163     -2,099     -1,764          0       -486     -8,702
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        3.0        0.8       29.1       35.9       11.6       36.8       28.4        1.0        3.6        1.1        0.0       10.8       18.1
 
Number of Traders in Each Category                                    Total Traders:       111 
         .          6          5         28         41         42         18         13         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 3,449,522
Positions
   108,616    315,633     23,577  1,628,199    661,496    552,045    410,161  1,361,412     88,132    307,845    157,750      2,988    327,959    286,489
 
Changes from:       August 4, 2020                                   Total Change is:   -62,429
    -9,942    -15,262      1,401    -47,855    -43,774       -164    -38,975    -33,851     19,610      9,094     -3,579          0      4,402     13,190
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        9.2        0.7       47.2       19.2       16.0       11.9       39.5        2.6        8.9        4.6        0.1        9.5        8.3
 
Number of Traders in Each Category                                    Total Traders:       301 
        11         26         10         91         54         88         34         61         37         11         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,500,950
Positions
   244,882    225,282    358,691      8,562      7,777     40,325    574,425    595,597    229,352     17,984      6,520        761     25,968     36,645
 
Changes from:       August 4, 2020                                   Total Change is:   -48,323
    -2,756      9,475      3,730      3,062     -5,711     -2,905    -47,202    -49,382     -1,948        316        456       -489       -131     -1,549
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       15.0       23.9        0.6        0.5        2.7       38.3       39.7       15.3        1.2        0.4        0.1        1.7        2.4
 
Number of Traders in Each Category                                    Total Traders:       109 
        25         19         34          .          .          .         22         27         33          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is 9,706,552
Positions
 1,417,725  1,828,531  2,243,708    421,789    249,534    436,112  1,218,340    943,853  2,960,609    161,298    115,597    173,355    673,616    755,253
 
Changes from:       August 4, 2020                                   Total Change is:    39,064
    36,582      7,413     -1,974    -58,134      6,794     -1,116     26,662    -73,985     88,245     -9,190        600     -7,957    -34,054     21,044
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       18.8       23.1        4.3        2.6        4.5       12.6        9.7       30.5        1.7        1.2        1.8        6.9        7.8
 
Number of Traders in Each Category                                    Total Traders:       226 
        34         41         66         13         14         21         50         41         77          9         12         13
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Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   171,855
Positions
    12,882     58,361     23,606      1,235     11,119      9,399    101,260     45,448     22,636         37        547        630        170        109
 
Changes from:       August 4, 2020                                   Total Change is:      -674
    -2,186      6,935       -126        579      3,093          0      2,044     -9,542         89          1        -84     -1,074         -1         35
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       34.0       13.7        0.7        6.5        5.5       58.9       26.4       13.2        0.0        0.3        0.4        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        62 
         7         16         11          .          .          .         12         18         22          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   157,154
Positions
    18,513     71,877     16,761      4,975        705        798     92,090     48,757     17,458      5,884         82        620         55         96
 
Changes from:       August 4, 2020                                   Total Change is:     3,912
     4,178      9,067     -2,080       -672         -2         55       -470     -4,280      1,447      1,683        -35       -166        -63        -94
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       45.7       10.7        3.2        0.4        0.5       58.6       31.0       11.1        3.7        0.1        0.4        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        76 
         7         24         12          .          .          .         14         23         21          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    73,600
Positions
         0     20,058          0      2,000      2,450          0          0     22,093     28,132     43,431        500          0         37        367
 
Changes from:       August 4, 2020                                   Total Change is:       872
         0        369          0          0         19          0        -79       -539      1,042       -100          0          0          9        -19
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       27.3        0.0        2.7        3.3        0.0        0.0       30.0       38.2       59.0        0.7        0.0        0.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          .          5          0          0          4          .          7          .          0
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Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    13,090
Positions
         0        580          0        206        495        156      6,444      7,785        373      1,943      2,677        540      3,428        484
 
Changes from:       August 4, 2020                                   Total Change is:       387
         0          0          0       -245        -89        141        132         83         97       -188       -429        536        -86         48
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        4.4        0.0        1.6        3.8        1.2       49.2       59.5        2.8       14.8       20.5        4.1       26.2        3.7
 
Number of Traders in Each Category                                    Total Traders:        90 
         0          .          0          5          .          .         34         16          9         23          7          5
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Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    34,460
Positions
     1,177          0          0      5,083      7,205        967     19,784     19,620      1,287      3,046      1,637          8      3,108      3,736
 
Changes from:       August 4, 2020                                   Total Change is:    -1,037
      -397          0          0         60        429         53     -1,487       -177        232         71     -1,124          0        431       -450
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        0.0        0.0       14.8       20.9        2.8       57.4       56.9        3.7        8.8        4.8        0.0        9.0       10.8
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          0          0          4         10          .         18         29          6         14         10          .
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Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   291,763
Positions
    18,651     14,249     16,515    121,046     60,734     20,182     36,071    100,576     40,592      7,237      2,271     11,247     20,222     25,397
 
Changes from:       August 4, 2020                                   Total Change is:    14,698
       -49     -2,050      1,013     -1,907      7,179      1,424      6,677     -1,352      6,269       -203       -276      3,144     -1,670       -653
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        4.9        5.7       41.5       20.8        6.9       12.4       34.5       13.9        2.5        0.8        3.9        6.9        8.7
 
Number of Traders in Each Category                                    Total Traders:       162 
        10         16         21         12         29         16         24         49         44          6         12         13
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Traders in Financial Futures - Futures Only Positions as of August 11, 2020                                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    21,230
Positions
     2,946        710        107     15,925      5,665        954        504     13,759          0        602          0          0        192         35
 
Changes from:       August 4, 2020                                   Total Change is:        15
      -296       -107        107         37          0         28         92         -1          0         58          0          0        -11        -12
 
Percent of Open Interest Represented by Each Category of Trader
      13.9        3.3        0.5       75.0       26.7        4.5        2.4       64.8        0.0        2.8        0.0        0.0        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .          7          7          .          .          7          0          8          0          0
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Updated August 14, 2020