Traders in Financial Futures - Futures Only Positions as of September 22, 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   117,564
Positions
     3,004     34,404        280     53,059     20,083      3,253     15,578     41,064      1,070     10,433        430          0     30,887     16,980
 
Changes from:       September 15, 2020                               Total Change is:   -29,709
       482    -17,050     -9,183      2,238     -1,190        220     -3,395        165     -2,340       -844          0          0    -16,887       -331
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       29.3        0.2       45.1       17.1        2.8       13.3       34.9        0.9        8.9        0.4        0.0       26.3       14.4
 
Number of Traders in Each Category                                    Total Traders:        99 
         5          9          .         22         12          9         15         23          9         11          .          0
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Traders in Financial Futures - Futures Only Positions as of September 22, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    51,875
Positions
     1,003     26,782         10     11,314      6,247        441     20,028      4,809        148          0        483          0     18,931     12,955
 
Changes from:       September 15, 2020                               Total Change is:      -536
     1,003     -1,894          2     -2,807         76        -68      3,128       -822        138          0         -1          0     -1,932      2,033
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       51.6        0.0       21.8       12.0        0.9       38.6        9.3        0.3        0.0        0.9        0.0       36.5       25.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          5          .         12          7          4         13          6          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of September 22, 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   152,613
Positions
    25,849     16,737        481     45,039     68,002      5,643     41,137     25,110      4,995      2,600      6,399          0     26,869     25,246
 
Changes from:       September 15, 2020                               Total Change is:     2,624
     5,996     -2,987       -197     -1,467      5,641       -519        278     -2,942        712          0        167          0     -2,179      2,749
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       11.0        0.3       29.5       44.6        3.7       27.0       16.5        3.3        1.7        4.2        0.0       17.6       16.5
 
Number of Traders in Each Category                                    Total Traders:       102 
         6          6          .         14         27         14         21         22         12          .          4          0
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Traders in Financial Futures - Futures Only Positions as of September 22, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   169,251
Positions
     3,994     92,729        261     89,596     13,491      7,609     31,667     34,141      2,224      1,605        564          0     32,295     18,232
 
Changes from:       September 15, 2020                               Total Change is:    20,339
      -684     16,805        102     17,026        484       -519      6,142         85      1,285     -7,324        110          0      4,311      1,987
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       54.8        0.2       52.9        8.0        4.5       18.7       20.2        1.3        0.9        0.3        0.0       19.1       10.8
 
Number of Traders in Each Category                                    Total Traders:       115 
         .          9          .         37         14         14         27         20         11          .          .          0
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Traders in Financial Futures - Futures Only Positions as of September 22, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   666,412
Positions
    28,166    448,397      3,060    390,535     89,840     17,213     74,981     51,976      5,263     56,003      8,063      2,019     89,172     40,581
 
Changes from:       September 15, 2020                               Total Change is:     8,238
      -919        536         64     -4,439       -397        735      7,938      4,011        -42     10,236        674         22     -5,357      2,635
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       67.3        0.5       58.6       13.5        2.6       11.3        7.8        0.8        8.4        1.2        0.3       13.4        6.1
 
Number of Traders in Each Category                                    Total Traders:       301 
         9         15          8        111         30         38         53         30         19         36         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    24,504
Positions
         0      8,681          0      8,675      1,912      1,703          0      6,835          0          0        449          0     14,126      4,924
 
Changes from:       September 15, 2020                               Total Change is:      -119
         0         37          0        267       -606       -310       -395        612        -16          0          0          0        335        164
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.4        0.0       35.4        7.8        6.9        0.0       27.9        0.0        0.0        1.8        0.0       57.6       20.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0         11          .          6          0          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   133,214
Positions
     4,480     48,841        105     50,958     45,008      3,800     45,003     13,004      1,431      1,226         55          0     26,211     20,970
 
Changes from:       September 15, 2020                               Total Change is:     1,400
     2,343     -2,947          1     -2,288      2,297        354      3,005       -430       -312       -406        -60          0     -1,297      2,497
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       36.7        0.1       38.3       33.8        2.9       33.8        9.8        1.1        0.9        0.0        0.0       19.7       15.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         .          7          .         21         11          9         22         13         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    18,316
Positions
     1,304      7,796         69      8,427      5,671          5      6,338      1,860        102        902        685          0      1,169      2,128
 
Changes from:       September 15, 2020                               Total Change is:    -9,549
        -5    -10,961       -122       -325        886          0     -8,691        127          2       -239          0          0       -169        519
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       42.6        0.4       46.0       31.0        0.0       34.6       10.2        0.6        4.9        3.7        0.0        6.4       11.6
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          .          6          4          .          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   136,718
Positions
     2,537     69,960        557     76,550      3,380        636     44,796     38,549      1,141      4,404     19,228         73      6,024      3,194
 
Changes from:       September 15, 2020                               Total Change is:     2,236
     1,457         60         52     -2,357       -829        123      1,801      2,477        711        863       -302         -7       -407        -49
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       51.2        0.4       56.0        2.5        0.5       32.8       28.2        0.8        3.2       14.1        0.1        4.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       139 
         4          7          .         23          9          6         48         26         10         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    34,981
Positions
    20,011        180         80      5,291     24,616          0      4,475      4,720        220      2,582      2,085          0      2,322      3,080
 
Changes from:       September 15, 2020                               Total Change is:    -2,734
       489         -5        -52       -627     -1,393         -5     -2,740     -1,708         -2        -71          5          0        274        426
 
Percent of Open Interest Represented by Each Category of Trader
      57.2        0.5        0.2       15.1       70.4        0.0       12.8       13.5        0.6        7.4        6.0        0.0        6.6        8.8
 
Number of Traders in Each Category                                    Total Traders:        54 
         .          .          .          8          8          0          9         15          .          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2020                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    35,216
Positions
     6,087      8,685          0     11,810      6,907        178      9,879     14,032      1,452        335      1,256          6      5,469      2,700
 
Changes from:       September 15, 2020                               Total Change is:      -618
       144      2,161          0        690     -2,578        -84     -2,268       -111        397        200        -43          0        303       -360
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       24.7        0.0       33.5       19.6        0.5       28.1       39.8        4.1        1.0        3.6        0.0       15.5        7.7
 
Number of Traders in Each Category                                    Total Traders:        86 
         4          5          0         20          7          4         27         16          5          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2020                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    11,536
Positions
     2,502          0          0      4,218      2,214          0      4,110      8,120         29          0          0          0        677      1,173
 
Changes from:       September 15, 2020                               Total Change is:      -706
      -118          0          0        587       -337          0       -931        470          1          0       -869          0       -245         29
 
Percent of Open Interest Represented by Each Category of Trader
      21.7        0.0        0.0       36.6       19.2        0.0       35.6       70.4        0.3        0.0        0.0        0.0        5.9       10.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          0          0          .          4          0          6          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    34,886
Positions
    12,468      8,902        471      5,718      1,971        748      7,071      2,523          6        640     14,229          0      7,766      6,039
 
Changes from:       September 15, 2020                               Total Change is:    -9,202
       -16        966     -6,477       -235     -1,199        160     -1,446     -1,678       -872        285       -397          0       -602        294
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       25.5        1.3       16.4        5.6        2.1       20.3        7.2        0.0        1.8       40.8        0.0       22.3       17.3
 
Number of Traders in Each Category                                    Total Traders:        81 
        15         13          .         16          6          7         14         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    69,772
Positions
    24,935     17,803        941     11,435      3,941      1,496     14,142      5,045         12      1,279     28,457          0     15,532     12,077
 
Changes from:       September 15, 2020                               Total Change is:   -18,403
       -32      1,932    -12,953       -469     -2,397        319     -2,891     -3,356     -1,743        569       -793          0     -1,203        588
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       25.5        1.3       16.4        5.6        2.1       20.3        7.2        0.0        1.8       40.8        0.0       22.3       17.3
 
Number of Traders in Each Category                                    Total Traders:        81 
        15         13          .         16          6          7         14         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    34,062
Positions
     9,836     15,470         21     15,605      8,818      5,168      1,287      3,754          0          0        431          0      2,145        400
 
Changes from:       September 15, 2020                               Total Change is:    -8,866
     2,501       -901     -9,939     -2,965         80      2,861        123        187       -873       -480          0          0        -94       -281
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       45.4        0.1       45.8       25.9       15.2        3.8       11.0        0.0        0.0        1.3        0.0        6.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         5          5          .         12          .          4          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   502,173
Positions
    60,357    105,770      5,339    263,537    132,111     55,316     32,640     68,828      8,916     19,669     66,530      1,722     54,678     57,642
 
Changes from:       September 15, 2020                               Total Change is:  -118,214
    -8,867      5,182    -48,946     10,771      4,221    -10,785    -10,931    -18,885    -20,757     -2,887     -4,996         98    -25,910    -23,346
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       21.1        1.1       52.5       26.3       11.0        6.5       13.7        1.8        3.9       13.2        0.3       10.9       11.5
 
Number of Traders in Each Category                                    Total Traders:       550 
        32         41         15        154         95        128         60         97         38         28         43          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    20,474
Positions
    15,513      2,206         49      1,922     10,940          0        474      2,553         18          0          0          0      2,498      4,708
 
Changes from:       September 15, 2020                               Total Change is:    -5,933
     3,122     -1,102     -5,181        -28        722       -686       -653        415         -6          0          0          0     -2,501        -95
 
Percent of Open Interest Represented by Each Category of Trader
      75.8       10.8        0.2        9.4       53.4        0.0        2.3       12.5        0.1        0.0        0.0        0.0       12.2       23.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         6          4          .          5          4          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 2,472,951
Positions
   296,783    522,852     26,697  1,317,683    660,553    276,579    175,699    338,079     30,069     98,345    335,648      5,611    245,485    276,863
 
Changes from:       September 15, 2020                               Total Change is:  -435,197
   -64,563    132,779   -212,352     53,853     21,104    -53,923    -42,022   -134,526    -58,416    -14,435    -21,978     -2,511    -40,828   -105,374
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       21.1        1.1       53.3       26.7       11.2        7.1       13.7        1.2        4.0       13.6        0.2        9.9       11.2
 
Number of Traders in Each Category                                    Total Traders:       549 
        32         41         15        154         95        128         60         96         37         28         43          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    12,154
Positions
     3,937      4,725          0      4,755      6,032        450      1,114          0          0        361          0          0      1,537        947
 
Changes from:       September 15, 2020                               Total Change is:    -4,085
      -273       -686     -2,966       -484      3,214       -251        245       -320          0          0          0          0       -356     -3,076
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       38.9        0.0       39.1       49.6        3.7        9.2        0.0        0.0        3.0        0.0        0.0       12.6        7.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          4          0          4          4          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    58,730
Positions
     7,005      9,133        255     36,309     42,820      1,199      3,989        464        302          0        208          0      9,671      4,349
 
Changes from:       September 15, 2020                               Total Change is:    -6,290
     1,495      2,536     -7,946        315      1,211       -893        519     -1,086        106          0        208          0        114       -426
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       15.6        0.4       61.8       72.9        2.0        6.8        0.8        0.5        0.0        0.4        0.0       16.5        7.4
 
Number of Traders in Each Category                                    Total Traders:        72 
         7          7          .         28         18         11         10          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    66,403
Positions
    24,992      1,988        130     14,981      6,600      1,173     12,820      9,184        451      2,044     40,050         10      9,801      6,818
 
Changes from:       September 15, 2020                               Total Change is:    -3,269
     9,189     -2,772     -7,246        226        105       -494          1     -5,132     -2,564         42     15,242        -97     -2,326       -312
 
Percent of Open Interest Represented by Each Category of Trader
      37.6        3.0        0.2       22.6        9.9        1.8       19.3       13.8        0.7        3.1       60.3        0.0       14.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       288 
        22         14          4         73         42         35         51         50         21         11         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   332,017
Positions
   124,962      9,942        649     74,906     32,999      5,866     64,101     45,919      2,256     10,220    200,248         50     49,007     34,088
 
Changes from:       September 15, 2020                               Total Change is:   -16,347
    45,943    -13,859    -36,228      1,129        527     -2,471          3    -25,660    -12,819        212     76,209       -485    -11,631     -1,561
 
Percent of Open Interest Represented by Each Category of Trader
      37.6        3.0        0.2       22.6        9.9        1.8       19.3       13.8        0.7        3.1       60.3        0.0       14.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       288 
        22         14          4         73         42         35         51         50         21         11         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   506,801
Positions
    95,990     54,573      4,288    252,833    228,232     54,036     67,842     79,652      2,184      8,870     65,876         14     20,744     17,946
 
Changes from:       September 15, 2020                               Total Change is:   -63,920
    15,978      5,637    -56,486     -1,927     19,549     -7,014     -5,818     -7,617     -7,429      1,013     -4,621       -325     -1,912     -5,614
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       10.8        0.8       49.9       45.0       10.7       13.4       15.7        0.4        1.8       13.0        0.0        4.1        3.5
 
Number of Traders in Each Category                                    Total Traders:       337 
        34         15          5         94         60         55         49         49         13         14         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2020                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    13,048
Positions
     4,390     10,996          0      3,015      1,686          0      5,023          0         66          0          0          0        554        300
 
Changes from:       September 15, 2020                               Total Change is:    -4,422
      -229      1,813     -2,713         47         66        -37        620     -1,372     -1,971          0          0          0       -139       -208
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       84.3        0.0       23.1       12.9        0.0       38.5        0.0        0.5        0.0        0.0        0.0        4.2        2.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          5          .          0          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2020                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    14,740
Positions
         0      5,861          0      8,121        908          5      2,520      2,246          0        425      1,395          0      3,669      4,325
 
Changes from:       September 15, 2020                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.8        0.0       55.1        6.2        0.0       17.1       15.2        0.0        2.9        9.5        0.0       24.9       29.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          7          .          .          4          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    35,900
Positions
     5,499      6,618      1,183     12,187      5,501        172      6,793      6,886        147      1,893        660          0      8,026     14,733
 
Changes from:       September 15, 2020                               Total Change is:       104
      -112     -2,991       -225     -1,397         82         31        746      1,543        -86         -1       -333          0      1,148      2,083
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       18.4        3.3       33.9       15.3        0.5       18.9       19.2        0.4        5.3        1.8        0.0       22.4       41.0
 
Number of Traders in Each Category                                    Total Traders:        60 
         .          8          .         10          9          4         15         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2020                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   414,160
Positions
    36,419    232,170      4,717    308,566    125,179     32,149     19,541     11,361        832      2,928      1,204          0      9,008      6,548
 
Changes from:       September 15, 2020                               Total Change is:   -54,640
    -5,481    -19,665    -34,786     -1,177      4,580       -443     -6,826      1,145     -1,775     -2,160       -234          0     -1,992     -3,462
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       56.1        1.1       74.5       30.2        7.8        4.7        2.7        0.2        0.7        0.3        0.0        2.2        1.6
 
Number of Traders in Each Category                                    Total Traders:       173 
        13         13          4         66         45         38         14         13          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 1,221,551
Positions
    86,133    667,999      3,279    846,577    268,448    122,367     84,293     38,373      6,428     38,183    100,616      2,323     31,968     11,718
 
Changes from:       September 15, 2020                               Total Change is:  -231,023
    19,430     46,903   -196,408      8,966    -17,641     -7,415      4,920    -10,508    -14,391     -3,415      3,263        -25    -42,685    -34,801
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       54.7        0.3       69.3       22.0       10.0        6.9        3.1        0.5        3.1        8.2        0.2        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       413 
        28         19          8        175         68         81         56         30         17         24         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   191,198
Positions
    46,773    149,374     32,292     22,899          0      2,486     77,189         30      6,115      3,069         65        148        227        688
 
Changes from:       September 15, 2020                               Total Change is:     2,299
     1,505      1,588        156          0          0          0        549         17         53         49          0          0        -13        485
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       78.1       16.9       12.0        0.0        1.3       40.4        0.0        3.2        1.6        0.0        0.1        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        84 
        12         19         18         14          0          .         28          .          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 1,184,288
Positions
     8,450    154,579      3,048    629,899    181,705    181,622     99,419    470,119     33,370     67,880     25,046         40    160,560    134,759
 
Changes from:       September 15, 2020                               Total Change is:     9,782
     2,810      7,703      1,168        111     -5,621     -7,664      9,154     16,060      1,349      1,806     -1,800          0      1,048     -1,413
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       13.1        0.3       53.2       15.3       15.3        8.4       39.7        2.8        5.7        2.1        0.0       13.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       189 
         7         17          4         62         27         47         31         29         16         10          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2020                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is   992,106
Positions
    25,050     96,508         42    539,802    164,322    167,995     46,110    409,096     14,653     45,878     21,547          0    152,576    117,943
 
Changes from:       September 15, 2020                               Total Change is:   -15,270
        -1    -10,268         39    -16,431      6,540      2,449         25     -1,027    -11,326       -280      3,655          0     10,255     -5,332
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        9.7        0.0       54.4       16.6       16.9        4.6       41.2        1.5        4.6        2.2        0.0       15.4       11.9
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         13          .         57         18         48          6         26          7          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 2,024,498
Positions
    35,045    180,818      9,121    960,851    450,200    256,719    357,185    915,541     51,538    186,542     68,438        884    166,613     91,239
 
Changes from:       September 15, 2020                               Total Change is:    32,875
   -10,467     26,450        221      8,171    -23,993     -4,654     45,204     41,392     -8,188      2,788     -2,965         -5       -195      4,617
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        8.9        0.5       47.5       22.2       12.7       17.6       45.2        2.5        9.2        3.4        0.0        8.2        4.5
 
Number of Traders in Each Category                                    Total Traders:       290 
        12         27          8        107         27         69         51         39         25         21          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 3,262,396
Positions
   183,734    255,016     49,148  1,367,316  1,162,519    602,202    375,291    690,837     69,176    218,722     95,105        487    396,320    337,906
 
Changes from:       September 15, 2020                               Total Change is:    -5,416
       110     11,860      4,429    -24,149     47,429      7,283      6,085    -54,465    -11,859      9,543        600       -721      3,863     -9,972
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        7.8        1.5       41.9       35.6       18.5       11.5       21.2        2.1        6.7        2.9        0.0       12.1       10.4
 
Number of Traders in Each Category                                    Total Traders:       385 
        20         40         11        101         73         98         51         66         32         20         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   890,744
Positions
    60,573     26,746      7,788    262,635    337,598     96,513    249,113    195,823     29,059     61,903      6,324          0    123,160    190,893
 
Changes from:       September 15, 2020                               Total Change is:   -34,432
       880     -8,989      3,165     -7,592      3,877     -6,469    -21,083    -18,378    -10,843      7,252         32          0        258      3,173
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        3.0        0.9       29.5       37.9       10.8       28.0       22.0        3.3        6.9        0.7        0.0       13.8       21.4
 
Number of Traders in Each Category                                    Total Traders:       109 
         .          5          4         26         42         39         19          9         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 3,297,115
Positions
    70,498    261,048     25,206  1,409,197    574,677    523,848    407,700  1,339,006    132,155    386,007    163,090        259    342,245    277,826
 
Changes from:       September 15, 2020                               Total Change is:    28,538
   -16,735     45,582     -1,220    -38,965    -10,848    -20,331     35,485    -24,132     39,835     36,868      1,328          0     -6,399     -1,676
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        7.9        0.8       42.7       17.4       15.9       12.4       40.6        4.0       11.7        4.9        0.0       10.4        8.4
 
Number of Traders in Each Category                                    Total Traders:       294 
        11         25          6         86         49         78         47         53         32         13         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 1,455,744
Positions
   285,648    283,665    293,940     46,165      5,833     18,134    478,390    531,874    281,285     19,203      5,009        915     32,064     35,089
 
Changes from:       September 15, 2020                               Total Change is:    43,555
    20,295     28,593    -16,529     24,424          0     -8,268    -12,664      8,250     28,816      4,400     -1,656        786      2,295      3,563
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       19.5       20.2        3.2        0.4        1.2       32.9       36.5       19.3        1.3        0.3        0.1        2.2        2.4
 
Number of Traders in Each Category                                    Total Traders:       104 
        26         17         34          .          .          .         27         20         33          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 8,952,033
Positions
 1,284,274  2,071,986  1,872,677    471,443    302,102    420,393  1,293,427    530,913  2,813,965     60,187    109,410    141,442    594,225    689,145
 
Changes from:       September 15, 2020                               Total Change is:    69,920
  -113,714    161,123    164,546     21,979      1,289    -19,123    127,256    -68,494     -9,409    -12,189     -5,624    -98,392      8,966    -55,996
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       23.1       20.9        5.3        3.4        4.7       14.4        5.9       31.4        0.7        1.2        1.6        6.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       227 
        28         46         67         17         11         21         54         43         79          9          9         11
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Traders in Financial Futures - Futures Only Positions as of September 22, 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   209,392
Positions
    17,952     94,118     25,873      1,510      8,522     10,348    119,252     36,233     32,145         58         50      2,023        231         80
 
Changes from:       September 15, 2020                               Total Change is:    -3,973
     6,626        991       -987         51     -4,983          0    -12,016       -781      2,580         58       -439       -339         54        -15
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       44.9       12.4        0.7        4.1        4.9       57.0       17.3       15.4        0.0        0.0        1.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        66 
         7         15         12          .          .          .         17         15         24          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 22, 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   175,880
Positions
    17,441     91,895     12,947      4,582      2,178      3,181     93,854     38,253     26,543     16,625          0        631         76        252
 
Changes from:       September 15, 2020                               Total Change is:    20,012
     7,992     16,487     -8,064      1,084      1,460      1,866     13,674      7,771        593      3,049          0       -170        -12         69
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       52.2        7.4        2.6        1.2        1.8       53.4       21.7       15.1        9.5        0.0        0.4        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        78 
         6         22         13          .          .          4         14         25         26          .          0          .
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Traders in Financial Futures - Futures Only Positions as of September 22, 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   112,055
Positions
         0     40,708          0      2,592      2,443          0          0     21,250     46,886     62,560        500          0         17        268
 
Changes from:       September 15, 2020                               Total Change is:     9,765
         0      7,061          0          0        129          0          0     -7,079      9,656        115          0          0         -6         -2
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.3        0.0        2.3        2.2        0.0        0.0       19.0       41.8       55.8        0.4        0.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          5          0          .          5          0          0          4          .          7          .          0
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Traders in Financial Futures - Futures Only Positions as of September 22, 2020                                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     8,426
Positions
         0          0          0        285         12         45      2,280      4,480        874      1,580      2,062        356      3,006        597
 
Changes from:       September 15, 2020                               Total Change is:      -957
         0          0          0       -432          0        -25       -539       -744        486        -73       -704         35       -409         -5
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        3.4        0.1        0.5       27.1       53.2       10.4       18.8       24.5        4.2       35.7        7.1
 
Number of Traders in Each Category                                    Total Traders:        75 
         0          0          0          4          .          .         22         19          7         21          6          6
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Traders in Financial Futures - Futures Only Positions as of September 22, 2020                                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    28,767
Positions
     7,000          0          1      5,919      7,902      1,036      7,060     13,819      1,962      1,576        700          1      4,212      3,346
 
Changes from:       September 15, 2020                               Total Change is:       274
    -2,870          0          0        216        112         73        373       -428        892        575       -194          0      1,015       -181
 
Percent of Open Interest Represented by Each Category of Trader
      24.3        0.0        0.0       20.6       27.5        3.6       24.5       48.0        6.8        5.5        2.4        0.0       14.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        87 
         .          0          .          6          8          .         20         27          4         17          7          .
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Traders in Financial Futures - Futures Only Positions as of September 22, 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   255,490
Positions
    27,422     12,592     12,266     96,195     65,711     13,790     36,102     83,832     34,702      8,346      4,406      8,085     18,582     20,106
 
Changes from:       September 15, 2020                               Total Change is:    -8,152
       602     -3,367     -3,016      3,140        437     -1,458     -3,876      2,265        -43       -248      1,316     -1,168     -2,085     -3,118
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        4.9        4.8       37.7       25.7        5.4       14.1       32.8       13.6        3.3        1.7        3.2        7.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       153 
        12         13         17         10         31         18         29         34         37          7         10         11
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Traders in Financial Futures - Futures Only Positions as of September 22, 2020                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    21,190
Positions
     2,168      1,679         38     16,760      7,076        153      1,471     12,225          0        406          0          0        194         19
 
Changes from:       September 15, 2020                               Total Change is:    -2,394
      -786        882       -882        -12      2,100          0        999     -2,836     -1,598        -43          0          0        -72        -60
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        7.9        0.2       79.1       33.4        0.7        6.9       57.7        0.0        1.9        0.0        0.0        0.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          .          9          5          .          6          4          0          6          0          0
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Updated September 25, 2020