Traders in Financial Futures - Futures Only Positions as of November 24, 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   140,823
Positions
     5,175     54,910        209     58,367     19,052      3,851     18,756     43,423      3,421     13,775          0        151     37,118     15,806
 
Changes from:       November 17, 2020                                Total Change is:     4,209
      -964      5,567         85       -444     -4,738       -599      3,681      3,039        155      1,135          0          2      1,158        698
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       39.0        0.1       41.4       13.5        2.7       13.3       30.8        2.4        9.8        0.0        0.1       26.4       11.2
 
Number of Traders in Each Category                                    Total Traders:       103 
         4          8          4         23         10          5         21         25         16         12          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    50,388
Positions
     3,397     27,658         91      9,684      4,914        345     20,044      4,565        259          0        481          0     16,568     12,075
 
Changes from:       November 17, 2020                                Total Change is:      -387
       678        207          0       -427        320       -162        195         96         30          0          0          0       -701       -878
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       54.9        0.2       19.2        9.8        0.7       39.8        9.1        0.5        0.0        1.0        0.0       32.9       24.0
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          6          .         11          5          .         11          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   142,958
Positions
    18,948     11,530      2,656     50,906     48,564      6,472     28,774     40,266      2,788      2,032      6,854          0     30,382     23,828
 
Changes from:       November 17, 2020                                Total Change is:     3,948
    -5,169      2,092      1,141      4,236       -683         59       -650        905      1,210        432          0          0      2,689       -776
 
Percent of Open Interest Represented by Each Category of Trader
      13.3        8.1        1.9       35.6       34.0        4.5       20.1       28.2        2.0        1.4        4.8        0.0       21.3       16.7
 
Number of Traders in Each Category                                    Total Traders:       108 
         7          8          5         20         19         10         21         28         18          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   179,503
Positions
     4,971    125,009      1,736     97,171      8,497      7,009     27,685     18,739      1,548      8,422        559          0     30,961     16,406
 
Changes from:       November 17, 2020                                Total Change is:    14,430
       499     11,441         14      4,191     -1,025       -342      3,294      3,847        627      6,937          0          0       -790       -132
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       69.6        1.0       54.1        4.7        3.9       15.4       10.4        0.9        4.7        0.3        0.0       17.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       115 
         4          9          .         34         14         11         26         22         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   644,566
Positions
    40,647    438,130      4,972    374,819     66,193     23,496     57,894     59,428      6,466     45,932      5,953      2,360     87,980     37,568
 
Changes from:       November 17, 2020                                Total Change is:     6,620
    -2,135     10,015         84      5,555     -1,603        161      2,107     -1,970      2,571        230        -38        208     -2,161     -2,808
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       68.0        0.8       58.2       10.3        3.6        9.0        9.2        1.0        7.1        0.9        0.4       13.6        5.8
 
Number of Traders in Each Category                                    Total Traders:       306 
        15         15         10        113         29         46         54         30         23         36         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    24,758
Positions
         0      8,615          0      9,569      2,697      1,797        422      5,644          2      1,250        449          0     11,718      5,554
 
Changes from:       November 17, 2020                                Total Change is:       334
         0          0          0         60        157        -30        422       -240          2        400          0          0       -520        445
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.8        0.0       38.7       10.9        7.3        1.7       22.8        0.0        5.0        1.8        0.0       47.3       22.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0         11          .          7          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   131,531
Positions
    11,293     43,608          5     44,783     44,457      3,109     41,790     19,353      1,599      1,226        420          0     27,726     18,980
 
Changes from:       November 17, 2020                                Total Change is:     1,794
    -1,253        275       -120      2,641     -1,886        -38        851      2,009        483          0          0          0       -770      1,071
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       33.2        0.0       34.0       33.8        2.4       31.8       14.7        1.2        0.9        0.3        0.0       21.1       14.4
 
Number of Traders in Each Category                                    Total Traders:        82 
         .          7          .         19          8          7         27         16         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    20,367
Positions
       491      7,796         62     10,192      8,573          0      6,169      1,009        101      1,637      1,037          0      1,715      1,789
 
Changes from:       November 17, 2020                                Total Change is:      -944
      -121          0          0       -114       -934          0     -1,245       -586         -1        174        683          0        363       -106
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       38.3        0.3       50.0       42.1        0.0       30.3        5.0        0.5        8.0        5.1        0.0        8.4        8.8
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          .          .          9          4          0         11          5          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   136,787
Positions
       645     65,527        605     66,723      2,097        854     55,647     39,436      2,200      2,491     23,046          0      7,622      3,022
 
Changes from:       November 17, 2020                                Total Change is:     4,470
      -742      4,331          0      1,434     -1,407       -605      3,314      1,282        601       -107        192          0        575         76
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       47.9        0.4       48.8        1.5        0.6       40.7       28.8        1.6        1.8       16.8        0.0        5.6        2.2
 
Number of Traders in Each Category                                    Total Traders:       146 
         .          8          .         24          5          4         55         29          7          9         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    43,614
Positions
    22,376          0        105      6,649     22,390          7      5,919     16,511      1,007      5,310      1,123          0      2,241      2,471
 
Changes from:       November 17, 2020                                Total Change is:       534
         0          0          0        175     -3,227          1        -95      3,144        985       -580       -528          0         48        159
 
Percent of Open Interest Represented by Each Category of Trader
      51.3        0.0        0.2       15.2       51.3        0.0       13.6       37.9        2.3       12.2        2.6        0.0        5.1        5.7
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          0          .          9          7          .         13         14          4          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    54,640
Positions
     4,840     16,532         45     17,980      7,108        270     21,618     25,182        674      3,287      1,813          6      5,920      3,010
 
Changes from:       November 17, 2020                                Total Change is:     3,953
      -212      1,294         17        320        -75       -126      3,742      3,050        -42        135        114          0        119       -279
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       30.3        0.1       32.9       13.0        0.5       39.6       46.1        1.2        6.0        3.3        0.0       10.8        5.5
 
Number of Traders in Each Category                                    Total Traders:        97 
         4          5          .         21          5          4         32         19          6          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    15,317
Positions
     2,500          0          0      5,080      2,700          0      6,176     10,555        129        240        271          0      1,192      1,662
 
Changes from:       November 17, 2020                                Total Change is:       418
         5          0          0        -26       -229          0        611        597         12       -105        -71          0        -79        109
 
Percent of Open Interest Represented by Each Category of Trader
      16.3        0.0        0.0       33.2       17.6        0.0       40.3       68.9        0.8        1.6        1.8        0.0        7.8       10.9
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          0          0          5          4          0          8          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    49,293
Positions
    17,218     12,233      4,767      6,228      1,654      1,467     10,046      8,405        301        549     14,348          0      8,719      6,121
 
Changes from:       November 17, 2020                                Total Change is:     1,310
     2,618        120       -576     -3,752        182      1,106      1,458        349        108         83        308          0        265       -287
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       24.8        9.7       12.6        3.4        3.0       20.4       17.1        0.6        1.1       29.1        0.0       17.7       12.4
 
Number of Traders in Each Category                                    Total Traders:       108 
        23         16          6         14          7          6         27         11          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    98,586
Positions
    34,436     24,466      9,533     12,455      3,307      2,933     20,092     16,809        601      1,098     28,695          0     17,438     12,242
 
Changes from:       November 17, 2020                                Total Change is:     2,619
     5,235        239     -1,151     -7,503        364      2,212      2,915        698        215        166        615          0        530       -573
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       24.8        9.7       12.6        3.4        3.0       20.4       17.1        0.6        1.1       29.1        0.0       17.7       12.4
 
Number of Traders in Each Category                                    Total Traders:       108 
        23         16          6         14          7          6         27         11          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    28,272
Positions
     5,736     20,207          3     15,256      2,360      2,559      1,550      2,352          0        400        431          0      2,768        360
 
Changes from:       November 17, 2020                                Total Change is:    -4,321
    -3,035     -1,088          0      1,306        -34     -2,935        181       -191          0          0          0          0        162        -73
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       71.5        0.0       54.0        8.3        9.1        5.5        8.3        0.0        1.4        1.5        0.0        9.8        1.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         5          6          .         13          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   538,369
Positions
    56,470    110,587     15,011    246,694    107,612     59,961     46,513     83,420     19,668     21,234     73,369      1,214     71,605     67,527
 
Changes from:       November 17, 2020                                Total Change is:     3,546
    -1,001     -3,994      3,634      4,372     -2,663     -3,374       -460      4,760      3,577     -3,692        928       -160        650        839
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       20.5        2.8       45.8       20.0       11.1        8.6       15.5        3.7        3.9       13.6        0.2       13.3       12.5
 
Number of Traders in Each Category                                    Total Traders:       541 
        32         38         23        153         90        116         60        102         59         31         35          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    28,505
Positions
     5,575     15,070          0      1,000          0          0      4,950      7,905        161          0          0          0     16,819      5,369
 
Changes from:       November 17, 2020                                Total Change is:       652
       535        600          0          0          0          0        725      1,330       -839       -200          0          0        431       -439
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       52.9        0.0        3.5        0.0        0.0       17.4       27.7        0.6        0.0        0.0        0.0       59.0       18.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          6          0          .          0          0          8          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    10,260
Positions
     4,395      5,386         47      2,783      4,023        128        296          0          0          0          0          0      2,611        676
 
Changes from:       November 17, 2020                                Total Change is:        68
       -82        137          0          0        -13          0         88          0          0          0          0          0         62        -56
 
Percent of Open Interest Represented by Each Category of Trader
      42.8       52.5        0.5       27.1       39.2        1.2        2.9        0.0        0.0        0.0        0.0        0.0       25.4        6.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          7          .          4          4          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    19,543
Positions
     8,650     13,799          0      5,965        574          0      1,211      2,003         26          0          0          0      3,691      3,141
 
Changes from:       November 17, 2020                                Total Change is:    -2,144
      -927      1,834          0        304     -3,533          0         -1     -1,606          1          0          0          0     -1,521      1,160
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       70.6        0.0       30.5        2.9        0.0        6.2       10.2        0.1        0.0        0.0        0.0       18.9       16.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .         10          0          7          .          0          .          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 2,549,321
Positions
   283,063    506,171     46,469  1,228,469    538,062    299,805    266,062    435,824     39,288    106,168    366,845      6,068    273,929    310,789
 
Changes from:       November 17, 2020                                Total Change is:    14,471
     1,977    -13,314      8,514     21,859    -13,315    -16,871     17,086     40,161       -932    -18,458      3,641        199      1,097      6,388
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       19.9        1.8       48.2       21.1       11.8       10.4       17.1        1.5        4.2       14.4        0.2       10.7       12.2
 
Number of Traders in Each Category                                    Total Traders:       541 
        31         39         21        153         90        116         61        101         58         31         35          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    23,013
Positions
     6,214     17,309          0     12,101        676          0      1,962      3,211          0          0        650          0      2,736      1,167
 
Changes from:       November 17, 2020                                Total Change is:     2,716
     1,786      1,851          0        837       -458          0          0      1,246          0          0          0          0         93         77
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       75.2        0.0       52.6        2.9        0.0        8.5       14.0        0.0        0.0        2.8        0.0       11.9        5.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         4          7          0          7          .          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    22,725
Positions
     4,909     21,395         43     14,018        507         61      1,056          0          0          0          0          0      2,638        719
 
Changes from:       November 17, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       94.1        0.2       61.7        2.2        0.3        4.6        0.0        0.0        0.0        0.0        0.0       11.6        3.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          8          .          7          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    13,488
Positions
     4,139     11,730          6      5,475        980          0      1,132        202          0          0          0          0      2,736        570
 
Changes from:       November 17, 2020                                Total Change is:       808
     1,834      1,595          6     -1,259         -2          0       -207         -3          0          0          0          0        434       -788
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       87.0        0.0       40.6        7.3        0.0        8.4        1.5        0.0        0.0        0.0        0.0       20.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         4         10          .          5          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   161,252
Positions
     5,698          0          0     18,397          0      1,044     98,376     21,080      5,744      1,580      8,864         80     30,333    124,440
 
Changes from:       November 17, 2020                                Total Change is:    -9,473
    -2,088          0          0     -1,477          0          0     -5,371       -425     -1,721          0        374         50      1,134     -7,751
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        0.0        0.0       11.4        0.0        0.6       61.0       13.1        3.6        1.0        5.5        0.0       18.8       77.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          0          0          .          0          .          8          6          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    53,874
Positions
     6,485     11,171        339     32,442     33,397      1,516      1,915      3,285        339        470        285          0     10,368      3,542
 
Changes from:       November 17, 2020                                Total Change is:       774
        55      1,857         64        866     -1,717        457     -1,029         55         10          0        -20          0        351         68
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       20.7        0.6       60.2       62.0        2.8        3.6        6.1        0.6        0.9        0.5        0.0       19.2        6.6
 
Number of Traders in Each Category                                    Total Traders:        71 
         5          6          .         30         17         10          5          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    49,452
Positions
    14,153      7,545        479     12,675      6,745      1,190      9,401     18,657        712      1,801      7,163         85      8,956      6,875
 
Changes from:       November 17, 2020                                Total Change is:     1,757
     1,513       -266          2        551       -200       -140     -1,069      1,854        -35          2         80          0        933        463
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       15.3        1.0       25.6       13.6        2.4       19.0       37.7        1.4        3.6       14.5        0.2       18.1       13.9
 
Number of Traders in Each Category                                    Total Traders:       286 
        25         19          4         60         44         32         37         64         23         14         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   247,258
Positions
    70,766     37,725      2,397     63,376     33,726      5,948     47,005     93,286      3,559      9,004     35,817        424     44,779     34,376
 
Changes from:       November 17, 2020                                Total Change is:     8,785
     7,565     -1,331          9      2,755     -1,001       -700     -5,345      9,272       -177         10        399          1      4,667      2,313
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       15.3        1.0       25.6       13.6        2.4       19.0       37.7        1.4        3.6       14.5        0.2       18.1       13.9
 
Number of Traders in Each Category                                    Total Traders:       286 
        25         19          4         60         44         32         37         64         23         14         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   163,372
Positions
         0        579          0          0          0          0    140,672      8,379      6,188        270      7,787          0     16,242    140,439
 
Changes from:       November 17, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.4        0.0        0.0        0.0        0.0       86.1        5.1        3.8        0.2        4.8        0.0        9.9       86.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0          0          0          0          9          4          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   560,324
Positions
    73,855     91,504      4,474    310,094    193,952     52,152     78,368    135,977      4,728      8,982     57,911          0     27,671     19,626
 
Changes from:       November 17, 2020                                Total Change is:     8,504
      -719       -785       -497      2,914     -1,361      2,004      1,855     12,072      1,296        227     -5,090          0      1,424        865
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       16.3        0.8       55.3       34.6        9.3       14.0       24.3        0.8        1.6       10.3        0.0        4.9        3.5
 
Number of Traders in Each Category                                    Total Traders:       381 
        30         21          4        108         58         51         64         61         18         16         22          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    17,695
Positions
     6,793     15,406         19      4,697      1,064          0      4,995        355        206          0          0          0        985        645
 
Changes from:       November 17, 2020                                Total Change is:       264
         0         43         19        385        -20          0         -3          0          0          0          0          0       -137        222
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       87.1        0.1       26.5        6.0        0.0       28.2        2.0        1.2        0.0        0.0        0.0        5.6        3.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          8          .          6          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    18,212
Positions
       228     11,569          0      9,190          0          7      2,444      1,400        764          0      1,254          0      5,579      3,218
 
Changes from:       November 17, 2020                                Total Change is:       186
       228        -29          0        -80          0          0        482        816       -513          0         17          0         69       -105
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       63.5        0.0       50.5        0.0        0.0       13.4        7.7        4.2        0.0        6.9        0.0       30.6       17.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          4          0         10          0          .          6          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    56,990
Positions
    16,086     16,987        662     13,722      5,013        853     16,105     13,081        786      1,751      3,363          0      7,025     16,245
 
Changes from:       November 17, 2020                                Total Change is:       587
      -326      1,333         60       -306        -45         17      1,528      1,197       -491         73        962          0         32     -2,446
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       29.8        1.2       24.1        8.8        1.5       28.3       23.0        1.4        3.1        5.9        0.0       12.3       28.5
 
Number of Traders in Each Category                                    Total Traders:        78 
         8         12          .         11          8          4         18         16          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   451,309
Positions
    37,686    266,229      4,351    329,641     98,324     39,213     22,905     30,097      1,315      6,777      6,409        113      9,308      5,258
 
Changes from:       November 17, 2020                                Total Change is:    15,012
      -918      4,242         -2     15,596     -5,794        687       -730     12,715        -41         35      2,617          0        385        588
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       59.0        1.0       73.0       21.8        8.7        5.1        6.7        0.3        1.5        1.4        0.0        2.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       182 
        10         16          .         72         38         41         15         18          6          7          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 1,285,043
Positions
   114,858    711,250      4,504    878,247    272,361     95,013    110,453     76,560      8,188     36,084    103,164      2,416     35,280     11,587
 
Changes from:       November 17, 2020                                Total Change is:    -4,005
     4,406     -2,437        989    -13,562     -2,403       -834      2,016      6,646      1,566      1,877     -9,723          0       -463      2,191
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       55.3        0.4       68.3       21.2        7.4        8.6        6.0        0.6        2.8        8.0        0.2        2.7        0.9
 
Number of Traders in Each Category                                    Total Traders:       446 
        30         18          7        180         67         81         67         37         20         31         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   211,498
Positions
    60,551    166,794     31,958     22,952          0      2,686     82,093        357      7,911      2,566         65          0        781      1,727
 
Changes from:       November 17, 2020                                Total Change is:     3,677
     1,498      2,396        138          0          0          0      1,590        235          5       -107          0          0        553        903
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       78.9       15.1       10.9        0.0        1.3       38.8        0.2        3.7        1.2        0.0        0.0        0.4        0.8
 
Number of Traders in Each Category                                    Total Traders:        81 
         9         21         18         12          0          .         28          .          5          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 1,361,691
Positions
     5,989    140,625     17,045    658,279    165,106    171,477     87,351    484,437    195,990     63,682     15,905         39    161,839    171,067
 
Changes from:       November 17, 2020                                Total Change is:   111,385
    -3,340       -398      2,433    -29,073    -12,234      2,355     -1,677    -38,266    128,699     -6,088        302         -5     18,081     28,499
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       10.3        1.3       48.3       12.1       12.6        6.4       35.6       14.4        4.7        1.2        0.0       11.9       12.6
 
Number of Traders in Each Category                                    Total Traders:       179 
         .         20         14         60         27         47         18         38         28          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,120,410
Positions
    24,585    114,037      3,178    491,139    190,697    236,084     93,638    370,677     59,408     48,752     12,401        878    162,748    133,050
 
Changes from:       November 17, 2020                                Total Change is:    97,201
       898    -15,856      3,178    -19,337      7,147     38,746      8,464     10,893     43,688       -198        750        878     20,884      7,777
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       10.2        0.3       43.8       17.0       21.1        8.4       33.1        5.3        4.4        1.1        0.1       14.5       11.9
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         11          4         56         23         49          9         21         15          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,993,176
Positions
    27,908    144,795     36,243    823,472    509,593    262,295    421,106    778,851     62,445    175,184     57,925     13,534    170,989    127,495
 
Changes from:       November 17, 2020                                Total Change is:   -25,003
     1,818     12,705     12,638    -83,907    -66,330     10,472        779    -35,292      7,022      3,582     -2,536     12,265     10,328     24,053
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        7.3        1.8       41.3       25.6       13.2       21.1       39.1        3.1        8.8        2.9        0.7        8.6        6.4
 
Number of Traders in Each Category                                    Total Traders:       271 
        14         25         16         91         30         69         48         34         27         22          6          4
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Traders in Financial Futures - Futures Only Positions as of November 24, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,471,861
Positions
   169,640    318,620     49,393  1,329,325  1,119,832    682,238    427,406    568,637    161,912    233,447    115,083      6,015    412,485    450,131
 
Changes from:       November 17, 2020                                Total Change is:   222,412
    32,003     -2,426      6,412      3,882    -41,159     64,650      5,925     90,748     64,955     -1,494      4,257      5,103     40,976     29,872
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        9.2        1.4       38.3       32.3       19.7       12.3       16.4        4.7        6.7        3.3        0.2       11.9       13.0
 
Number of Traders in Each Category                                    Total Traders:       356 
        20         32         20         91         72         88         46         65         48         17         12          4
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Traders in Financial Futures - Futures Only Positions as of November 24, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,021,091
Positions
    76,584     20,040      9,188    300,948    368,895    122,285    271,419    221,589     41,175     48,309     23,243      1,557    149,626    213,119
 
Changes from:       November 17, 2020                                Total Change is:    47,499
   -12,206        773      2,368        144      3,411      6,637    -11,722    -24,335     29,908       -376      3,155      1,557     31,189     24,025
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        2.0        0.9       29.5       36.1       12.0       26.6       21.7        4.0        4.7        2.3        0.2       14.7       20.9
 
Number of Traders in Each Category                                    Total Traders:       118 
         5          6          4         22         48         39         19          9         13          4          5          .
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Traders in Financial Futures - Futures Only Positions as of November 24, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,331,595
Positions
    56,600    309,295     26,921  1,411,426    576,877    515,944    431,720  1,222,663    199,497    309,193    142,344     19,741    360,553    318,313
 
Changes from:       November 17, 2020                                Total Change is:   141,134
   -10,417     62,548      9,493     11,728      3,347    -20,922     -5,192    -31,173     92,407    -20,270    -14,893     19,045     65,262     21,282
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        9.3        0.8       42.4       17.3       15.5       13.0       36.7        6.0        9.3        4.3        0.6       10.8        9.6
 
Number of Traders in Each Category                                    Total Traders:       292 
        13         24         13         93         50         77         34         51         37         13         11          5
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Traders in Financial Futures - Futures Only Positions as of November 24, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,071,316
Positions
   248,484    276,479    223,395     31,476      5,528     16,957    319,162    320,266    196,240     12,509      2,786      1,058     22,035     28,607
 
Changes from:       November 17, 2020                                Total Change is:   -29,622
   -16,332     -7,678      2,592       -592      2,896        -33      2,681     -9,935    -18,400        -56          0       -209        727      1,145
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       25.8       20.9        2.9        0.5        1.6       29.8       29.9       18.3        1.2        0.3        0.1        2.1        2.7
 
Number of Traders in Each Category                                    Total Traders:       103 
        28         17         38          .          .          .         27         16         33          6          .          .
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Traders in Financial Futures - Futures Only Positions as of November 24, 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 EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is10,070,649
Positions
 1,887,205  2,410,931  1,935,835    339,631    443,803    424,193  1,359,933    587,508  3,343,107     73,271     83,293    141,339    566,135    700,640
 
Changes from:       November 17, 2020                                Total Change is:   161,612
    21,182    -13,195     73,984     32,549    -26,493    -63,597    -66,563     55,077    166,077      6,046     -3,325     -8,132         66    -18,784
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       23.9       19.2        3.4        4.4        4.2       13.5        5.8       33.2        0.7        0.8        1.4        5.6        7.0
 
Number of Traders in Each Category                                    Total Traders:       236 
        33         47         70         21         10         19         44         48         83         12         10         11
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Traders in Financial Futures - Futures Only Positions as of November 24, 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   462,593
Positions
    24,940    182,202     87,462          0     11,803     12,100    215,070     46,326    119,069        489         45      3,291        172        295
 
Changes from:       November 17, 2020                                Total Change is:    92,937
       402     17,687     22,857          0      1,957       -583     20,927      1,399     48,002       -165         45      1,494          3         79
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       39.4       18.9        0.0        2.6        2.6       46.5       10.0       25.7        0.1        0.0        0.7        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        90 
        11         20         19          0          4          .         23         23         32          4          .          4
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Traders in Financial Futures - Futures Only Positions as of November 24, 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   201,855
Positions
     9,778    121,726     17,238      2,147      2,526      4,059    100,403     12,773     41,719     25,534        858        899         78         57
 
Changes from:       November 17, 2020                                Total Change is:    12,439
        49      6,184      1,745     -1,858        -17        888      4,993     -2,765      6,227        406        187          3        -14        -13
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       60.3        8.5        1.1        1.3        2.0       49.7        6.3       20.7       12.6        0.4        0.4        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        80 
         5         22         12          .          4          .         23         20         29          .          .          .
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Traders in Financial Futures - Futures Only Positions as of November 24, 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   154,902
Positions
         0     54,947          0      3,403      2,178          0      1,969     15,648     80,827     68,682      1,138          0         21        164
 
Changes from:       November 17, 2020                                Total Change is:     3,253
         0      1,563          0          0         13          0       -136         27      1,651      1,739          0          0         -1         -1
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.5        0.0        2.2        1.4        0.0        1.3       10.1       52.2       44.3        0.7        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          5          0          .          5          0          .          .          .          8          .          0
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Traders in Financial Futures - Futures Only Positions as of November 24, 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    12,336
Positions
         0        643          0        668          0          0      5,441      9,864        408      2,381        300        334      3,104        787
 
Changes from:       November 17, 2020                                Total Change is:       827
         0        -89          0       -177         -4        -26        136      1,767        201        448     -1,363        251         -6         90
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        5.2        0.0        5.4        0.0        0.0       44.1       80.0        3.3       19.3        2.4        2.7       25.2        6.4
 
Number of Traders in Each Category                                    Total Traders:       108 
         0          .          0          5          0          0         40         21          6         35          6          4
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Traders in Financial Futures - Futures Only Positions as of November 24, 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    31,913
Positions
     6,445      3,346          0      5,390      9,270        953      9,882     10,521      1,661      2,874      2,937         47      4,661      3,178
 
Changes from:       November 17, 2020                                Total Change is:     2,500
       -51          0          0        135        122         22        373      1,812        260        675          4         45      1,041        235
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       10.5        0.0       16.9       29.0        3.0       31.0       33.0        5.2        9.0        9.2        0.1       14.6       10.0
 
Number of Traders in Each Category                                    Total Traders:        99 
         .          .          0          7          8          .         20         31         10         16         13          .
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Traders in Financial Futures - Futures Only Positions as of November 24, 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   265,349
Positions
    32,218     20,133      5,523    123,853     56,638     18,489     23,404    104,137     28,442     10,469      2,381      4,929     18,022     24,677
 
Changes from:       November 17, 2020                                Total Change is:   -17,462
     3,619     -2,075     -9,024      9,368      9,931        630    -11,867     -7,615     -7,777      1,122     -1,054     -4,292        759      3,814
 
Percent of Open Interest Represented by Each Category of Trader
      12.1        7.6        2.1       46.7       21.3        7.0        8.8       39.2       10.7        3.9        0.9        1.9        6.8        9.3
 
Number of Traders in Each Category                                    Total Traders:       150 
         8         11         16         13         30         17         21         42         35          9          9          9
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Traders in Financial Futures - Futures Only Positions as of November 24, 2020                                                                              
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    23,330
Positions
     4,067      2,214         89     16,346      8,167         86        643     12,566          0      1,892        176          0        207         32
 
Changes from:       November 17, 2020                                Total Change is:       422
       238        215         10         44        -65          0         88        262          0          3          0          0         39          0
 
Percent of Open Interest Represented by Each Category of Trader
      17.4        9.5        0.4       70.1       35.0        0.4        2.8       53.9        0.0        8.1        0.8        0.0        0.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          4          .          9          .          .          4          7          0          8          .          0
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Updated November 30, 2020