Traders in Financial Futures - Futures Only Positions as of December 1, 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   147,803
Positions
     5,571     58,774        224     63,608     19,974      3,728     15,500     45,472      4,345     13,360          0        334     41,133     14,952
 
Changes from:       November 24, 2020                                Total Change is:     6,980
       396      3,864         15      5,241        922       -123     -3,256      2,049        924       -415          0        183      4,015       -854
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       39.8        0.2       43.0       13.5        2.5       10.5       30.8        2.9        9.0        0.0        0.2       27.8       10.1
 
Number of Traders in Each Category                                    Total Traders:        99 
         4          8          4         24         10          6         17         24         12         12          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    51,683
Positions
     3,418     27,411        158      8,669      5,100        348     19,837      4,576        119          0        481          6     19,128     13,484
 
Changes from:       November 24, 2020                                Total Change is:     1,295
        21       -247         67     -1,015        186          3       -207         11       -140          0          0          6      2,560      1,409
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       53.0        0.3       16.8        9.9        0.7       38.4        8.9        0.2        0.0        0.9        0.0       37.0       26.1
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          6          4         10          5          .         11          5          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   146,966
Positions
    13,350     15,387      4,558     55,381     47,435      5,736     30,859     38,517      2,491      2,016      6,854          0     32,575     25,988
 
Changes from:       November 24, 2020                                Total Change is:     4,008
    -5,598      3,857      1,902      4,475     -1,129       -736      2,085     -1,749       -297        -16          0          0      2,193      2,160
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       10.5        3.1       37.7       32.3        3.9       21.0       26.2        1.7        1.4        4.7        0.0       22.2       17.7
 
Number of Traders in Each Category                                    Total Traders:       108 
         7          7          5         17         20         11         25         27         16          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   185,873
Positions
     4,366    131,394      1,982     95,030      7,597      6,824     28,197     19,310      1,262     15,365        559          0     32,847     16,945
 
Changes from:       November 24, 2020                                Total Change is:     6,370
      -605      6,385        246     -2,141       -900       -185        512        571       -286      6,943          0          0      1,886        539
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       70.7        1.1       51.1        4.1        3.7       15.2       10.4        0.7        8.3        0.3        0.0       17.7        9.1
 
Number of Traders in Each Category                                    Total Traders:       112 
         .         11          5         33         12         13         26         21         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   654,257
Positions
    46,995    439,274      7,351    367,187     67,560     22,847     64,671     59,125      5,548     42,745      6,653      2,377     94,536     43,522
 
Changes from:       November 24, 2020                                Total Change is:     9,691
     6,348      1,144      2,379     -7,632      1,367       -649      6,777       -303       -918     -3,187        700         17      6,556      5,954
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       67.1        1.1       56.1       10.3        3.5        9.9        9.0        0.8        6.5        1.0        0.4       14.4        6.7
 
Number of Traders in Each Category                                    Total Traders:       306 
        15         14         13        111         30         47         55         30         24         35         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    25,476
Positions
         0      8,615          0      9,910      3,655      2,096        944      5,103          2      1,250        449          0     11,274      5,556
 
Changes from:       November 24, 2020                                Total Change is:       718
         0          0          0        341        958        299        522       -541          0          0          0          0       -444          2
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       33.8        0.0       38.9       14.3        8.2        3.7       20.0        0.0        4.9        1.8        0.0       44.3       21.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0         11          4          7          .          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   130,727
Positions
    11,911     44,802        393     44,087     47,089      2,697     36,627     17,322      2,021      1,226        420          0     31,765     15,983
 
Changes from:       November 24, 2020                                Total Change is:      -804
       618      1,194        388       -696      2,632       -412     -5,163     -2,031        422          0          0          0      4,039     -2,997
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       34.3        0.3       33.7       36.0        2.1       28.0       13.3        1.5        0.9        0.3        0.0       24.3       12.2
 
Number of Traders in Each Category                                    Total Traders:        82 
         .         10          5         19         11          7         23         14         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    19,783
Positions
       134      7,796         62     10,325      7,178          0      5,308      1,808         99      2,236      1,037          0      1,619      1,803
 
Changes from:       November 24, 2020                                Total Change is:      -584
      -357          0          0        133     -1,395          0       -861        799         -2        599          0          0        -96         14
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.4        0.3       52.2       36.3        0.0       26.8        9.1        0.5       11.3        5.2        0.0        8.2        9.1
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .          9          4          0         11          5          .          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   149,709
Positions
       307     72,606        605     66,327      1,590        560     66,562     45,259      3,064      3,286     23,212          0      8,998      2,813
 
Changes from:       November 24, 2020                                Total Change is:    12,922
      -338      7,079          0       -396       -507       -294     10,915      5,823        864        795        166          0      1,376       -209
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       48.5        0.4       44.3        1.1        0.4       44.5       30.2        2.0        2.2       15.5        0.0        6.0        1.9
 
Number of Traders in Each Category                                    Total Traders:       149 
         .          8          .         24          4          4         58         25          9         13         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    53,312
Positions
    22,377          0      7,385      7,071     21,422          7     10,156     21,024         31      2,765      1,162          0      3,520      2,281
 
Changes from:       November 24, 2020                                Total Change is:     9,698
         1          0      7,280        422       -968          0      4,237      4,513       -976     -2,545         39          0      1,279       -190
 
Percent of Open Interest Represented by Each Category of Trader
      42.0        0.0       13.9       13.3       40.2        0.0       19.1       39.4        0.1        5.2        2.2        0.0        6.6        4.3
 
Number of Traders in Each Category                                    Total Traders:        61 
         .          0          .         10          7          .         16         14          .          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    55,345
Positions
     4,808     17,668         68     18,384      5,847         89     21,658     25,914        874      3,006      1,561          6      6,452      3,318
 
Changes from:       November 24, 2020                                Total Change is:       705
       -32      1,136         23        404     -1,261       -181         40        732        200       -281       -252          0        532        308
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       31.9        0.1       33.2       10.6        0.2       39.1       46.8        1.6        5.4        2.8        0.0       11.7        6.0
 
Number of Traders in Each Category                                    Total Traders:        98 
         4          6          .         19          4          .         33         22          9          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    15,364
Positions
     2,512          0          0      5,131      2,523          0      6,094     10,743         80        345        598          0      1,202      1,420
 
Changes from:       November 24, 2020                                Total Change is:        47
        12          0          0         51       -177          0        -82        188        -49        105        327          0         10       -242
 
Percent of Open Interest Represented by Each Category of Trader
      16.3        0.0        0.0       33.4       16.4        0.0       39.7       69.9        0.5        2.2        3.9        0.0        7.8        9.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          0          0          6          4          0         10          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    47,034
Positions
    19,176     11,509      3,556      5,858      3,154        826      7,924      7,650        224        189     14,005          0      9,282      6,112
 
Changes from:       November 24, 2020                                Total Change is:    -2,259
     1,958       -725     -1,211       -370      1,501       -641     -2,122       -755        -77       -360       -343          0        563         -9
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       24.5        7.6       12.5        6.7        1.8       16.8       16.3        0.5        0.4       29.8        0.0       19.7       13.0
 
Number of Traders in Each Category                                    Total Traders:        90 
        23         12          5         16          7          6         14         13          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    94,068
Positions
    38,352     23,017      7,112     11,715      6,308      1,652     15,848     15,299        447        378     28,009          0     18,564     12,224
 
Changes from:       November 24, 2020                                Total Change is:    -4,518
     3,916     -1,449     -2,421       -740      3,001     -1,281     -4,244     -1,510       -154       -720       -686          0      1,126        -18
 
Percent of Open Interest Represented by Each Category of Trader
      40.8       24.5        7.6       12.5        6.7        1.8       16.8       16.3        0.5        0.4       29.8        0.0       19.7       13.0
 
Number of Traders in Each Category                                    Total Traders:        90 
        23         12          5         16          7          6         14         13          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    26,395
Positions
     5,624     18,806         49     14,263      3,285      1,362      1,909      2,180          0        400        431          0      2,788        282
 
Changes from:       November 24, 2020                                Total Change is:    -1,877
      -112     -1,401         46       -993        925     -1,197        359       -172          0          0          0          0         20        -78
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       71.2        0.2       54.0       12.4        5.2        7.2        8.3        0.0        1.5        1.6        0.0       10.6        1.1
 
Number of Traders in Each Category                                    Total Traders:        29 
         6          6          .         11          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   556,009
Positions
    61,089    125,278     14,633    248,749    107,178     61,146     51,026     82,621     22,368     23,171     72,730      1,454     72,374     68,602
 
Changes from:       November 24, 2020                                Total Change is:    17,640
     4,619     14,691       -379      2,055       -435      1,185      4,513       -799      2,700      1,938       -639        240        769      1,075
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       22.5        2.6       44.7       19.3       11.0        9.2       14.9        4.0        4.2       13.1        0.3       13.0       12.3
 
Number of Traders in Each Category                                    Total Traders:       542 
        33         36         25        154         90        115         64         99         64         34         32         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    32,505
Positions
     5,215     19,283          7      1,000          0          0      7,119      8,009        900        200          0          0     18,064      4,306
 
Changes from:       November 24, 2020                                Total Change is:     4,000
      -360      4,213          7          0          0          0      2,169        104        739        200          0          0      1,245     -1,063
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       59.3        0.0        3.1        0.0        0.0       21.9       24.6        2.8        0.6        0.0        0.0       55.6       13.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          .          .          0          0          8          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    11,881
Positions
     5,412      5,576          0      3,387      5,485        128        374          0          0          0          0          0      2,580        692
 
Changes from:       November 24, 2020                                Total Change is:     1,621
     1,017        190        -47        604      1,462          0         78          0          0          0          0          0        -31         16
 
Percent of Open Interest Represented by Each Category of Trader
      45.6       46.9        0.0       28.5       46.2        1.1        3.1        0.0        0.0        0.0        0.0        0.0       21.7        5.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          7          0          4          5          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    18,855
Positions
     8,475     15,483          0      6,234        250          0      1,761      1,286         26          0          0          0      2,359      1,810
 
Changes from:       November 24, 2020                                Total Change is:      -688
      -175      1,684          0        269       -324          0        550       -717          0          0          0          0     -1,332     -1,331
 
Percent of Open Interest Represented by Each Category of Trader
      44.9       82.1        0.0       33.1        1.3        0.0        9.3        6.8        0.1        0.0        0.0        0.0       12.5        9.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .         10          0         10          .          0          4          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 2,617,521
Positions
   307,174    557,779     45,323  1,238,745    535,888    305,730    284,173    437,700     42,702    115,856    364,652      6,268    271,550    321,479
 
Changes from:       November 24, 2020                                Total Change is:    68,200
    24,111     51,608     -1,146     10,276     -2,174      5,925     18,111      1,876      3,414      9,688     -2,193        200     -2,379     10,690
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       21.3        1.7       47.3       20.5       11.7       10.9       16.7        1.6        4.4       13.9        0.2       10.4       12.3
 
Number of Traders in Each Category                                    Total Traders:       542 
        33         36         24        154         90        115         64         99         61         34         32         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    24,161
Positions
     5,881     19,162          0     13,341        288          0      1,956      2,869          0          0        650          0      2,983      1,192
 
Changes from:       November 24, 2020                                Total Change is:     1,148
      -333      1,853          0      1,240       -388          0         -6       -342          0          0          0          0        247         25
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       79.3        0.0       55.2        1.2        0.0        8.1       11.9        0.0        0.0        2.7        0.0       12.3        4.9
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          8          0          7          .          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    23,126
Positions
     5,159     21,400          0     13,780        507        412      1,061          0          0          0          0          0      2,714        807
 
Changes from:       November 24, 2020                                Total Change is:       401
       250          5        -43       -238          0        351          5          0          0          0          0          0         76         88
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       92.5        0.0       59.6        2.2        1.8        4.6        0.0        0.0        0.0        0.0        0.0       11.7        3.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          8          0          8          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    16,077
Positions
     7,204     11,461          0      5,365        980          0      1,069        204          0          0          0          0      2,439      3,432
 
Changes from:       November 24, 2020                                Total Change is:     2,589
     3,065       -269         -6       -110          0          0        -63          2          0          0          0          0       -297      2,862
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       71.3        0.0       33.4        6.1        0.0        6.6        1.3        0.0        0.0        0.0        0.0       15.2       21.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         4         10          0          4          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   164,452
Positions
     5,723          0          0     19,394          0      1,044    102,273     25,633      6,145      1,580      3,461         70     28,223    128,099
 
Changes from:       November 24, 2020                                Total Change is:     3,200
        25          0          0        997          0          0      3,897      4,553        401          0     -5,403        -10     -2,110      3,659
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        0.0        0.0       11.8        0.0        0.6       62.2       15.6        3.7        1.0        2.1        0.0       17.2       77.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          0          0          4          0          .          9          6          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    53,595
Positions
     6,385     12,009        339     31,770     32,302      1,941      1,846      3,346        353        470        275          0     10,491      3,030
 
Changes from:       November 24, 2020                                Total Change is:      -279
      -100        838          0       -672     -1,095        425        -69         61         14          0        -10          0        123       -512
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       22.4        0.6       59.3       60.3        3.6        3.4        6.2        0.7        0.9        0.5        0.0       19.6        5.7
 
Number of Traders in Each Category                                    Total Traders:        72 
         5          6          .         31         16         11          5          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    49,193
Positions
    13,900      7,852        558     13,303      6,615      1,084      9,140     18,707        621      1,743      6,723         80      8,762      6,952
 
Changes from:       November 24, 2020                                Total Change is:      -259
      -253        307         79        628       -130       -105       -261         50        -91        -58       -440         -5       -194         76
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       16.0        1.1       27.0       13.4        2.2       18.6       38.0        1.3        3.5       13.7        0.2       17.8       14.1
 
Number of Traders in Each Category                                    Total Traders:       280 
        25         22          7         64         42         32         40         54         26         12         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   245,965
Positions
    69,501     39,259      2,792     66,517     33,075      5,422     45,701     93,536      3,106      8,715     33,617        400     43,811     34,758
 
Changes from:       November 24, 2020                                Total Change is:    -1,293
    -1,265      1,534        395      3,141       -651       -526     -1,304        250       -453       -289     -2,200        -24       -968        382
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       16.0        1.1       27.0       13.4        2.2       18.6       38.0        1.3        3.5       13.7        0.2       17.8       14.1
 
Number of Traders in Each Category                                    Total Traders:       280 
        25         22          7         64         42         32         40         54         26         12         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   168,415
Positions
       217        245          0          0          0          0    146,762     14,393      6,518        270      4,643         10     14,638    142,606
 
Changes from:       November 24, 2020                                Total Change is:     5,043
       217       -334          0          0          0          0      6,090      6,014        330          0     -3,144         10     -1,604      2,167
 
Percent of Open Interest Represented by Each Category of Trader
       0.1        0.1        0.0        0.0        0.0        0.0       87.1        8.5        3.9        0.2        2.8        0.0        8.7       84.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          0          0          0         10          4          5          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   553,764
Positions
    84,958     97,085      4,409    288,854    191,640     52,343     81,540    126,920      4,015      7,743     59,207          0     29,902     18,145
 
Changes from:       November 24, 2020                                Total Change is:    -6,560
    11,103      5,581        -65    -21,240     -2,312        191      3,172     -9,057       -713     -1,239      1,296          0      2,231     -1,481
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       17.5        0.8       52.2       34.6        9.5       14.7       22.9        0.7        1.4       10.7        0.0        5.4        3.3
 
Number of Traders in Each Category                                    Total Traders:       364 
        29         22          5        102         61         57         61         54         16         12         23          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    17,626
Positions
     6,793     15,406         19      4,651      1,171          0      4,930        370        193          0          0          0      1,040        467
 
Changes from:       November 24, 2020                                Total Change is:       -69
         0          0          0        -46        107          0        -65         15        -13          0          0          0         55       -178
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       87.4        0.1       26.4        6.6        0.0       28.0        2.1        1.1        0.0        0.0        0.0        5.9        2.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          8          .          5          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    18,165
Positions
       206     11,558          0      9,309        227         32      2,821      1,430        340          0      1,203          0      5,457      3,375
 
Changes from:       November 24, 2020                                Total Change is:       -47
       -22        -11          0        119        227         25        377         30       -424          0        -51          0       -122        157
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       63.6        0.0       51.2        1.2        0.2       15.5        7.9        1.9        0.0        6.6        0.0       30.0       18.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          4          0         10          .          .          6          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    56,629
Positions
    16,720     17,955        707     12,755      4,515        991     15,871     14,089        345      1,762      3,363          0      7,478     14,664
 
Changes from:       November 24, 2020                                Total Change is:      -361
       634        968         45       -967       -498        138       -234      1,008       -441         11          0          0        453     -1,581
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       31.7        1.2       22.5        8.0        1.7       28.0       24.9        0.6        3.1        5.9        0.0       13.2       25.9
 
Number of Traders in Each Category                                    Total Traders:        79 
         8         13          .          9          8          5         18         18          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   431,572
Positions
    32,366    275,687      7,687    310,715     83,058     39,220     24,844     15,399        757      6,640      3,919          0      9,343      5,845
 
Changes from:       November 24, 2020                                Total Change is:   -19,737
    -5,320      9,458      3,336    -18,926    -15,266          7      1,939    -14,698       -558       -137     -2,490       -113         35        587
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       63.9        1.8       72.0       19.2        9.1        5.8        3.6        0.2        1.5        0.9        0.0        2.2        1.4
 
Number of Traders in Each Category                                    Total Traders:       179 
        11         16          6         69         40         42         18         11          5          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 1,310,520
Positions
   121,175    718,558      5,756    854,774    281,510    113,116    127,844     68,101      7,307     40,615    103,086      2,685     37,248     10,401
 
Changes from:       November 24, 2020                                Total Change is:    25,477
     6,317      7,308      1,252    -23,473      9,149     18,103     17,391     -8,459       -881      4,531        -78        269      1,968     -1,186
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       54.8        0.4       65.2       21.5        8.6        9.8        5.2        0.6        3.1        7.9        0.2        2.8        0.8
 
Number of Traders in Each Category                                    Total Traders:       439 
        31         17          8        182         67         83         67         27         17         34         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   211,858
Positions
    60,739    166,148     33,192     22,952         50      2,686     82,127        357      7,361      2,566         65          0        235      1,999
 
Changes from:       November 24, 2020                                Total Change is:       360
       188       -646      1,234          0         50          0         34          0       -550          0          0          0       -546        272
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       78.4       15.7       10.8        0.0        1.3       38.8        0.2        3.5        1.2        0.0        0.0        0.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        81 
         9         21         18         12          .          .         27          .          4          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 1,163,996
Positions
    13,195    117,650      7,763    647,714    161,660    159,254     68,751    486,309     55,495     66,346     17,263          0    145,478    158,602
 
Changes from:       November 24, 2020                                Total Change is:  -197,695
     7,206    -22,975     -9,282    -10,565     -3,446    -12,223    -18,600      1,872   -140,495      2,664      1,358        -39    -16,361    -12,465
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       10.1        0.7       55.6       13.9       13.7        5.9       41.8        4.8        5.7        1.5        0.0       12.5       13.6
 
Number of Traders in Each Category                                    Total Traders:       182 
         9         17          8         58         27         43         18         39         20          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 1,036,156
Positions
    23,757    104,823          9    509,580    191,212    206,805     74,262    349,619     33,059     51,683     14,381          0    137,001    136,248
 
Changes from:       November 24, 2020                                Total Change is:   -84,254
      -828     -9,214     -3,169     18,441        515    -29,279    -19,376    -21,058    -26,349      2,931      1,980       -878    -25,747      3,198
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       10.1        0.0       49.2       18.5       20.0        7.2       33.7        3.2        5.0        1.4        0.0       13.2       13.1
 
Number of Traders in Each Category                                    Total Traders:       129 
         .         10          .         57         24         52          8         20         14          6          .          0
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Traders in Financial Futures - Futures Only Positions as of December 1, 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 1,854,536
Positions
    51,465    108,642     10,317    808,956    515,160    261,706    327,094    721,376     70,849    169,511     56,164        932    153,706    109,390
 
Changes from:       November 24, 2020                                Total Change is:  -138,640
    23,557    -36,153    -25,926    -14,516      5,567       -589    -94,012    -57,475      8,404     -5,673     -1,761    -12,602    -17,283    -18,105
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        5.9        0.6       43.6       27.8       14.1       17.6       38.9        3.8        9.1        3.0        0.1        8.3        5.9
 
Number of Traders in Each Category                                    Total Traders:       262 
        15         18          8         92         31         65         47         33         28         20          6          .
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Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,201,303
Positions
   174,232    262,112     31,498  1,276,487  1,088,389    633,571    358,849    519,654    122,817    245,653    139,053        297    357,899    403,912
 
Changes from:       November 24, 2020                                Total Change is:  -270,558
     4,592    -56,508    -17,895    -52,838    -31,443    -48,667    -68,557    -48,983    -39,095     12,206     23,970     -5,718    -54,586    -46,219
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        8.2        1.0       39.9       34.0       19.8       11.2       16.2        3.8        7.7        4.3        0.0       11.2       12.6
 
Number of Traders in Each Category                                    Total Traders:       356 
        20         30         15         91         75         92         37         70         34         19         14          .
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Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   950,027
Positions
    77,712     20,574      6,254    309,548    352,324    113,555    253,753    214,997     16,581     48,105     21,403          0    124,519    204,339
 
Changes from:       November 24, 2020                                Total Change is:   -71,064
     1,128        534     -2,934      8,600    -16,571     -8,730    -17,666     -6,592    -24,594       -204     -1,840     -1,557    -25,107     -8,780
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        2.2        0.7       32.6       37.1       12.0       26.7       22.6        1.7        5.1        2.3        0.0       13.1       21.5
 
Number of Traders in Each Category                                    Total Traders:       119 
         7          5          5         25         48         42         17          8         10          4          5          0
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Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,135,711
Positions
    53,045    244,630     14,824  1,395,806    542,561    505,256    373,431  1,220,634    171,232    318,593    143,565        620    302,904    292,389
 
Changes from:       November 24, 2020                                Total Change is:  -195,884
    -3,555    -64,665    -12,097    -15,620    -34,316    -10,688    -58,289     -2,029    -28,265      9,400      1,221    -19,121    -57,649    -25,924
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        7.8        0.5       44.5       17.3       16.1       11.9       38.9        5.5       10.2        4.6        0.0        9.7        9.3
 
Number of Traders in Each Category                                    Total Traders:       279 
        13         20         11         91         48         78         29         54         28         12         12          .
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Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is   954,710
Positions
   253,853    258,405    197,537     14,430      5,189     17,620    274,966    283,001    170,066      6,419      1,793      1,490     18,329     19,609
 
Changes from:       November 24, 2020                                Total Change is:  -116,606
     5,369    -18,074    -25,858    -17,046       -339        663    -44,196    -37,265    -26,174     -6,090       -993        432     -3,706     -8,998
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       27.1       20.7        1.5        0.5        1.8       28.8       29.6       17.8        0.7        0.2        0.2        1.9        2.1
 
Number of Traders in Each Category                                    Total Traders:       100 
        29         15         39          .          .          .         26         16         34          5          .          .
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Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is 9,911,764
Positions
 1,736,989  2,338,879  2,017,228    369,699    443,292    391,712  1,409,380    558,727  3,221,214     79,550     83,690    132,165    553,827    724,857
 
Changes from:       November 24, 2020                                Total Change is:  -158,885
  -150,216    -72,052     81,393     30,068       -511    -32,481     49,447    -28,781   -121,893      6,279        397     -9,174    -12,308     24,217
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       23.6       20.4        3.7        4.5        4.0       14.2        5.6       32.5        0.8        0.8        1.3        5.6        7.3
 
Number of Traders in Each Category                                    Total Traders:       232 
        34         47         69         17         12         20         44         44         82         11         10         10
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Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   503,653
Positions
    18,450    207,144     92,720      2,413     10,920     11,419    246,745     49,653    128,437        378        116      2,935        156        309
 
Changes from:       November 24, 2020                                Total Change is:    41,060
    -6,490     24,942      5,258      2,413       -883       -681     31,675      3,327      9,368       -111         71       -356        -16         14
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       41.1       18.4        0.5        2.2        2.3       49.0        9.9       25.5        0.1        0.0        0.6        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        91 
         9         22         19          .          4          .         23         20         31          5          .          .
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Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   159,594
Positions
    11,337     92,865     14,182      1,766      2,452      4,070     81,802     14,589     29,888     15,699        704        786         64         58
 
Changes from:       November 24, 2020                                Total Change is:   -42,261
     1,559    -28,861     -3,056       -381        -74         11    -18,601      1,816    -11,831     -9,835       -154       -113        -14          1
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       58.2        8.9        1.1        1.5        2.6       51.3        9.1       18.7        9.8        0.4        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        75 
         8         18         14          .          4          .         19         22         22          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   157,631
Positions
         0     55,954          0      3,404      2,046          0      2,634     16,039     82,255     69,308      1,142          0         30        195
 
Changes from:       November 24, 2020                                Total Change is:     2,729
         0      1,007          0          1       -132          0        665        391      1,428        626          4          0          9         31
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.5        0.0        2.2        1.3        0.0        1.7       10.2       52.2       44.0        0.7        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          6          0          .          5          0          .          .          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    11,812
Positions
        28        643          0        626          0          0      4,509      9,375        344      2,442        460        529      3,334        461
 
Changes from:       November 24, 2020                                Total Change is:      -524
        28          0          0        -42          0          0       -932       -489        -64         61        160        195        230       -326
 
Percent of Open Interest Represented by Each Category of Trader
       0.2        5.4        0.0        5.3        0.0        0.0       38.2       79.4        2.9       20.7        3.9        4.5       28.2        3.9
 
Number of Traders in Each Category                                    Total Traders:       110 
         .          .          0          6          0          0         37         21          7         36          7          5
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Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    37,196
Positions
     6,947      3,346          0      5,493      9,572        960     16,063     14,782      1,586      1,550      3,024          4      4,593      3,922
 
Changes from:       November 24, 2020                                Total Change is:     5,283
       502          0          0        103        302          7      6,181      4,261        -75     -1,324         87        -43        -68        744
 
Percent of Open Interest Represented by Each Category of Trader
      18.7        9.0        0.0       14.8       25.7        2.6       43.2       39.7        4.3        4.2        8.1        0.0       12.3       10.5
 
Number of Traders in Each Category                                    Total Traders:       106 
         .          .          0          8         11          4         17         38         10         14         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   280,441
Positions
    35,267     18,480      7,224    124,206     64,339     23,229     27,376    108,857     25,802     12,058      2,578      4,226     21,053     25,706
 
Changes from:       November 24, 2020                                Total Change is:    15,092
     3,049     -1,653      1,701        353      7,701      4,740      3,972      4,720     -2,640      1,589        197       -703      3,031      1,029
 
Percent of Open Interest Represented by Each Category of Trader
      12.6        6.6        2.6       44.3       22.9        8.3        9.8       38.8        9.2        4.3        0.9        1.5        7.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       148 
        10         11         16         13         27         15         22         40         37          9          8         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    24,430
Positions
     4,347      2,214         89     17,118      8,167         23        689     13,715         33      1,861        176          0        270         13
 
Changes from:       November 24, 2020                                Total Change is:     1,100
       280          0          0        772          0        -63         46      1,149         33        -31          0          0         63        -19
 
Percent of Open Interest Represented by Each Category of Trader
      17.8        9.1        0.4       70.1       33.4        0.1        2.8       56.1        0.1        7.6        0.7        0.0        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          4          .          9          .          .          4          7          .          7          .          0
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Updated December 04, 2020