Traders in Financial Futures - Futures Only Positions as of December 8, 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   163,589
Positions
     6,804     61,872        238     65,602     20,069      4,360     20,666     52,151      7,192     12,943        400        354     45,430     16,953
 
Changes from:       December 1, 2020                                 Total Change is:    15,786
     1,233      3,098         14      1,994         95        632      5,166      6,679      2,847       -417        400         20      4,297      2,001
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       37.8        0.1       40.1       12.3        2.7       12.6       31.9        4.4        7.9        0.2        0.2       27.8       10.4
 
Number of Traders in Each Category                                    Total Traders:       106 
         5          8          4         23         10          9         19         28         17         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    54,922
Positions
     2,775     29,430        556      9,997      4,490        896     16,361      5,519      1,482          0        481          0     22,855     12,068
 
Changes from:       December 1, 2020                                 Total Change is:     3,239
      -643      2,019        398      1,328       -610        548     -3,476        943      1,363          0          0         -6      3,727     -1,416
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       53.6        1.0       18.2        8.2        1.6       29.8       10.0        2.7        0.0        0.9        0.0       41.6       22.0
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          7          4         13          4          5         11          9          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   164,184
Positions
    10,206     18,941     25,089     56,234     47,114      6,288     27,354     28,520      4,411      1,600      6,854          0     33,002     26,967
 
Changes from:       December 1, 2020                                 Total Change is:    17,218
    -3,144      3,554     20,531        853       -321        552     -3,505     -9,997      1,920       -416          0          0        427        979
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       11.5       15.3       34.3       28.7        3.8       16.7       17.4        2.7        1.0        4.2        0.0       20.1       16.4
 
Number of Traders in Each Category                                    Total Traders:       109 
         7          8          7         17         20         14         22         30         19          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   193,326
Positions
     4,611    140,755        572     97,516      7,420      6,003     31,321     18,203      4,692     14,681        559          0     33,930     15,122
 
Changes from:       December 1, 2020                                 Total Change is:     7,453
       245      9,361     -1,410      2,486       -177       -821      3,124     -1,107      3,430       -684          0          0      1,083     -1,823
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       72.8        0.3       50.4        3.8        3.1       16.2        9.4        2.4        7.6        0.3        0.0       17.6        7.8
 
Number of Traders in Each Category                                    Total Traders:       110 
         .         10          .         33         11         10         33         14         15          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   683,351
Positions
    44,128    448,295     24,346    371,598     71,244     21,256     72,412     58,873      8,028     39,176      5,545      2,845     99,562     42,919
 
Changes from:       December 1, 2020                                 Total Change is:    29,094
    -2,867      9,021     16,995      4,411      3,684     -1,591      7,741       -252      2,480     -3,569     -1,108        468      5,026       -603
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       65.6        3.6       54.4       10.4        3.1       10.6        8.6        1.2        5.7        0.8        0.4       14.6        6.3
 
Number of Traders in Each Category                                    Total Traders:       297 
        17         13         15        109         29         47         52         33         22         32         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   160,280
Positions
    10,815     45,995      7,346     45,083     47,551      2,912     41,846     22,691     16,644      1,726        420          0     33,908     16,721
 
Changes from:       December 1, 2020                                 Total Change is:    29,553
    -1,096      1,193      6,953        996        462        215      5,219      5,369     14,623        500          0          0      2,143        738
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       28.7        4.6       28.1       29.7        1.8       26.1       14.2       10.4        1.1        0.3        0.0       21.2       10.4
 
Number of Traders in Each Category                                    Total Traders:        87 
         .          9          4         18         10         10         25         19         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    24,019
Positions
       435      8,294        197     10,441      4,726          0      7,129      6,417      1,828      1,753      1,215         63      2,173      1,279
 
Changes from:       December 1, 2020                                 Total Change is:     4,236
       301        498        135        116     -2,452          0      1,821      4,609      1,729       -483        178         63        554       -524
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       34.5        0.8       43.5       19.7        0.0       29.7       26.7        7.6        7.3        5.1        0.3        9.0        5.3
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          4          .          9          .          0         15          8          .          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   191,833
Positions
     1,184     75,334     37,111     64,728      1,542        639     68,850     42,973      7,606      3,199     23,787         38      8,478      2,803
 
Changes from:       December 1, 2020                                 Total Change is:    42,124
       877      2,728     36,506     -1,599        -48         79      2,288     -2,286      4,542        -87        575         38       -520        -10
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       39.3       19.3       33.7        0.8        0.3       35.9       22.4        4.0        1.7       12.4        0.0        4.4        1.5
 
Number of Traders in Each Category                                    Total Traders:       153 
         .         12          5         28          4          4         55         25         11         11         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    35,661
Positions
    12,789          0      1,877      7,747     14,576          7      6,500     11,623        258      3,065      1,119          0      3,418      6,201
 
Changes from:       December 1, 2020                                 Total Change is:   -17,651
    -9,588          0     -5,508        676     -6,846          0     -3,656     -9,401        227        300        -43          0       -102      3,920
 
Percent of Open Interest Represented by Each Category of Trader
      35.9        0.0        5.3       21.7       40.9        0.0       18.2       32.6        0.7        8.6        3.1        0.0        9.6       17.4
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          0          .         10          6          .         12         11          .          8          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    61,261
Positions
     4,437     18,150      2,162     19,791      6,112        700     22,042     26,901      2,805      3,096      1,092          6      6,222      3,333
 
Changes from:       December 1, 2020                                 Total Change is:     5,916
      -371        482      2,094      1,407        265        611        384        987      1,931         90       -469          0       -230         15
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       29.6        3.5       32.3       10.0        1.1       36.0       43.9        4.6        5.1        1.8        0.0       10.2        5.4
 
Number of Traders in Each Category                                    Total Traders:        96 
         4          6          .         22          6          5         28         21         11          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    15,020
Positions
     2,512          0        128      3,990      2,246          0      6,146     10,392        704        240        141          0      1,300      1,409
 
Changes from:       December 1, 2020                                 Total Change is:      -344
         0          0        128     -1,141       -277          0         52       -351        624       -105       -457          0         98        -11
 
Percent of Open Interest Represented by Each Category of Trader
      16.7        0.0        0.9       26.6       15.0        0.0       40.9       69.2        4.7        1.6        0.9        0.0        8.7        9.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          0          .          6          .          0         11          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    51,358
Positions
    20,892     11,676      4,209      7,346      3,356        671      9,015      9,602        160        386     14,022          0      8,679      7,663
 
Changes from:       December 1, 2020                                 Total Change is:     4,324
     1,716        168        653      1,489        202       -155      1,091      1,952        -64        197         17          0       -603      1,551
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       22.7        8.2       14.3        6.5        1.3       17.6       18.7        0.3        0.8       27.3        0.0       16.9       14.9
 
Number of Traders in Each Category                                    Total Traders:        98 
        22         14          6         19          6          7         21         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   102,716
Positions
    41,784     23,352      8,418     14,692      6,712      1,342     18,030     19,203        320        772     28,043          0     17,358     15,326
 
Changes from:       December 1, 2020                                 Total Change is:     8,648
     3,432        335      1,306      2,977        404       -310      2,182      3,904       -127        394         34          0     -1,206      3,102
 
Percent of Open Interest Represented by Each Category of Trader
      40.7       22.7        8.2       14.3        6.5        1.3       17.6       18.7        0.3        0.8       27.3        0.0       16.9       14.9
 
Number of Traders in Each Category                                    Total Traders:        98 
        22         14          6         19          6          7         21         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    27,049
Positions
     5,995     19,069          3     14,586      3,316      1,778      1,896      2,121          0        400        431          0      2,391        331
 
Changes from:       December 1, 2020                                 Total Change is:       654
       371        263        -46        323         31        416        -13        -59          0          0          0          0       -397         49
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       70.5        0.0       53.9       12.3        6.6        7.0        7.8        0.0        1.5        1.6        0.0        8.8        1.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         6          6          .         12          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   578,100
Positions
    60,654    131,171     22,002    256,333    104,889     61,052     52,685     87,183     27,134     22,783     73,706      1,537     73,920     69,427
 
Changes from:       December 1, 2020                                 Total Change is:    22,090
      -435      5,893      7,370      7,584     -2,289        -94      1,659      4,562      4,766       -388        975         83      1,546        825
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       22.7        3.8       44.3       18.1       10.6        9.1       15.1        4.7        3.9       12.7        0.3       12.8       12.0
 
Number of Traders in Each Category                                    Total Traders:       549 
        35         38         29        157         88        113         61        103         59         32         34         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    35,077
Positions
     5,475     21,883          7      1,000          0          0      8,699      9,269        120          0          0          0     19,776      3,798
 
Changes from:       December 1, 2020                                 Total Change is:     2,572
       260      2,600          0          0          0          0      1,580      1,260       -780       -200          0          0      1,712       -508
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       62.4        0.0        2.9        0.0        0.0       24.8       26.4        0.3        0.0        0.0        0.0       56.4       10.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          9          .          .          0          0          7          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    12,089
Positions
     6,008      5,576          0      2,847      5,477        128        832          0          0          0          0          0      2,274        908
 
Changes from:       December 1, 2020                                 Total Change is:       208
       596          0          0       -540         -8          0        458          0          0          0          0          0       -306        216
 
Percent of Open Interest Represented by Each Category of Trader
      49.7       46.1        0.0       23.6       45.3        1.1        6.9        0.0        0.0        0.0        0.0        0.0       18.8        7.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          7          0          .          5          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    20,516
Positions
     8,275     16,454        250      7,084        550        173      1,817      1,153        209          0          0          0      2,708      1,727
 
Changes from:       December 1, 2020                                 Total Change is:     1,661
      -200        971        250        850        300        173         56       -133        183          0          0          0        349        -83
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       80.2        1.2       34.5        2.7        0.8        8.9        5.6        1.0        0.0        0.0        0.0       13.2        8.4
 
Number of Traders in Each Category                                    Total Traders:        34 
         .         10          .         10          .          .          5          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 2,715,113
Positions
   312,947    583,491     72,924  1,276,667    524,444    305,258    293,328    462,970     61,671    113,915    368,529      7,683    270,720    328,143
 
Changes from:       December 1, 2020                                 Total Change is:    97,592
     5,773     25,712     27,601     37,922    -11,444       -472      9,155     25,270     18,969     -1,941      3,877      1,415       -830      6,664
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       21.5        2.7       47.0       19.3       11.2       10.8       17.1        2.3        4.2       13.6        0.3       10.0       12.1
 
Number of Traders in Each Category                                    Total Traders:       549 
        34         39         27        157         88        113         63        101         57         32         34         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    26,685
Positions
     5,894     21,607          0     15,439        288          0      1,957      3,063          0          0        650          0      3,395      1,077
 
Changes from:       December 1, 2020                                 Total Change is:     2,524
        13      2,445          0      2,098          0          0          1        194          0          0          0          0        412       -115
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       81.0        0.0       57.9        1.1        0.0        7.3       11.5        0.0        0.0        2.4        0.0       12.7        4.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          9          0          7          .          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    23,282
Positions
     5,159     21,433          0     13,988        507        412        830          0          0          0          0          0      2,893        930
 
Changes from:       December 1, 2020                                 Total Change is:       156
         0         33          0        208          0          0       -231          0          0          0          0          0        179        123
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       92.1        0.0       60.1        2.2        1.8        3.6        0.0        0.0        0.0        0.0        0.0       12.4        4.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          8          0          8          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    16,203
Positions
     7,204     11,541          0      5,335      3,842          0      1,029          0          0          0          0          0      2,635        820
 
Changes from:       December 1, 2020                                 Total Change is:       126
         0         80          0        -30      2,862          0        -40       -204          0          0          0          0        196     -2,612
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       71.2        0.0       32.9       23.7        0.0        6.4        0.0        0.0        0.0        0.0        0.0       16.3        5.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         4         10          0          4          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   152,578
Positions
     3,451          0          0     19,667          0        856     94,388     32,059      6,084      1,580      2,040         40     26,512    111,499
 
Changes from:       December 1, 2020                                 Total Change is:   -11,874
    -2,272          0          0        273          0       -188     -7,885      6,426        -61          0     -1,421        -30     -1,711    -16,600
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        0.0        0.0       12.9        0.0        0.6       61.9       21.0        4.0        1.0        1.3        0.0       17.4       73.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          4          0          .          7          6          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    54,462
Positions
     6,378     13,488        545     32,171     31,286      1,899      1,872      3,494        367      1,386          0          0      9,844      3,383
 
Changes from:       December 1, 2020                                 Total Change is:       867
        -7      1,479        206        401     -1,016        -42         26        148         14        916       -275          0       -647        353
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       24.8        1.0       59.1       57.4        3.5        3.4        6.4        0.7        2.5        0.0        0.0       18.1        6.2
 
Number of Traders in Each Category                                    Total Traders:        76 
         5          8          .         34         16         11          5          6          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    48,901
Positions
    11,960      9,202      1,206     14,134      5,911        869      9,107     20,941        863      1,809      2,763         79      8,874      7,067
 
Changes from:       December 1, 2020                                 Total Change is:      -292
    -1,940      1,350        648        831       -704       -215        -34      2,234        242         66     -3,960         -1        112        116
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       18.8        2.5       28.9       12.1        1.8       18.6       42.8        1.8        3.7        5.7        0.2       18.1       14.5
 
Number of Traders in Each Category                                    Total Traders:       283 
        24         26         10         66         39         31         42         52         26         13         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   244,507
Positions
    59,802     46,008      6,032     70,670     29,554      4,345     45,533    104,704      4,316      9,045     13,817        395     44,369     35,336
 
Changes from:       December 1, 2020                                 Total Change is:    -1,458
    -9,699      6,749      3,240      4,153     -3,521     -1,077       -168     11,168      1,210        330    -19,800         -5        558        578
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       18.8        2.5       28.9       12.1        1.8       18.6       42.8        1.8        3.7        5.7        0.2       18.1       14.5
 
Number of Traders in Each Category                                    Total Traders:       283 
        24         26         10         66         39         31         42         52         26         13         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   179,423
Positions
         0        558          0          0          0          0    157,073     23,219      6,764        230      4,154         10     15,346    144,718
 
Changes from:       December 1, 2020                                 Total Change is:    11,008
      -217        313          0          0          0          0     10,311      8,826        246        -40       -489          0        708      2,112
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.3        0.0        0.0        0.0        0.0       87.5       12.9        3.8        0.1        2.3        0.0        8.6       80.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0          0          0          0          7          4          5          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   558,588
Positions
    98,222    100,303      5,230    288,398    181,756     50,292     73,444    139,670      4,114     10,093     56,761          0     28,795     20,462
 
Changes from:       December 1, 2020                                 Total Change is:     4,824
    13,264      3,218        821       -456     -9,884     -2,051     -8,096     12,750         99      2,350     -2,446          0     -1,107      2,317
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       18.0        0.9       51.6       32.5        9.0       13.1       25.0        0.7        1.8       10.2        0.0        5.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       365 
        31         21          5        109         59         53         52         60         19         15         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    20,743
Positions
     6,793     15,406      1,309      4,550      1,157          0      4,928        276      2,035          0          0          0      1,128        560
 
Changes from:       December 1, 2020                                 Total Change is:     3,117
         0          0      1,290       -101        -14          0         -2        -94      1,842          0          0          0         88         93
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       74.3        6.3       21.9        5.6        0.0       23.8        1.3        9.8        0.0        0.0        0.0        5.4        2.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          8          .          5          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    20,409
Positions
       631     12,546          0      9,271        227         33      1,305      1,650      1,432          0        637        675      7,062      3,209
 
Changes from:       December 1, 2020                                 Total Change is:     2,244
       425        988          0        -38          0          1     -1,516        220      1,092          0       -566        675      1,605       -166
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       61.5        0.0       45.4        1.1        0.2        6.4        8.1        7.0        0.0        3.1        3.3       34.6       15.7
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          4          0         10          .          .          5          .          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    60,257
Positions
    17,243     17,365      3,023     12,668      4,324        259     15,368     12,357      1,465      1,356      1,491        171      8,704     19,802
 
Changes from:       December 1, 2020                                 Total Change is:     3,628
       523       -590      2,316        -87       -191       -732       -503     -1,732      1,120       -406     -1,872        171      1,226      5,138
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       28.8        5.0       21.0        7.2        0.4       25.5       20.5        2.4        2.3        2.5        0.3       14.4       32.9
 
Number of Traders in Each Category                                    Total Traders:        75 
         9         12         10          9          6          .         21         14         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   428,734
Positions
    33,606    271,450      7,841    299,995     83,567     44,794     26,833      9,192        868      6,356      3,805          0      8,441      7,217
 
Changes from:       December 1, 2020                                 Total Change is:    -2,838
     1,240     -4,237        154    -10,720        509      5,574      1,989     -6,207        111       -284       -114          0       -902      1,372
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       63.3        1.8       70.0       19.5       10.4        6.3        2.1        0.2        1.5        0.9        0.0        2.0        1.7
 
Number of Traders in Each Category                                    Total Traders:       180 
        13         15          6         69         44         40         19          8          5          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 1,296,762
Positions
   114,952    696,055     14,645    841,033    276,906    109,867    114,263     68,861     11,109     45,438    103,375      4,854     40,601     11,090
 
Changes from:       December 1, 2020                                 Total Change is:   -13,758
    -6,223    -22,503      8,889    -13,741     -4,604     -3,249    -13,581        760      3,802      4,823        289      2,169      3,353        689
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       53.7        1.1       64.9       21.4        8.5        8.8        5.3        0.9        3.5        8.0        0.4        3.1        0.9
 
Number of Traders in Each Category                                    Total Traders:       442 
        30         16         11        181         69         82         62         34         24         34         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   214,612
Positions
    61,282    170,862     32,470     23,113        400      2,686     84,392        310      7,786      2,609         65          0        274         33
 
Changes from:       December 1, 2020                                 Total Change is:     2,754
       543      4,714       -722        161        350          0      2,265        -47        425         43          0          0         39     -1,966
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       79.6       15.1       10.8        0.2        1.3       39.3        0.1        3.6        1.2        0.0        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        85 
         9         22         18         13          .          .         29          .          4          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 1,161,288
Positions
    11,371    122,180      7,462    660,904    162,059    158,148     58,279    489,977     48,845     66,769     17,800          0    149,510    154,817
 
Changes from:       December 1, 2020                                 Total Change is:    -2,708
    -1,824      4,530       -301     13,190        399     -1,106    -10,472      3,668     -6,650        423        537          0      4,032     -3,785
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       10.5        0.6       56.9       14.0       13.6        5.0       42.2        4.2        5.7        1.5        0.0       12.9       13.3
 
Number of Traders in Each Category                                    Total Traders:       186 
         8         19          6         57         28         44         19         41         21          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 1,029,631
Positions
    23,909    106,657          0    513,341    190,409    202,453     75,391    354,431     23,321     52,581     14,681          0    138,635    137,679
 
Changes from:       December 1, 2020                                 Total Change is:    -6,525
       152      1,834         -9      3,761       -803     -4,352      1,129      4,812     -9,738        898        300          0      1,634      1,431
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       10.4        0.0       49.9       18.5       19.7        7.3       34.4        2.3        5.1        1.4        0.0       13.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       129 
         .         11          0         58         23         52          8         19         11          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 2020                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,848,048
Positions
    45,850    131,682     16,085    804,810    547,607    256,399    333,411    672,516     54,395    170,145     60,422        934    166,019    108,008
 
Changes from:       December 1, 2020                                 Total Change is:    -6,488
    -5,615     23,040      5,768     -4,146     32,447     -5,307      6,317    -48,860    -16,454        634      4,258          2     12,313     -1,382
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        7.1        0.9       43.5       29.6       13.9       18.0       36.4        2.9        9.2        3.3        0.1        9.0        5.8
 
Number of Traders in Each Category                                    Total Traders:       266 
        13         23          8         91         31         64         47         35         26         20          6          .
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Traders in Financial Futures - Futures Only Positions as of December 8, 2020                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,203,565
Positions
   181,620    276,330     31,678  1,259,607  1,031,278    647,984    381,753    583,685    100,006    248,015    141,859        776    352,126    389,969
 
Changes from:       December 1, 2020                                 Total Change is:     2,262
     7,388     14,218        180    -16,880    -57,111     14,413     22,904     64,031    -22,811      2,362      2,806        479     -5,773    -13,943
 
Percent of Open Interest Represented by Each Category of Trader
       5.7        8.6        1.0       39.3       32.2       20.2       11.9       18.2        3.1        7.7        4.4        0.0       11.0       12.2
 
Number of Traders in Each Category                                    Total Traders:       365 
        18         36         14         89         73         89         46         71         32         19         13          .
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Traders in Financial Futures - Futures Only Positions as of December 8, 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   972,585
Positions
    70,201     24,571      8,937    320,146    357,574    116,196    267,979    228,444     15,408     44,874     22,815          0    128,844    198,640
 
Changes from:       December 1, 2020                                 Total Change is:    22,558
    -7,511      3,997      2,683     10,598      5,250      2,641     14,226     13,447     -1,173     -3,231      1,412          0      4,325     -5,699
 
Percent of Open Interest Represented by Each Category of Trader
       7.2        2.5        0.9       32.9       36.8       11.9       27.6       23.5        1.6        4.6        2.3        0.0       13.2       20.4
 
Number of Traders in Each Category                                    Total Traders:       119 
         6          6          4         25         47         43         19          8         14          .          5          0
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Traders in Financial Futures - Futures Only Positions as of December 8, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,142,036
Positions
    43,962    274,563     16,158  1,409,747    553,036    514,706    398,333  1,203,437    151,017    320,260    145,527        660    287,193    282,932
 
Changes from:       December 1, 2020                                 Total Change is:     6,325
    -9,083     29,933      1,334     13,941     10,475      9,450     24,902    -17,197    -20,215      1,667      1,962         40    -15,711     -9,457
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        8.7        0.5       44.9       17.6       16.4       12.7       38.3        4.8       10.2        4.6        0.0        9.1        9.0
 
Number of Traders in Each Category                                    Total Traders:       292 
        14         20          9         90         50         78         34         58         29         13         13          .
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Traders in Financial Futures - Futures Only Positions as of December 8, 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   988,774
Positions
   281,569    295,069    186,443      8,493      5,289     21,564    283,498    274,279    177,324      7,114      1,993      1,671     21,098     25,142
 
Changes from:       December 1, 2020                                 Total Change is:    34,064
    27,716     36,664    -11,094     -5,937        100      3,944      8,532     -8,722      7,258        695        200        181      2,769      5,533
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       29.8       18.9        0.9        0.5        2.2       28.7       27.7       17.9        0.7        0.2        0.2        2.1        2.5
 
Number of Traders in Each Category                                    Total Traders:        96 
        28         14         38          .          .          .         25         15         31          5          .          .
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Traders in Financial Futures - Futures Only Positions as of December 8, 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 is10,010,023
Positions
 1,749,528  2,458,608  2,027,377    367,265    460,649    348,424  1,550,341    604,822  3,159,699     82,895     81,725    128,593    595,901    740,126
 
Changes from:       December 1, 2020                                 Total Change is:    98,259
    12,539    119,729     10,149     -2,434     17,357    -43,288    140,961     46,095    -61,515      3,345     -1,965     -3,572     42,074     15,269
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       24.6       20.3        3.7        4.6        3.5       15.5        6.0       31.6        0.8        0.8        1.3        6.0        7.4
 
Number of Traders in Each Category                                    Total Traders:       229 
        33         47         70         16         13         19         45         44         81         12          8          9
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Traders in Financial Futures - Futures Only Positions as of December 8, 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   510,252
Positions
    14,602    214,367     96,828      2,330     11,062     11,690    259,014     50,459    122,251        221        190      3,154        162        251
 
Changes from:       December 1, 2020                                 Total Change is:     6,599
    -3,848      7,223      4,108        -83        142        271     12,269        806     -6,186       -157         74        219          6        -58
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       42.0       19.0        0.5        2.2        2.3       50.8        9.9       24.0        0.0        0.0        0.6        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        89 
        10         22         20          .          4          .         18         24         32          4          .          .
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Traders in Financial Futures - Futures Only Positions as of December 8, 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   179,586
Positions
    20,855    106,929     16,522      2,545        438      3,474     82,947     16,550     33,647     18,239        659      1,302         55         65
 
Changes from:       December 1, 2020                                 Total Change is:    19,992
     9,518     14,064      2,340        779     -2,014       -596      1,145      1,961      3,759      2,540        -45        516         -9          7
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       59.5        9.2        1.4        0.2        1.9       46.2        9.2       18.7       10.2        0.4        0.7        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        78 
        10         19         14          .          .          .         18         22         24          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 8, 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   159,162
Positions
         0     56,478          0      3,404      1,506          0      3,074     15,458     84,527     68,133      1,044          0         24        149
 
Changes from:       December 1, 2020                                 Total Change is:     1,531
         0        524          0          0       -540          0        440       -581      2,272     -1,175        -98          0         -6        -46
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.5        0.0        2.1        0.9        0.0        1.9        9.7       53.1       42.8        0.7        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          6          0          .          5          0          .          .          .          7          .          0
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Traders in Financial Futures - Futures Only Positions as of December 8, 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    11,750
Positions
       316        643          0        544         11         19      4,365      9,354        493      2,063        177        547      3,403        506
 
Changes from:       December 1, 2020                                 Total Change is:       -62
       288          0          0        -82         11         19       -144        -21        149       -379       -283         18         69         45
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        5.5        0.0        4.6        0.1        0.2       37.1       79.6        4.2       17.6        1.5        4.7       29.0        4.3
 
Number of Traders in Each Category                                    Total Traders:       103 
         .          .          0          5          .          .         37         18          7         31          7          6
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Traders in Financial Futures - Futures Only Positions as of December 8, 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    48,516
Positions
     5,802      3,346      8,228      4,974      9,611        916     21,787     17,246        795        675      3,116        165      5,174      5,093
 
Changes from:       December 1, 2020                                 Total Change is:    11,320
    -1,145          0      8,228       -519         39        -44      5,724      2,464       -791       -875         92        161        581      1,171
 
Percent of Open Interest Represented by Each Category of Trader
      12.0        6.9       17.0       10.3       19.8        1.9       44.9       35.5        1.6        1.4        6.4        0.3       10.7       10.5
 
Number of Traders in Each Category                                    Total Traders:        96 
         .          .          .          5         10          .         18         32          9         11         15          .
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Traders in Financial Futures - Futures Only Positions as of December 8, 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   297,789
Positions
    39,908     14,154      9,521    123,217     69,370     23,726     34,109    115,875     29,924     12,216      2,605      5,356     19,812     27,258
 
Changes from:       December 1, 2020                                 Total Change is:    17,348
     4,641     -4,326      2,297       -989      5,031        497      6,733      7,018      4,122        158         27      1,130     -1,241      1,552
 
Percent of Open Interest Represented by Each Category of Trader
      13.4        4.8        3.2       41.4       23.3        8.0       11.5       38.9       10.0        4.1        0.9        1.8        6.7        9.2
 
Number of Traders in Each Category                                    Total Traders:       157 
        10         11         17         12         29         17         27         41         36         10          8         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    24,649
Positions
     4,347      2,303         44     17,368      8,167         23        578     13,922          0      1,991        176          0        298         14
 
Changes from:       December 1, 2020                                 Total Change is:       219
         0         89        -45        250          0          0       -111        207        -33        130          0          0         28          1
 
Percent of Open Interest Represented by Each Category of Trader
      17.6        9.3        0.2       70.5       33.1        0.1        2.3       56.5        0.0        8.1        0.7        0.0        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          4          .          9          .          .          4          7          0         10          .          0
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Updated December 11, 2020