BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       11,584
COMMITMENTS
     988    1,544    1,332    8,632    8,215   10,952   11,092      632      493

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,567)
    -149      163     -555   -1,673   -2,117   -2,377   -2,509     -190      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     13.3     11.5     74.5     70.9     94.5     95.7      5.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        4        9       28       26       38       37                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,471
COMMITMENTS
  11,267    2,536   11,866   12,266   17,432   35,400   31,835    4,072    7,636

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -12,741)
  -3,654   -1,066   -5,452   -3,038   -5,509  -12,144  -12,027     -597     -714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5      6.4     30.1     31.1     44.2     89.7     80.7     10.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      23        8       25       34       36       64       62                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       12,022
COMMITMENTS
   1,171      989    2,870    7,095    6,957   11,136   10,816      886    1,206

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,480)
    -462     -245     -568   -1,539   -1,768   -2,569   -2,581       88      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      8.2     23.9     59.0     57.9     92.6     90.0      7.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        6        8       32       22       42       33                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,001
COMMITMENTS
      39    4,235    3,093    6,007    1,714    9,140    9,042      861      959

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,746)
     -44     -725     -619     -832     -269   -1,495   -1,613     -251     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     42.3     30.9     60.1     17.1     91.4     90.4      8.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2       10        7       26       13       35       23                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      267,011
COMMITMENTS
  83,505   37,353   84,198   75,587  112,864  243,291  234,414   23,720   32,597

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      3,154)
     820   -6,523    3,096     -565    6,303    3,351    2,876     -197      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     14.0     31.5     28.3     42.3     91.1     87.8      8.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     117       80      125       80       80      266      237                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      337,571
COMMITMENTS
 102,739   25,017   84,492  116,310  177,719  303,540  287,228   34,031   50,344

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,837)
     400      330   -2,714   -3,316   -3,932   -5,631   -6,316      794    1,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      7.4     25.0     34.5     52.6     89.9     85.1     10.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     118       71      131      118      131      303      283                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,105
COMMITMENTS
   1,277      391      281    1,372    2,337    2,930    3,008    1,175    1,097

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -287)
      54        9      -51     -219     -128     -216     -171      -70     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      9.5      6.8     33.4     56.9     71.4     73.3     28.6     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        7        7       15       17       40       30                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       47,630
COMMITMENTS
  16,795   10,394   11,896   11,293   12,176   39,985   34,465    7,645   13,165

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,352)
  -1,250    1,003   -1,037     -330     -511   -2,617     -545    1,265     -807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3     21.8     25.0     23.7     25.6     83.9     72.4     16.1     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      44       48       53       51       47      121      129                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       33,453
COMMITMENTS
   2,039    9,973    4,427   26,118   17,201   32,584   31,601      868    1,851

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -4,984)
    -228   -1,636   -1,336   -3,484   -1,833   -5,049   -4,805       65     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     29.8     13.2     78.1     51.4     97.4     94.5      2.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8       15       11       33       31       49       49                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       25,478
COMMITMENTS
  12,459    4,177      117   11,308   19,218   23,884   23,512    1,594    1,966

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        925)
    -158      246      -45      925      222      722      423      203      502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.9     16.4      0.5     44.4     75.4     93.7     92.3      6.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       16        2       10        9       23       26                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      149,555
COMMITMENTS
  29,819   46,785    7,024   78,788   75,793  115,631  129,602   33,923   19,953

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -8,936)
   3,307   -6,656   -1,771   -6,504      -71   -4,967   -8,497   -3,969     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     31.3      4.7     52.7     50.7     77.3     86.7     22.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      32       24       15       37       36       74       70                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,911
COMMITMENTS
  18,639    6,781      767   12,566   34,519   31,972   42,067   21,939   11,844

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,292)
    -842     -365     -428       74   -2,707   -1,196   -3,500   -1,096    1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     12.6      1.4     23.3     64.0     59.3     78.0     40.7     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11       10        5       17       19       32       30                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      150,838
COMMITMENTS
  53,542   44,817    5,912   85,703   96,160  145,157  146,889    5,681    3,949

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     16,971)
   7,964    5,477    1,128    7,787   10,775   16,880   17,380       91     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.5     29.7      3.9     56.8     63.8     96.2     97.4      3.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      48       40       13       32       33       87       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      220,083
COMMITMENTS
  44,367   35,106   23,948  120,317  132,950  188,633  192,004   31,450   28,079

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      3,253)
  -3,587   -8,016   -1,260   14,258    8,784    9,411     -493   -6,157    3,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     16.0     10.9     54.7     60.4     85.7     87.2     14.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      27       21       19       37       49       73       81                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      169,434
COMMITMENTS
  43,917   23,468   15,328   79,962  111,183  139,206  149,978   30,228   19,456

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      2,582)
  -2,407    6,016    1,203    2,650   -4,659    1,446    2,560    1,136       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9     13.9      9.0     47.2     65.6     82.2     88.5     17.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      32       25       19       46       38       88       72                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      742,850
COMMITMENTS
 248,890   54,293   39,870  351,159  600,016  639,920  694,180  102,930   48,670

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -34,485)
  -3,073      789  -13,176  -16,594  -23,709  -32,843  -36,096   -1,642    1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5      7.3      5.4     47.3     80.8     86.1     93.4     13.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     105       42       50      124       82      245      159                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,671
COMMITMENTS
   3,107    4,080      111    8,091   15,192   11,309   19,383   13,362    5,288

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        175)
  -1,048     -768      -30      158       28     -920     -770    1,095      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     16.5      0.4     32.8     61.6     45.8     78.6     54.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        4        1       11        9       16       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,363
COMMITMENTS
   6,117   32,253       95   30,132    3,225   36,344   35,573    2,019    2,790

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -21,937)
 -10,077   -3,215       52  -10,888  -18,322  -20,913  -21,485   -1,024     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     84.1      0.2     78.5      8.4     94.7     92.7      5.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       21        2       14        8       29       30                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,059
COMMITMENTS
  20,109   15,211    2,546   16,486   22,988   39,141   40,745    4,918    3,313

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      3,799)
  -1,325      736    1,927    3,630    1,101    4,232    3,764     -433       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.6     34.5      5.8     37.4     52.2     88.8     92.5     11.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      38       22       15       22       16       68       46                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       14,052
COMMITMENTS
   6,339    2,485    1,177    5,815    9,093   13,331   12,755      721    1,297

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,491)
    -866   -1,734      944    1,276    2,456    1,354    1,666      137     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1     17.7      8.4     41.4     64.7     94.9     90.8      5.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        7        2        7        9       14       18                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,414,270
COMMITMENTS
 1040009  755,155 11328629  8379843  8515429 20748481 20599212  665,790  815,058

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:   -167,891)
 -14,971 -123,853 -181,332   80,418  116,779 -115,886 -188,406  -52,005   20,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      3.5     52.9     39.1     39.8     96.9     96.2      3.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      77       51       97      131      128      254      237                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:        8,942
COMMITMENTS
   4,724    7,055    1,337      100        0    6,161    8,392    2,781      550

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -2,358)
  -2,215   -2,467       30      -83        0   -2,268   -2,437      -90       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.8     78.9     14.9      1.1      0.0     68.9     93.8     31.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      52       28       18        2        0       66       36                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:      207,950
COMMITMENTS
  22,891   26,649   33,860  150,904  146,793  207,654  207,302      296      648

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      7,356)
  -2,189   -1,689    1,701    7,750    6,791    7,261    6,803       95      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     12.8     16.3     72.6     70.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      15       18       23       16       31       44       61                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      145,938
COMMITMENTS
  31,384   23,360   20,731   93,724  101,616  145,839  145,707       99      231

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     19,599)
      23      694    5,276   14,339   13,603   19,638   19,573      -39       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     16.0     14.2     64.2     69.6     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      17       20       24       25       32       51       67                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      761,827
COMMITMENTS
  85,334   79,082  134,544  457,848  452,049  677,726  665,674   84,101   96,153

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -6,565)
  -5,015  -12,435    2,484   -6,611     -855   -9,142  -10,805    2,576    4,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     10.4     17.7     60.1     59.3     89.0     87.4     11.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      601)
     114       91      108      300      314      461      467                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       57,667
COMMITMENTS
   8,984    5,616    9,809   16,293   33,243   35,086   48,668   22,581    8,999

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      4,580)
      -7      436     -369    2,729    2,936    2,353    3,004    2,227    1,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      9.7     17.0     28.3     57.6     60.8     84.4     39.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        5       11       10       11       23       24                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       12,043
COMMITMENTS
   4,196    1,799        0    6,227    9,455   10,423   11,254    1,620      789

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8     14.9      0.0     51.7     78.5     86.5     93.4     13.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0        6       13        7       15                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       17,199
COMMITMENTS
     672    2,175        0   14,413   11,487   15,085   13,662    2,114    3,537

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        751)
     448      617        0      138     -448      586      169      165      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     12.6      0.0     83.8     66.8     87.7     79.4     12.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        0       14        9       16       12                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,520,800
COMMITMENTS
 450,720  436,297  554,705  2207777  2094030  3213202  3085032  307,599  435,768

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:    -55,726)
 -12,772  -52,088    1,997  -46,699  -18,954  -57,473  -69,044    1,748   13,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     12.4     15.8     62.7     59.5     91.3     87.6      8.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     114       90      104      297      310      455      460                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:        9,513
COMMITMENTS
   2,943      512        0    4,532    8,243    7,475    8,755    2,038      758

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:        566)
     310      512        0      204       79      514      591       52      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9      5.4      0.0     47.6     86.6     78.6     92.0     21.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       10       10       12       12                  
 
 
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE            Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind             OPEN INTEREST:       11,037
COMMITMENTS
   1,418      817        0    7,935    8,563    9,353    9,380    1,684    1,657

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      7.4      0.0     71.9     77.6     84.7     85.0     15.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       10       11       11       13                  
 
 
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 TOTAL RETURN INDEX x $25)                   OPEN INTEREST:      232,370
COMMITMENTS
   3,000        0    4,200  225,170  226,170  232,370  230,370        0    2,000

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,000)
       0        0        0    1,000    1,000    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      1.8     96.9     97.3    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        2       14       13       16       15                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       56,357
COMMITMENTS
   9,054    1,717       27   38,107   50,303   47,188   52,047    9,169    4,310

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -1,128)
     469   -2,682     -306     -867    1,980     -704   -1,008     -424     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      3.0      0.0     67.6     89.3     83.7     92.4     16.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12        5        3       36       32       49       39                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,584
COMMITMENTS
  14,788   17,660    7,335   24,972   26,594   47,095   51,589   12,489    7,995

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      2,459)
  -1,075    4,100       26      502   -1,109     -546    3,017    3,005     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     29.6     12.3     41.9     44.6     79.0     86.6     21.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      67       58       41      113      122      198      203                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      297,921
COMMITMENTS
  73,941   88,299   36,676  124,860  132,972  235,476  257,947   62,444   39,973

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     12,296)
  -5,374   20,499      131    2,512   -5,545   -2,731   15,085   15,027   -2,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     29.6     12.3     41.9     44.6     79.0     86.6     21.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      67       58       41      113      122      198      203                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:      101,882
COMMITMENTS
  71,148   21,007    2,082    4,862      349   78,092   23,438   23,790   78,444

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      6,759)
 -11,176  -16,876    1,728    4,862       44   -4,586  -15,104   11,346   21,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.8     20.6      2.0      4.8      0.3     76.6     23.0     23.4     77.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      14        4        6        2        1       17       10                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      155,493
COMMITMENTS
  56,682   59,889   11,685   55,506   64,075  123,873  135,649   31,619   19,844

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:     -3,713)
  -2,341      623      260     -887   -3,486   -2,968   -2,603     -745   -1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5     38.5      7.5     35.7     41.2     79.7     87.2     20.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      25       26       18       38       31       75       63                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      509,276
COMMITMENTS
  96,755   81,032   12,168  378,163  395,263  487,087  488,464   22,190   20,812

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      1,974)
     866   -6,156    2,831      605    5,148    4,303    1,823   -2,329      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     15.9      2.4     74.3     77.6     95.6     95.9      4.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      59       47       26      156      146      224      210                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:        8,472
COMMITMENTS
     344      634       34    7,244    7,318    7,622    7,986      850      486

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      7.5      0.4     85.5     86.4     90.0     94.3     10.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1        8        9        9       12                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       16,671
COMMITMENTS
   2,424    4,094    1,635    7,809    7,013   11,868   12,742    4,803    3,929

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5     24.6      9.8     46.8     42.1     71.2     76.4     28.8     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        5        6        4       15       12                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,233
COMMITMENTS
   9,949    3,261    2,336   22,468   26,175   34,753   31,772   12,480   15,461

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:      5,336)
  -1,408   -4,751    2,006      383    4,118      981    1,373    4,355    3,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      6.9      4.9     47.6     55.4     73.6     67.3     26.4     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      14       10        8       24       31       41       46                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      184,396
COMMITMENTS
  64,094    4,118    5,904  114,176  174,246  184,174  184,268      222      128

CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST:       -367)
    -802    1,553       17      418   -1,936     -367     -366        0       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8      2.2      3.2     61.9     94.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      30        5        5       41       27       73       36                  



Updated September 11, 2020