Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   158,132
Positions
    32,186     40,640      3,941     43,441     25,818      4,953     14,465     47,129     12,191     11,924        994         27     35,002     22,438
 
Changes from:       August 11, 2020                                  Total Change is:     7,410
     1,657     -4,344        271      2,127      5,647        669      1,410      3,929        911       -188        127         -5        558        205
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       25.7        2.5       27.5       16.3        3.1        9.1       29.8        7.7        7.5        0.6        0.0       22.1       14.2
 
Number of Traders in Each Category                                    Total Traders:        99 
         6          8          9         17         14          8         15         25         11         12          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    58,364
Positions
         0     35,038        760     13,004      5,326        473     20,386      4,848      1,018          0        481          0     22,723     10,420
 
Changes from:       August 11, 2020                                  Total Change is:      -155
         0        411        -17        347        394       -291     -2,034       -115         83          0          0          0      1,756       -620
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       60.0        1.3       22.3        9.1        0.8       34.9        8.3        1.7        0.0        0.8        0.0       38.9       17.9
 
Number of Traders in Each Category                                    Total Traders:        45 
         0         10          4         13          6          4         10          5          5          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   213,907
Positions
    36,027     37,835      6,620     58,072     63,972      6,863     40,351     41,041     25,517      4,648      7,270        454     35,355     24,335
 
Changes from:       August 11, 2020                                  Total Change is:    12,165
    -3,753     14,171      1,211      1,807     -2,032        992      3,791     -1,412      2,046      1,129       -451        -46      4,987     -2,314
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       17.7        3.1       27.1       29.9        3.2       18.9       19.2       11.9        2.2        3.4        0.2       16.5       11.4
 
Number of Traders in Each Category                                    Total Traders:       115 
         7          6          8         19         23         15         25         24         16          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   170,125
Positions
     7,034     83,895      3,705     69,537      9,942     10,325     24,329     24,048     17,681      4,862        969          0     32,651     19,560
 
Changes from:       August 11, 2020                                  Total Change is:       -57
       347      1,975       -572     -2,342       -626        815     -1,904     -1,018        988        -12        -17       -772      3,396       -829
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       49.3        2.2       40.9        5.8        6.1       14.3       14.1       10.4        2.9        0.6        0.0       19.2       11.5
 
Number of Traders in Each Category                                    Total Traders:       116 
         5         10          7         35         12         19         28         18         17          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   785,166
Positions
    28,478    502,432     16,702    415,172     69,421     24,996     87,900     61,821     56,622     43,086      5,638      2,664    109,545     44,868
 
Changes from:       August 11, 2020                                  Total Change is:     8,930
     1,073      4,251        649      6,000        152      1,199     -2,771     -3,486      5,874     -9,245       -602         36      6,116        858
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       64.0        2.1       52.9        8.8        3.2       11.2        7.9        7.2        5.5        0.7        0.3       14.0        5.7
 
Number of Traders in Each Category                                    Total Traders:       297 
        11         16         16        112         29         48         54         25         31         36         13          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    24,606
Positions
       440      9,753          0      9,582      2,612      1,939          0      5,352          0        765        449          0     11,880      4,501
 
Changes from:       August 11, 2020                                  Total Change is:       319
         0        123        -32        199        -11          0          0        316          0          0          0          0        152        -77
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       39.6        0.0       38.9       10.6        7.9        0.0       21.8        0.0        3.1        1.8        0.0       48.3       18.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0         11          5          8          0          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   143,079
Positions
     6,825     38,742      2,723     47,083     39,376      5,031     37,031     23,865     10,585      1,081        521          0     32,721     22,237
 
Changes from:       August 11, 2020                                  Total Change is:     4,397
      -448      1,287        -99      3,226      4,024        123     -1,235     -1,578        920          9        443       -596      2,498       -127
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       27.1        1.9       32.9       27.5        3.5       25.9       16.7        7.4        0.8        0.4        0.0       22.9       15.5
 
Number of Traders in Each Category                                    Total Traders:        82 
         .          9          6         20          9         12         21         16         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    24,219
Positions
       521     19,031          0     12,829        994          5      9,010      1,467        101        138        929          0      1,615      1,692
 
Changes from:       August 11, 2020                                  Total Change is:       184
        48          0          0        119         97          0        105         63         -1          0          0          0        -87         25
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       78.6        0.0       53.0        4.1        0.0       37.2        6.1        0.4        0.6        3.8        0.0        6.7        7.0
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          5          0          6          4          .         10          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   135,411
Positions
     2,240     60,700        512     83,358      8,033        768     34,597     37,527      4,767      3,808     18,371         66      5,295      4,667
 
Changes from:       August 11, 2020                                  Total Change is:     3,620
       413        843          3     -1,850      1,894        179      1,363       -729      1,832      1,664        -95       -166        183       -141
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       44.8        0.4       61.6        5.9        0.6       25.5       27.7        3.5        2.8       13.6        0.0        3.9        3.4
 
Number of Traders in Each Category                                    Total Traders:       129 
         .          8          .         17         15          7         35         32         16          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    35,406
Positions
    11,126          0        106      5,957     23,685          2     12,842      6,610        381      2,623      1,728          0      2,369      2,894
 
Changes from:       August 11, 2020                                  Total Change is:     3,560
     1,046       -327          6       -100      3,200          0      1,748        628        176        740       -266          0        -56        143
 
Percent of Open Interest Represented by Each Category of Trader
      31.4        0.0        0.3       16.8       66.9        0.0       36.3       18.7        1.1        7.4        4.9        0.0        6.7        8.2
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          0          .          8          8          .          9         17          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    38,577
Positions
     6,443      9,484          0     12,408      6,290        496     13,653     16,972        606        361      1,446          6      4,604      3,277
 
Changes from:       August 11, 2020                                  Total Change is:     1,040
    -1,936      2,505          0       -437       -351        -98      3,250     -1,304        290       -130        184          0        101       -186
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       24.6        0.0       32.2       16.3        1.3       35.4       44.0        1.6        0.9        3.7        0.0       11.9        8.5
 
Number of Traders in Each Category                                    Total Traders:        91 
         6          5          0         20          8          6         27         18         11          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    13,752
Positions
       149          0          0      1,609      3,382          0     11,373      8,259          0        157        579          0        464      1,532
 
Changes from:       August 11, 2020                                  Total Change is:       349
         0          0          0       -403         71          0        589        292         -1        157        115          0          7       -128
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        0.0       11.7       24.6        0.0       82.7       60.1        0.0        1.1        4.2        0.0        3.4       11.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          0          0          .          5          0          9         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    46,571
Positions
    12,109     15,760      1,100     10,725      2,258        518     12,672      4,797        667        851     14,767          0      7,929      6,704
 
Changes from:       August 11, 2020                                  Total Change is:    -1,166
      -711        775          3     -3,474         63        124      1,360     -1,908        288        851         10          0        393       -521
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       33.8        2.4       23.0        4.8        1.1       27.2       10.3        1.4        1.8       31.7        0.0       17.0       14.4
 
Number of Traders in Each Category                                    Total Traders:        98 
        19         15          6         17          6          5         19         14          9          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    93,142
Positions
    24,219     31,519      2,200     21,449      4,516      1,036     25,345      9,594      1,334      1,701     29,534          0     15,858     13,408
 
Changes from:       August 11, 2020                                  Total Change is:    -2,331
    -1,421      1,550          5     -6,947        126        248      2,720     -3,816        577      1,701         20          0        786     -1,041
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       33.8        2.4       23.0        4.8        1.1       27.2       10.3        1.4        1.8       31.7        0.0       17.0       14.4
 
Number of Traders in Each Category                                    Total Traders:        98 
        19         15          6         17          6          5         19         14          9          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    34,604
Positions
     7,981     18,732         21     20,677      9,532      2,370      1,227      2,856          0        580        421          0      1,748        672
 
Changes from:       August 11, 2020                                  Total Change is:        27
       -15       -258          0      1,063       -371        371       -816        482          0          0          0          0       -576       -197
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       54.1        0.1       59.8       27.5        6.8        3.5        8.3        0.0        1.7        1.2        0.0        5.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         6          4          .         11          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   744,389
Positions
    87,892     88,763     46,534    262,768    127,105     62,185     43,685    105,767    134,342     18,988     85,590      4,661     83,333     89,442
 
Changes from:       August 11, 2020                                  Total Change is:     9,441
    -1,362      5,713      2,032        833       -514      2,550      1,591     -4,041      2,859       -633      3,884      1,087        485     -4,127
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       11.9        6.3       35.3       17.1        8.4        5.9       14.2       18.0        2.6       11.5        0.6       11.2       12.0
 
Number of Traders in Each Category                                    Total Traders:       620 
        33         36         43        162         93        145         73        122        103         44         57         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    49,485
Positions
     1,760     23,234        160          0          0          0      8,181      2,715     15,413      1,090          0         25     22,857      7,938
 
Changes from:       August 11, 2020                                  Total Change is:     1,147
        94      1,700          6          0          0          0        779        343       -535      1,028          0         -8       -216       -359
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       47.0        0.3        0.0        0.0        0.0       16.5        5.5       31.1        2.2        0.0        0.1       46.2       16.0
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          6          .          0          0          0          9          9         16          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    14,007
Positions
     8,284      7,066          3      3,197      3,335          0        227      2,016         17          0          0          0      2,279      1,570
 
Changes from:       August 11, 2020                                  Total Change is:      -892
     1,114      1,642        -13        721     -2,179          0         -1       -369          1          0          0          0     -2,714         26
 
Percent of Open Interest Represented by Each Category of Trader
      59.1       50.4        0.0       22.8       23.8        0.0        1.6       14.4        0.1        0.0        0.0        0.0       16.3       11.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          7          .          9          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 3,474,521
Positions
   483,685    380,670    178,848  1,313,841    635,524    310,924    217,339    555,075    554,829     94,569    433,027     18,104    302,381    407,520
 
Changes from:       August 11, 2020                                  Total Change is:    41,468
       369     27,710      2,481      4,167     -2,570     12,748        679    -25,303     20,350     -3,230     24,494        401      3,505    -18,843
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       11.0        5.1       37.8       18.3        8.9        6.3       16.0       16.0        2.7       12.5        0.5        8.7       11.7
 
Number of Traders in Each Category                                    Total Traders:       615 
        35         34         41        162         93        145         74        117         97         43         57         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                              
CFTC Code #13874N                                                    Open Interest is   231,370
Positions
   122,773    124,272    102,398          0          0          0      4,499      1,000      1,700          0          0          0          0      2,000
 
Changes from:       August 11, 2020                                  Total Change is:         0
         0          0          0          0          0          0          0          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       53.7       44.3        0.0        0.0        0.0        1.9        0.4        0.7        0.0        0.0        0.0        0.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         9          8          9          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   181,719
Positions
         0      2,998          0     18,504          0          0    137,129    103,295      1,080      3,226      3,043          0     21,780     71,303
 
Changes from:       August 11, 2020                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.6        0.0       10.2        0.0        0.0       75.5       56.8        0.6        1.8        1.7        0.0       12.0       39.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0          .          0          0          6          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    57,694
Positions
     6,660      8,203         11     37,985     39,562      1,221      2,013      3,949        307          0          0          0      9,497      4,441
 
Changes from:       August 11, 2020                                  Total Change is:     1,277
    -1,252      1,644          4      2,039       -880       -313        233        596          6          0          0          0        560        220
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       14.2        0.0       65.8       68.6        2.1        3.5        6.8        0.5        0.0        0.0        0.0       16.5        7.7
 
Number of Traders in Each Category                                    Total Traders:        72 
         7          6          .         30         17         10          6          6          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    53,376
Positions
     8,562      9,053        553     17,249      5,599      1,202      8,027     19,116      6,893      2,129      3,071        112      8,649      7,777
 
Changes from:       August 11, 2020                                  Total Change is:      -445
    -3,294        864         23      4,009       -936       -398     -1,726       -441        426        124        -40        -59        450        116
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       17.0        1.0       32.3       10.5        2.3       15.0       35.8       12.9        4.0        5.8        0.2       16.2       14.6
 
Number of Traders in Each Category                                    Total Traders:       307 
        23         24         11         80         42         47         44         57         31         12         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   266,880
Positions
    42,812     45,263      2,765     86,245     27,996      6,011     40,133     95,579     34,465     10,646     15,354        561     43,243     38,886
 
Changes from:       August 11, 2020                                  Total Change is:    -2,223
   -16,470      4,318        117     20,047     -4,679     -1,992     -8,629     -2,207      2,130        621       -198       -295      2,248        581
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       17.0        1.0       32.3       10.5        2.3       15.0       35.8       12.9        4.0        5.8        0.2       16.2       14.6
 
Number of Traders in Each Category                                    Total Traders:       307 
        23         24         11         80         42         47         44         57         31         12         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    75,489
Positions
     2,049        771          0          0          0          0     60,419      5,251        311      2,786      1,914          0      9,924     67,242
 
Changes from:       August 11, 2020                                  Total Change is:    12,614
       487         67          0          0          0          0     30,975    -40,322        -15      2,194        387          0    -21,027     52,497
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        1.0        0.0        0.0        0.0        0.0       80.0        7.0        0.4        3.7        2.5        0.0       13.1       89.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0          0          0          0         10          .          .          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   509,501
Positions
    76,196     54,465      4,569    263,681    203,123     52,002     73,269     96,129      8,686      8,061     66,675         45     22,991     23,806
 
Changes from:       August 11, 2020                                  Total Change is:      -802
   -11,058      2,295      2,106      7,382     -6,726      1,220       -671       -621       -275        236      1,623         -1        260       -423
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       10.7        0.9       51.8       39.9       10.2       14.4       18.9        1.7        1.6       13.1        0.0        4.5        4.7
 
Number of Traders in Each Category                                    Total Traders:       338 
        31         19          4         93         60         57         39         60         26         12         24          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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    37,203
Positions
     4,892     13,524        510     15,586      4,760        495      6,838      2,857         23        699      1,968          0      8,160     13,066
 
Changes from:       August 11, 2020                                  Total Change is:      -352
       327        310        160       -504         63        -24        812        454         -1         20      1,129          0     -1,142     -2,443
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       36.4        1.4       41.9       12.8        1.3       18.4        7.7        0.1        1.9        5.3        0.0       21.9       35.1
 
Number of Traders in Each Category                                    Total Traders:        58 
         7          9          .         13          8          6         10          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   457,284
Positions
    44,966    263,498      5,091    349,484    120,980     28,947     18,107     27,275        869      1,142      4,640          0      8,678      5,984
 
Changes from:       August 11, 2020                                  Total Change is:     7,258
       472      4,382     -1,884      7,818     -3,390       -852        791      6,159          0       -242      3,088          0      1,155       -245
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       57.6        1.1       76.4       26.5        6.3        4.0        6.0        0.2        0.2        1.0        0.0        1.9        1.3
 
Number of Traders in Each Category                                    Total Traders:       179 
        14         13          6         69         44         38         16         15          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 1,222,157
Positions
    61,995    581,779      3,242    884,070    268,476    128,480     70,833    116,418      7,234     25,766    101,836      2,372     38,165     12,320
 
Changes from:       August 11, 2020                                  Total Change is:    41,790
   -13,982      4,127        -42     58,012    -16,202       -872      1,590     37,935       -108     -2,649     20,535         -6       -153     -3,577
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       47.6        0.3       72.3       22.0       10.5        5.8        9.5        0.6        2.1        8.3        0.2        3.1        1.0
 
Number of Traders in Each Category                                    Total Traders:       417 
        22         22          8        176         67         85         48         40         18         29         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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   178,255
Positions
    39,665    135,153     33,718     24,880          0      2,486     67,496          0      6,555      3,052         65        148        255        130
 
Changes from:       August 11, 2020                                  Total Change is:    10,889
       754     13,123     -2,137          0          0          0     12,154          0        -97        210          0          0          5          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       75.8       18.9       14.0        0.0        1.4       37.9        0.0        3.7        1.7        0.0        0.1        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        83 
        10         20         19         13          0          .         29          0          4          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 1,335,609
Positions
     4,508    125,954     36,695    596,209    194,611    236,729     62,889    404,630    158,023     60,680     25,181      7,060    172,817    146,726
 
Changes from:       August 11, 2020                                  Total Change is:    34,257
      -398     12,436      3,514     20,599      1,062      9,641     -1,066      4,607      8,444      2,243      1,828       -378     -8,342     -6,897
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        9.4        2.7       44.6       14.6       17.7        4.7       30.3       11.8        4.5        1.9        0.5       12.9       11.0
 
Number of Traders in Each Category                                    Total Traders:       189 
         6         16         16         62         30         50         23         35         42          7         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 1,089,616
Positions
    26,757    143,999      4,683    567,518    147,064    182,905     71,863    463,961     20,015     64,920     18,551          0    150,955    108,438
 
Changes from:       August 11, 2020                                  Total Change is:    37,871
       289     12,279      1,117     19,048      7,301     -5,495      2,605      5,754     15,316      2,921      1,084          0      2,070        515
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       13.2        0.4       52.1       13.5       16.8        6.6       42.6        1.8        6.0        1.7        0.0       13.9       10.0
 
Number of Traders in Each Category                                    Total Traders:       138 
         .         12          .         63         19         58          7         25         12          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,117,811
Positions
    75,094    205,136     13,163  1,009,619    511,779    257,274    342,291    915,345     40,365    204,708     76,637      1,390    173,908     96,722
 
Changes from:       August 11, 2020                                  Total Change is:   -66,896
     5,638    -32,669       -131    -39,558     20,660     -1,607    -12,205    -58,392      6,212    -22,452        265          1     -2,795     -1,235
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        9.7        0.6       47.7       24.2       12.1       16.2       43.2        1.9        9.7        3.6        0.1        8.2        4.6
 
Number of Traders in Each Category                                    Total Traders:       303 
        14         27          9        105         28         65         52         45         35         23          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,100,601
Positions
   182,184    250,040    210,803  1,398,667  1,180,891    686,154    464,204    848,578    412,264    270,172     88,250     60,227    415,925    363,394
 
Changes from:       August 11, 2020                                  Total Change is:    71,684
   -83,114       -100     73,778    -16,939     -2,570     16,319    -42,833    -54,327     43,560     72,534     -9,323     21,172    -12,794    -16,826
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        6.1        5.1       34.1       28.8       16.7       11.3       20.7       10.1        6.6        2.2        1.5       10.1        8.9
 
Number of Traders in Each Category                                    Total Traders:       413 
        21         38         42        111         77        112         62         66         83         27         11         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,041,668
Positions
    65,362     35,110      7,070    301,851    362,562    126,663    375,602    295,413     10,546     37,559     11,776          0    117,015    192,528
 
Changes from:       August 11, 2020                                  Total Change is:     8,228
     1,682      3,633     -1,164        920     -8,149      6,614     -5,217      1,469        -59        160        -31          0      5,292      5,915
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        3.4        0.7       29.0       34.8       12.2       36.1       28.4        1.0        3.6        1.1        0.0       11.2       18.5
 
Number of Traders in Each Category                                    Total Traders:       110 
         .          9          5         27         40         42         16         12         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,643,838
Positions
    77,926    318,737     47,184  1,601,646    669,914    598,237    418,806  1,296,315    241,582    311,842    166,606     14,060    332,556    291,203
 
Changes from:       August 11, 2020                                  Total Change is:    35,193
   -24,078        -32      2,472    -26,529      1,687     24,148     10,095    -49,362     43,092      3,737     11,970      1,547        709       -329
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        8.7        1.3       44.0       18.4       16.4       11.5       35.6        6.6        8.6        4.6        0.4        9.1        8.0
 
Number of Traders in Each Category                                    Total Traders:       304 
        12         27         20         91         53         88         41         50         55         14         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,507,804
Positions
   237,827    250,154    362,983     10,218      7,574     39,569    573,609    575,297    230,854     24,488      6,647          0     28,256     34,726
 
Changes from:       August 11, 2020                                  Total Change is:     6,828
    -7,055     24,872      4,292      1,656       -203       -756       -816    -20,274      1,476      6,504        127       -761      2,288     -1,945
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       16.6       24.1        0.7        0.5        2.6       38.0       38.2       15.3        1.6        0.4        0.0        1.9        2.3
 
Number of Traders in Each Category                                    Total Traders:       110 
        24         22         35          .          .          .         23         26         34          5          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is21,021,694
Positions
 1,697,590  1,673,775  4,316,092    316,405    290,363  1,191,243    937,275    951,254 11,439,262    195,131    110,585    241,433    687,263    807,687
 
Changes from:       August 11, 2020                                  Total Change is:  -342,633
    85,660     14,580   -123,867    -44,720      1,613    -34,241     15,808     26,134   -216,829     15,055     -3,473      9,613    -49,112    -16,162
 
Percent of Open Interest Represented by Each Category of Trader
       8.1        8.0       20.5        1.5        1.4        5.7        4.5        4.5       54.4        0.9        0.5        1.1        3.3        3.8
 
Number of Traders in Each Category                                    Total Traders:       268 
        34         44         69         16         15         26         59         56         99         22         14         23
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   194,163
Positions
    13,650     72,277     25,359      1,268     12,991      9,736    114,524     43,689     28,429         39        527      1,010        148        145
 
Changes from:       August 11, 2020                                  Total Change is:    22,215
       768     13,921      1,748         33      1,872        337     13,262     -1,765      5,708          2        -23        380        -24         36
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       37.2       13.1        0.7        6.7        5.0       59.0       22.5       14.6        0.0        0.3        0.5        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        65 
         6         16         11          .          .          .         14         16         23          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   169,301
Positions
    21,230     81,795     17,192      5,004        705        798     91,968     45,837     22,056     10,168          0        759        126        159
 
Changes from:       August 11, 2020                                  Total Change is:    12,147
     2,717      9,918        431         29          0          0       -122     -2,920      4,598      4,284        -82        139         71         63
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       48.3       10.2        3.0        0.4        0.5       54.3       27.1       13.0        6.0        0.0        0.4        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        80 
         8         25         13          .          .          .         15         23         24          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    74,705
Positions
         0     20,442          0      2,000      2,450          0          0     21,730     29,242     43,431        500          0         32        341
 
Changes from:       August 11, 2020                                  Total Change is:     1,105
         0        384          0          0          0          0          0       -363      1,110          0          0          0         -5        -26
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       27.4        0.0        2.7        3.3        0.0        0.0       29.1       39.1       58.1        0.7        0.0        0.0        0.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          4          0          .          5          0          0          4          .          7          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    15,501
Positions
         0        580          0        296        585        214      5,981      8,839      1,091      2,746      2,409      1,213      3,960        570
 
Changes from:       August 11, 2020                                  Total Change is:     1,532
         0          0          0         90         90         58       -635        881         97        840       -257        604        478         59
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        3.7        0.0        1.9        3.8        1.4       38.6       57.0        7.0       17.7       15.5        7.8       25.5        3.7
 
Number of Traders in Each Category                                    Total Traders:        96 
         0          .          0          4          .          .         32         16         12         32          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    34,951
Positions
     3,539          0          0      5,167      7,316        931     18,627     18,810      1,249      2,321      2,069         21      3,096      4,555
 
Changes from:       August 11, 2020                                  Total Change is:       441
     2,362          0          0         84        111        -36     -1,166       -810        -43       -736        430         -1        -24        790
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        0.0        0.0       14.8       20.9        2.7       53.3       53.8        3.6        6.6        5.9        0.1        8.9       13.0
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          0          0          4          9          .         14         31          9         13         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   308,695
Positions
    17,497      8,610     18,244    116,796     64,577     25,349     42,625    101,697     47,363      7,219      5,180     12,409     21,193     25,266
 
Changes from:       August 11, 2020                                  Total Change is:    16,932
    -1,154     -5,639      1,729     -4,250      3,843      5,167      6,554      1,121      6,771        -18      2,909      1,162        971       -131
 
Percent of Open Interest Represented by Each Category of Trader
       5.7        2.8        5.9       37.8       20.9        8.2       13.8       32.9       15.3        2.3        1.7        4.0        6.9        8.2
 
Number of Traders in Each Category                                    Total Traders:       167 
        13         11         19         14         30         18         27         49         49          6         13         13
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2020                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    20,993
Positions
     2,546        817          0     16,205      4,936        811        489     14,300          0        602          0          0        340        129
 
Changes from:       August 11, 2020                                  Total Change is:      -237
      -400        107       -107        280       -729       -143        -15        541          0          0          0          0        148         94
 
Percent of Open Interest Represented by Each Category of Trader
      12.1        3.9        0.0       77.2       23.5        3.9        2.3       68.1        0.0        2.9        0.0        0.0        1.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          8          5          .          .          6          0          8          0          0
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Updated August 21, 2020