Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   149,555
Positions
    13,399     44,300      4,129     51,703     23,118      4,329     18,914     40,920     11,662     11,484      1,135         10     33,924     19,953
 
Changes from:       September 1, 2020                                Total Change is:    -8,936
    -4,693      4,846     -1,824      5,043       -465     -1,773        149     -7,782     -1,155       -463        -92       -251     -3,969       -439
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       29.6        2.8       34.6       15.5        2.9       12.6       27.4        7.8        7.7        0.8        0.0       22.7       13.3
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          9          8         24         12         12         19         24         14         12          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    53,911
Positions
         0     28,049        613     11,827      6,471        482     17,927      4,845      1,114          0        484          9     21,939     11,844
 
Changes from:       September 1, 2020                                Total Change is:    -2,291
         0     -1,955       -254       -553       -849       -300       -154       -206         64          0         -1          1     -1,095      1,209
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       52.0        1.1       21.9       12.0        0.9       33.3        9.0        2.1        0.0        0.9        0.0       40.7       22.0
 
Number of Traders in Each Category                                    Total Traders:        45 
         0          9          5         11          7          5          9          8          6          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   220,083
Positions
    34,174     36,114     28,540     52,591     61,412      7,585     35,797     25,624     25,340      4,097      6,882        510     31,450     28,079
 
Changes from:       September 1, 2020                                Total Change is:     3,253
      -643     -9,289     21,232     -2,969      3,254     -2,240     -1,941     -9,533     -3,589       -534       -423         95     -6,158      3,746
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       16.4       13.0       23.9       27.9        3.4       16.3       11.6       11.5        1.9        3.1        0.2       14.3       12.8
 
Number of Traders in Each Category                                    Total Traders:       109 
         8          7         13         19         24         16         20         19         15          6          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   169,434
Positions
     5,224     77,952      3,465     71,526     11,738      8,693     22,039     26,850     20,308      7,952        973          0     30,228     19,456
 
Changes from:       September 1, 2020                                Total Change is:     2,583
      -909     -7,297        -21     -3,300       -603      1,252        703      5,607      3,631         90         -8          0      1,137         23
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       46.0        2.0       42.2        6.9        5.1       13.0       15.8       12.0        4.7        0.6        0.0       17.8       11.5
 
Number of Traders in Each Category                                    Total Traders:       115 
         4         10          8         35         12         18         22         24         18          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   742,850
Positions
    29,375    467,205     17,601    400,539     85,939     22,861     78,417     53,298     39,152     49,488      5,638      2,487    102,930     48,670
 
Changes from:       September 1, 2020                                Total Change is:   -34,485
    -2,280    -19,650     -3,365     -8,293      3,998     -2,001       -186        453    -15,286     -1,346       -159        -86     -1,642      1,611
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       62.9        2.4       53.9       11.6        3.1       10.6        7.2        5.3        6.7        0.8        0.3       13.9        6.6
 
Number of Traders in Each Category                                    Total Traders:       298 
        12         15         19        106         33         46         51         28         31         37         15         10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    24,671
Positions
       440      9,762          0      7,971      2,422      2,133          0      4,617          0        765        449          0     13,362      5,288
 
Changes from:       September 1, 2020                                Total Change is:       175
         0          0          0     -1,092       -252        202          0       -690        -30          0          0          0      1,095        945
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       39.6        0.0       32.3        9.8        8.6        0.0       18.7        0.0        3.1        1.8        0.0       54.2       21.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          9          5          7          0          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   155,493
Positions
     6,240     41,427      3,797     54,174     41,297      4,659     38,969     28,984     14,169      1,675      1,127        190     31,620     19,844
 
Changes from:       September 1, 2020                                Total Change is:    -3,713
      -286     -1,999        988       -423        882     -1,371     -1,979     -1,313        374       -460       -354        190       -745     -1,110
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       26.6        2.4       34.8       26.6        3.0       25.1       18.6        9.1        1.1        0.7        0.1       20.3       12.8
 
Number of Traders in Each Category                                    Total Traders:        96 
         .          9          7         23         10         15         18         26         19          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    25,478
Positions
       799     18,726         14      9,379      2,194         21     12,414      1,037        355        902      1,165          0      1,594      1,966
 
Changes from:       September 1, 2020                                Total Change is:       925
       330       -125         14       -789        514         16      1,059       -117         92          0         29          0        203        502
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       73.5        0.1       36.8        8.6        0.1       48.7        4.1        1.4        3.5        4.6        0.0        6.3        7.7
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          .          6          5          .         10          7          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   150,838
Positions
     3,557     60,559        597     78,585      5,943        748     45,176     45,554     13,930      2,406     19,400        158      5,681      3,949
 
Changes from:       September 1, 2020                                Total Change is:    16,970
       250        496         -1        643       -792         27      7,561      8,759      8,236        162        653          1         90       -410
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       40.1        0.4       52.1        3.9        0.5       30.0       30.2        9.2        1.6       12.9        0.1        3.8        2.6
 
Number of Traders in Each Category                                    Total Traders:       141 
         .          6          .         20         12          6         44         35         16          7         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    38,363
Positions
    19,520        112        134      6,423     27,466          2      7,774      5,211        648      1,843      2,000          0      2,019      2,790
 
Changes from:       September 1, 2020                                Total Change is:   -21,937
     6,953        -94    -18,069        756     -2,712          0     -9,504       -552         52     -1,101       -110          0     -1,024       -452
 
Percent of Open Interest Represented by Each Category of Trader
      50.9        0.3        0.3       16.7       71.6        0.0       20.3       13.6        1.7        4.8        5.2        0.0        5.3        7.3
 
Number of Traders in Each Category                                    Total Traders:        55 
         .          .          .         10          8          .         10         14          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    44,059
Positions
     7,355      8,397      3,522     10,948      9,180        741     13,635     15,090      2,763        135      1,010         42      4,918      3,314
 
Changes from:       September 1, 2020                                Total Change is:     3,799
       -20     -1,745      3,522       -777        776         13       -815       -918      2,305          0       -193          4       -433         35
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       19.1        8.0       24.8       20.8        1.7       30.9       34.2        6.3        0.3        2.3        0.1       11.2        7.5
 
Number of Traders in Each Category                                    Total Traders:        91 
         6          6          4         18          9          5         31         16         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    14,052
Positions
       160          0        166      1,943      2,300          0      8,414      7,387      2,648          0        254          0        721      1,297
 
Changes from:       September 1, 2020                                Total Change is:     1,491
         0          0        166         60       -969          0     -1,031        210      2,259       -100          0          0        137       -175
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        0.0        1.2       13.8       16.4        0.0       59.9       52.6       18.8        0.0        1.8        0.0        5.1        9.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          0          .          .          4          0          8          7          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    36,992
Positions
    12,692      8,260      1,120      5,020      2,465        936      8,829      3,387        140        197     14,763          0      8,058      5,921
 
Changes from:       September 1, 2020                                Total Change is:    -4,286
       702     -1,841         60     -1,824        -77       -402     -2,106     -1,256       -186       -192        356          0       -339       -941
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       22.3        3.0       13.6        6.7        2.5       23.9        9.2        0.4        0.5       39.9        0.0       21.8       16.0
 
Number of Traders in Each Category                                    Total Traders:        84 
        19         12          7         16          5          8         15         11          4          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    73,984
Positions
    25,383     16,520      2,240     10,040      4,930      1,872     17,659      6,773        281        393     29,526          0     16,117     11,842
 
Changes from:       September 1, 2020                                Total Change is:    -8,571
     1,404     -3,681        120     -3,648       -153       -804     -4,211     -2,512       -371       -383        711          0       -678     -1,881
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       22.3        3.0       13.6        6.7        2.5       23.9        9.2        0.4        0.5       39.9        0.0       21.8       16.0
 
Number of Traders in Each Category                                    Total Traders:        84 
        19         12          7         16          5          8         15         11          4          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    30,662
Positions
     7,144     16,754         21     17,203      8,865      2,131      1,264      1,935          0        480        421          0      2,419        535
 
Changes from:       September 1, 2020                                Total Change is:      -672
      -123          0          0        185          0          0       -914       -416          0          0          0          0        180       -256
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       54.6        0.1       56.1       28.9        6.9        4.1        6.3        0.0        1.6        1.4        0.0        7.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        28 
         7          4          .         11          .          4          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   761,827
Positions
    84,060     96,938     49,428    250,491    126,989     64,390     51,276     91,148    153,543     20,606     79,306      3,931     84,101     96,153
 
Changes from:       September 1, 2020                                Total Change is:    -6,565
    -3,647      6,412        355    -13,879      2,025      2,746      1,307    -16,839      2,957      1,488     -7,993       -468      2,576      4,240
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       12.7        6.5       32.9       16.7        8.5        6.7       12.0       20.2        2.7       10.4        0.5       11.0       12.6
 
Number of Traders in Each Category                                    Total Traders:       601 
        33         37         47        153         98        144         77        107        101         42         53         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    57,667
Positions
     3,975     25,750        152          0          0          0     13,191      5,341     17,393        344          0         30     22,581      8,999
 
Changes from:       September 1, 2020                                Total Change is:     4,580
       877      2,426        -19          0          0          0      1,238        597         -3        257          0          3      2,227      1,576
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       44.7        0.3        0.0        0.0        0.0       22.9        9.3       30.2        0.6        0.0        0.1       39.2       15.6
 
Number of Traders in Each Category                                    Total Traders:        30 
         4          6          .          0          0          0         11          5         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    12,043
Positions
     4,727      5,856          0      5,568      4,309        128          0        961          0          0          0          0      1,620        789
 
Changes from:       September 1, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       48.6        0.0       46.2       35.8        1.1        0.0        8.0        0.0        0.0        0.0        0.0       13.5        6.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          9          0          4          .          .          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    17,199
Positions
    11,446      4,010         23      2,518      7,619          0      1,074      1,986         24          0          0          0      2,114      3,537
 
Changes from:       September 1, 2020                                Total Change is:       751
       450       -721          0       -718        826          0        854         64          0          0          0          0        165        582
 
Percent of Open Interest Represented by Each Category of Trader
      66.6       23.3        0.1       14.6       44.3        0.0        6.2       11.5        0.1        0.0        0.0        0.0       12.3       20.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          5          .          7          .          0          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 3,520,800
Positions
   444,468    399,982    202,335  1,252,457    634,946    321,952    268,139    506,746    603,037    101,311    396,531     19,503    307,598    435,768
 
Changes from:       September 1, 2020                                Total Change is:   -55,726
   -41,840        714     21,090    -69,396     10,124     13,731     13,256    -74,265      1,884      6,158    -39,966     -2,357      1,747     13,318
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       11.4        5.7       35.6       18.0        9.1        7.6       14.4       17.1        2.9       11.3        0.6        8.7       12.4
 
Number of Traders in Each Category                                    Total Traders:       596 
        35         35         45        153         98        144         75        106         96         41         53         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is     9,513
Positions
     1,691      6,619          0      5,008      1,623          0        762        499         14          0          0          0      2,038        758
 
Changes from:       September 1, 2020                                Total Change is:       566
      -300        379          0        610          0          0        204        212          0          0          0          0         52        -25
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       69.6        0.0       52.6       17.1        0.0        8.0        5.2        0.1        0.0        0.0        0.0       21.4        8.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          9          0          5          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    11,037
Positions
       412      8,473        129      8,776        400         36          0        342          0          0          0          0      1,684      1,657
 
Changes from:       September 1, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       76.8        1.2       79.5        3.6        0.3        0.0        3.1        0.0        0.0        0.0        0.0       15.3       15.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          9          .          9          .          .          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                              
CFTC Code #13874N                                                    Open Interest is   232,370
Positions
   121,773    123,272    104,398          0          0          0      4,499      1,000      1,700          0          0          0          0      2,000
 
Changes from:       September 1, 2020                                Total Change is:     1,000
    -1,000     -1,000      2,000          0          0          0          0          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       53.0       44.9        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 September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    56,357
Positions
     5,820      7,888        344     36,396     41,053      1,171      3,442      1,576         15          0          0          0      9,169      4,310
 
Changes from:       September 1, 2020                                Total Change is:    -1,128
      -453     -1,373        302     -1,089      2,783        131        709     -2,547       -304          0          0          0       -424       -120
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       14.0        0.6       64.6       72.8        2.1        6.1        2.8        0.0        0.0        0.0        0.0       16.3        7.6
 
Number of Traders in Each Category                                    Total Traders:        73 
         7          7          .         30         17         12          8          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    59,584
Positions
     9,038      8,109        812     13,837      7,518      1,123     11,205     15,893      8,458      2,462      9,516        160     12,489      7,995
 
Changes from:       September 1, 2020                                Total Change is:     2,459
       238       -680       -115     -2,797        866        144      1,281     -3,875        505        227      6,200        -29      3,006       -558
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       13.6        1.4       23.2       12.6        1.9       18.8       26.7       14.2        4.1       16.0        0.3       21.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       300 
        22         22         17         63         48         36         57         51         40         12         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   297,921
Positions
    45,190     40,545      4,061     69,183     37,589      5,617     56,024     79,464     42,289     12,312     47,582        800     62,445     39,974
 
Changes from:       September 1, 2020                                Total Change is:    12,297
     1,191     -3,399       -576    -13,984      4,332        719      6,404    -19,373      2,523      1,136     31,002       -144     15,028     -2,788
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       13.6        1.4       23.2       12.6        1.9       18.8       26.7       14.2        4.1       16.0        0.3       21.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       300 
        22         22         17         63         48         36         57         51         40         12         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   101,882
Positions
     1,432        641          9          0          0          0     71,561     20,336      2,082      3,008        370          0     23,790     78,444
 
Changes from:       September 1, 2020                                Total Change is:     6,759
       681         35          9          0          0          0     -7,387    -16,682      1,728        383       -194          0     11,345     21,863
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        0.6        0.0        0.0        0.0        0.0       70.2       20.0        2.0        3.0        0.4        0.0       23.4       77.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          0          0          0         11          .          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   509,276
Positions
    80,232     50,748      5,190    246,390    198,222     59,321     79,179     99,110      7,139      9,582     68,682         52     22,189     20,812
 
Changes from:       September 1, 2020                                Total Change is:     1,973
     7,138        -75        174     -4,518      9,802      1,630     -1,223     -9,525       -348      1,478        193        -28     -2,330        150
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       10.0        1.0       48.4       38.9       11.6       15.5       19.5        1.4        1.9       13.5        0.0        4.4        4.1
 
Number of Traders in Each Category                                    Total Traders:       342 
        32         18          5         91         60         55         46         59         28         14         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is     8,472
Positions
       229      4,743          0      2,956      1,603          0      4,403      1,606         34          0          0          0        850        486
 
Changes from:       September 1, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       56.0        0.0       34.9       18.9        0.0       52.0       19.0        0.4        0.0        0.0        0.0       10.0        5.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          5          0          5          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    16,671
Positions
         0      6,101          0      8,033        908          4      2,196      2,874      1,360          0      1,220        275      4,803      3,929
 
Changes from:       September 1, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.6        0.0       48.2        5.4        0.0       13.2       17.2        8.2        0.0        7.3        1.6       28.8       23.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          7          .          .          6          .          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    47,233
Positions
     4,751     12,407      4,218     15,271      5,349        263      6,477      5,882      2,271      1,292      1,172        210     12,480     15,461
 
Changes from:       September 1, 2020                                Total Change is:     5,336
      -250       -115      2,605        112        106         47     -3,399     -1,909      1,809       -153     -1,380        210      4,355      3,963
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       26.3        8.9       32.3       11.3        0.6       13.7       12.5        4.8        2.7        2.5        0.4       26.4       32.7
 
Number of Traders in Each Category                                    Total Traders:        65 
         5          9          4         12          8          7         13         14         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   445,925
Positions
    46,650    261,134      6,665    321,949    122,134     34,362     24,388     11,974        668      2,257      2,843          0      8,986      6,145
 
Changes from:       September 1, 2020                                Total Change is:    -1,893
    -2,576     -5,381      1,390     -5,978      1,681      1,170      3,483        -96       -111        407       -417          0        322       -129
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       58.6        1.5       72.2       27.4        7.7        5.5        2.7        0.1        0.5        0.6        0.0        2.0        1.4
 
Number of Traders in Each Category                                    Total Traders:       177 
        16         12          7         69         43         42         19          8          4          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                          
CFTC Code #244042                                                    Open Interest is 1,206,533
Positions
    66,315    620,711      4,188    846,253    274,384    130,450     79,001     56,538      7,956     37,575     96,882      2,484     32,311     12,940
 
Changes from:       September 1, 2020                                Total Change is:    -4,347
     7,347      5,847        635    -25,219     -1,536      1,962      7,027    -15,943      1,010      8,698      3,113     -1,340     -4,467      1,905
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       51.4        0.3       70.1       22.7       10.8        6.5        4.7        0.7        3.1        8.0        0.2        2.7        1.1
 
Number of Traders in Each Category                                    Total Traders:       419 
        25         23         11        176         66         85         59         31         18         25         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   184,396
Positions
    41,436    142,776     32,218     24,049          0      2,486     74,780        503      6,072      2,985         65        148        222        128
 
Changes from:       September 1, 2020                                Total Change is:      -367
       729        -51       -835        393          0          0       -263        503         17       -408          0          0          0         -1
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       77.4       17.5       13.0        0.0        1.3       40.6        0.3        3.3        1.6        0.0        0.1        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        84 
        10         20         17         14          0          .         28          .          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,309,648
Positions
     3,103    128,159     28,334    635,659    192,526    223,138     64,642    436,740    109,027     62,537     27,714      8,947    174,261    155,062
 
Changes from:       September 1, 2020                                Total Change is:    34,065
       599      5,286      5,411     29,612      3,060     -6,846        536     18,988     10,952        322        194        511     -7,034     -3,492
 
Percent of Open Interest Represented by Each Category of Trader
       0.2        9.8        2.2       48.5       14.7       17.0        4.9       33.3        8.3        4.8        2.1        0.7       13.3       11.8
 
Number of Traders in Each Category                                    Total Traders:       177 
         4         16         14         60         29         50         17         33         34          7         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is   997,114
Positions
    25,088     76,454        368    538,786    158,977    164,254     47,402    406,526     40,383     44,421     19,292          0    136,412    130,860
 
Changes from:       September 1, 2020                                Total Change is:   -21,454
      -331     -7,530        349    -12,801        154        645      4,438    -13,604     -5,713     -2,950      2,674          0     -5,091      1,571
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        7.7        0.0       54.0       15.9       16.5        4.8       40.8        4.0        4.5        1.9        0.0       13.7       13.1
 
Number of Traders in Each Category                                    Total Traders:       128 
         .          9          .         59         17         51          6         27         11          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,992,458
Positions
    35,545    162,701      6,943    930,734    446,830    260,298    327,024    873,297     75,759    184,395     70,837        889    170,870     94,905
 
Changes from:       September 1, 2020                                Total Change is:   -57,622
   -23,267     -4,312     -5,089      6,436    -37,053      8,780    -35,629     -9,901    -12,259        944      1,143         22      2,439      1,046
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        8.2        0.3       46.7       22.4       13.1       16.4       43.8        3.8        9.3        3.6        0.0        8.6        4.8
 
Number of Traders in Each Category                                    Total Traders:       289 
        14         25          9        106         26         66         50         41         32         20          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,834,988
Positions
   206,683    253,460    137,231  1,351,412  1,123,893    683,332    412,511    735,262    374,888    224,958     86,951     42,165    401,808    397,805
 
Changes from:       September 1, 2020                                Total Change is:    26,600
     9,495     -4,265     11,294     13,637    -19,891     15,797    -22,877     17,814     -4,113    -12,296         92      6,781      8,882      3,091
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        6.6        3.6       35.2       29.3       17.8       10.8       19.2        9.8        5.9        2.3        1.1       10.5       10.4
 
Number of Traders in Each Category                                    Total Traders:       377 
        18         32         33        100         73        107         46         71         79         23         14          9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   973,523
Positions
    61,583     36,217      6,056    282,598    338,300    103,370    306,106    248,399     40,433     54,735      6,292          0    118,642    194,456
 
Changes from:       September 1, 2020                                Total Change is:   -26,666
     3,968      2,422        501    -22,040      7,836        928     -6,804     -4,195    -13,712      5,535     -3,500          0      4,958    -16,946
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        3.7        0.6       29.0       34.8       10.6       31.4       25.5        4.2        5.6        0.6        0.0       12.2       20.0
 
Number of Traders in Each Category                                    Total Traders:       108 
         .          5          5         25         44         41         19          8         15          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,361,870
Positions
    96,516    226,710     30,270  1,399,965    602,366    560,888    357,951  1,275,000    212,167    356,914    157,198      7,104    340,096    290,165
 
Changes from:       September 1, 2020                                Total Change is:   -28,542
    18,661      5,528     -1,455    -14,791      9,285      1,241    -21,567    -16,195    -10,068     -2,580       -359        431      1,585    -16,951
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        6.7        0.9       41.6       17.9       16.7       10.6       37.9        6.3       10.6        4.7        0.2       10.1        8.6
 
Number of Traders in Each Category                                    Total Traders:       284 
        11         24         16         89         47         82         39         50         49         13         11          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,418,824
Positions
   255,956    254,590    327,490     19,564      6,244     30,835    484,470    501,349    259,195     11,197      5,746        935     29,182     32,440
 
Changes from:       September 1, 2020                                Total Change is:    57,895
       768     10,123     16,845     -2,931          0      1,529     16,453      6,648     23,281        193         -3        180      1,577       -708
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       17.9       23.1        1.4        0.4        2.2       34.1       35.3       18.3        0.8        0.4        0.1        2.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       109 
        29         15         36          .          4          .         27         22         36          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is21,414,270
Positions
 1,801,589  1,725,523  4,346,762    272,712    358,333  1,210,505  1,056,524    891,407 11,661,777    124,176    130,468    274,437    665,789    815,058
 
Changes from:       September 1, 2020                                Total Change is:  -167,891
    49,207     66,033    -27,226    -26,814     28,363    -35,459      3,289   -144,270    -91,240     -2,042        993     14,400    -52,005     20,515
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        8.1       20.3        1.3        1.7        5.7        4.9        4.2       54.5        0.6        0.6        1.3        3.1        3.8
 
Number of Traders in Each Category                                    Total Traders:       276 
        34         45         70         17         15         26         68         50         97         23         16         22
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   207,950
Positions
    11,997     86,749     25,873      1,313     13,526     10,327    130,559     43,124     25,996        125        242      1,464        296        648
 
Changes from:       September 1, 2020                                Total Change is:     7,356
       438      3,765        919         46          0          0      3,217        884      1,794         48     -1,358        799         95        553
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       41.7       12.4        0.6        6.5        5.0       62.8       20.7       12.5        0.1        0.1        0.7        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        67 
         6         18         11          .          .          .         15         18         24          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   145,938
Positions
     8,425     73,905     17,794      3,087        716      1,872     79,435     27,892     22,856     11,698          0        672         99        231
 
Changes from:       September 1, 2020                                Total Change is:    19,599
      -210      6,606      5,037     -1,069        -22        910      6,128        735      6,294      2,489        -46         59        -39         26
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       50.6       12.2        2.1        0.5        1.3       54.4       19.1       15.7        8.0        0.0        0.5        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        77 
         6         23         12          .          .          .         16         22         25          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    94,947
Positions
         0     21,175          0      2,664      2,343          0          0     36,766     33,882     58,375        500          0         26        281
 
Changes from:       September 1, 2020                                Total Change is:     2,127
         0        302          0          0          0          0          0       -897      2,722       -601          0          0          6          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       22.3        0.0        2.8        2.5        0.0        0.0       38.7       35.7       61.5        0.5        0.0        0.0        0.3
 
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 September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     8,942
Positions
         0        229          0        256         35        108      2,817      4,767        986      1,751      2,024        243      2,781        550
 
Changes from:       September 1, 2020                                Total Change is:    -2,358
         0       -311          0       -489       -147         26     -1,603     -2,225        239       -206        216       -235        -90         79
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.6        0.0        2.9        0.4        1.2       31.5       53.3       11.0       19.6       22.6        2.7       31.1        6.2
 
Number of Traders in Each Category                                    Total Traders:        84 
         0          .          0          .          .          .         27         21         12         24          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    29,896
Positions
     1,328          0        619      5,844      7,491        960     12,750     11,785      1,871      1,359      1,421        158      5,006      5,590
 
Changes from:       September 1, 2020                                Total Change is:      -566
    -3,201          0        619        409     -1,099         -8       -256       -103       -128        428     -1,074        108      1,463      1,119
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        0.0        2.1       19.5       25.1        3.2       42.6       39.4        6.3        4.5        4.8        0.5       16.7       18.7
 
Number of Traders in Each Category                                    Total Traders:        91 
         .          0          .          7          7          .         20         28         10         18          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   267,609
Positions
    27,133     22,603     15,555    103,180     54,404     16,065     35,604     88,543     31,051      8,454      6,474      9,278     21,289     23,636
 
Changes from:       September 1, 2020                                Total Change is:   -33,169
     7,381      7,358        871    -15,628     -8,704     -7,097     -7,009    -14,506     -4,357       -641        360     -6,578       -111       -516
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        8.4        5.8       38.6       20.3        6.0       13.3       33.1       11.6        3.2        2.4        3.5        8.0        8.8
 
Number of Traders in Each Category                                    Total Traders:       159 
        10         18         20         18         28         22         23         39         34          8          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2020                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    21,465
Positions
     2,746        742         55     16,723      4,979        281        603     14,982        386        479          0          0        192         40
 
Changes from:       September 1, 2020                                Total Change is:      -112
       200          0          0       -533       -250       -237         78         23        386          0          0          0         -6        -34
 
Percent of Open Interest Represented by Each Category of Trader
      12.8        3.5        0.3       77.9       23.2        1.3        2.8       69.8        1.8        2.2        0.0        0.0        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          .          9          5          .          4          6          .          6          0          0
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Updated September 11, 2020