Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   157,493
Positions
     2,843     51,791     11,700     50,385     21,162      4,441     19,249     41,053      8,754     11,280        520          0     48,841     18,072
 
Changes from:       September 8, 2020                                Total Change is:     7,938
   -10,556      7,491      7,571     -1,319     -1,956        112        335        133     -2,908       -204       -615        -10     14,917     -1,881
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       32.9        7.4       32.0       13.4        2.8       12.2       26.1        5.6        7.2        0.3        0.0       31.0       11.5
 
Number of Traders in Each Category                                    Total Traders:       102 
         4          9          8         23         12         11         19         21         13         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    53,920
Positions
         0     29,099        374     14,121      6,171        509     17,105      5,398        685          0        484          0     21,125     11,200
 
Changes from:       September 8, 2020                                Total Change is:         9
         0      1,049       -239      2,294       -300         27       -822        553       -428          0          0         -9       -814       -645
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       54.0        0.7       26.2       11.4        0.9       31.7       10.0        1.3        0.0        0.9        0.0       39.2       20.8
 
Number of Traders in Each Category                                    Total Traders:        44 
         0          5          .         14          7          5         10          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   176,685
Positions
    20,837     20,651      3,848     48,446     61,378      7,760     37,751     28,768     23,817      2,707      6,254        582     30,938     23,627
 
Changes from:       September 8, 2020                                Total Change is:   -43,398
   -13,337    -15,463    -24,692     -4,146        -34        175      1,953      3,144     -1,523     -1,389       -627         72       -512     -4,452
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       11.7        2.2       27.4       34.7        4.4       21.4       16.3       13.5        1.5        3.5        0.3       17.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       111 
         7          7          6         20         24         18         20         25         16          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   167,286
Positions
     3,933     76,778      3,160     72,676     13,278      9,232     24,033     30,898     16,230      8,929        465          0     29,093     17,245
 
Changes from:       September 8, 2020                                Total Change is:    -2,148
    -1,291     -1,174       -306      1,150      1,540        539      1,994      4,048     -4,078        977       -508          0     -1,134     -2,211
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       45.9        1.9       43.4        7.9        5.5       14.4       18.5        9.7        5.3        0.3        0.0       17.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       119 
         .         10          6         35         16         19         27         21         17          4          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   710,489
Positions
    29,744    446,751     11,496    394,296     90,661     23,758     64,829     48,407     37,177     46,549      7,344      2,551    100,088     42,344
 
Changes from:       September 8, 2020                                Total Change is:   -32,361
       370    -20,453     -6,106     -6,243      4,722        898    -13,588     -4,891     -1,974     -2,939      1,706         64     -2,843     -6,327
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       62.9        1.6       55.5       12.8        3.3        9.1        6.8        5.2        6.6        1.0        0.4       14.1        6.0
 
Number of Traders in Each Category                                    Total Traders:       303 
        12         15         15        112         33         45         48         27         28         37         19          9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    24,623
Positions
         0      8,644          0      8,408      2,518      2,013        395      6,223         16          0        449          0     13,791      4,760
 
Changes from:       September 8, 2020                                Total Change is:       -48
      -440     -1,118          0        437         96       -120        395      1,606         16       -765          0          0        429       -528
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.1        0.0       34.1       10.2        8.2        1.6       25.3        0.1        0.0        1.8        0.0       56.0       19.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0         10          5          7          .          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   144,798
Positions
     2,665     52,225      1,512     53,159     42,850      5,043     42,117     13,935      9,500      1,679        246          0     29,124     19,488
 
Changes from:       September 8, 2020                                Total Change is:   -10,695
    -3,576     10,798     -2,285     -1,015      1,553        384      3,148    -15,048     -4,669          4       -881       -190     -2,496       -356
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       36.1        1.0       36.7       29.6        3.5       29.1        9.6        6.6        1.2        0.2        0.0       20.1       13.5
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          7          4         21         12         13         21         19         17          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    27,866
Positions
     1,309     18,757        191      8,752      4,785          5     15,029      1,733        100      1,141        685          0      1,339      1,610
 
Changes from:       September 8, 2020                                Total Change is:     2,388
       510         31        177       -627      2,591        -16      2,615        696       -255        239       -480          0       -255       -356
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       67.3        0.7       31.4       17.2        0.0       53.9        6.2        0.4        4.1        2.5        0.0        4.8        5.8
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          .          6          4          .         11          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   135,314
Positions
     1,080     69,900        505     78,946      4,209        530     43,228     36,342        959      3,541     19,530         80      6,446      3,260
 
Changes from:       September 8, 2020                                Total Change is:   -15,524
    -2,477      9,341        -92        361     -1,734       -218     -1,949     -9,212    -12,972      1,135        130        -78        765       -689
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       51.7        0.4       58.3        3.1        0.4       31.9       26.9        0.7        2.6       14.4        0.1        4.8        2.4
 
Number of Traders in Each Category                                    Total Traders:       147 
         4          6          .         24         10          5         49         29         10         11         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    37,719
Positions
    19,522        185        132      5,918     26,009          5      7,215      6,428        222      2,653      2,080          0      2,052      2,658
 
Changes from:       September 8, 2020                                Total Change is:      -644
         2         73         -2       -505     -1,457          3       -559      1,217       -426        810         80          0         33       -132
 
Percent of Open Interest Represented by Each Category of Trader
      51.8        0.5        0.3       15.7       69.0        0.0       19.1       17.0        0.6        7.0        5.5        0.0        5.4        7.0
 
Number of Traders in Each Category                                    Total Traders:        62 
         .          .          .         10          8          .         12         16          .          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    35,846
Positions
     5,943      6,524          0     11,120      9,485        262     12,147     14,145      1,056        135      1,299          6      5,177      3,069
 
Changes from:       September 8, 2020                                Total Change is:    -8,213
    -1,412     -1,873     -3,522        172        305       -479     -1,488       -945     -1,707          0        289        -36        259       -245
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       18.2        0.0       31.0       26.5        0.7       33.9       39.5        2.9        0.4        3.6        0.0       14.4        8.6
 
Number of Traders in Each Category                                    Total Traders:        84 
         4          .          0         19          6          4         30         17          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    12,242
Positions
     2,620          0          0      3,631      2,551          0      5,041      7,650         28          0        869          0        922      1,144
 
Changes from:       September 8, 2020                                Total Change is:    -1,810
     2,460          0       -166      1,688        251          0     -3,373        263     -2,620          0        615          0        201       -153
 
Percent of Open Interest Represented by Each Category of Trader
      21.4        0.0        0.0       29.7       20.8        0.0       41.2       62.5        0.2        0.0        7.1        0.0        7.5        9.3
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          0          0          4          5          0          7          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    44,357
Positions
    12,484      7,936      6,947      5,952      3,169        589      8,560      4,187      1,002        355     14,625          0      8,469      5,903
 
Changes from:       September 8, 2020                                Total Change is:     7,365
      -208       -325      5,827        932        704       -348       -270        800        861        159       -138          0        411        -18
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       17.9       15.7       13.4        7.1        1.3       19.3        9.4        2.3        0.8       33.0        0.0       19.1       13.3
 
Number of Traders in Each Category                                    Total Traders:        88 
        19         13         13         15          6          6         17          9         11          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    88,713
Positions
    24,967     15,871     13,894     11,904      6,338      1,177     17,119      8,374      2,004        710     29,250          0     16,938     11,806
 
Changes from:       September 8, 2020                                Total Change is:    14,729
      -416       -649     11,654      1,864      1,408       -695       -540      1,600      1,723        317       -276          0        822        -36
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       17.9       15.7       13.4        7.1        1.3       19.3        9.4        2.3        0.8       33.0        0.0       19.1       13.3
 
Number of Traders in Each Category                                    Total Traders:        88 
        19         13         13         15          6          6         17          9         11          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    42,928
Positions
     7,335     16,371      9,960     18,570      8,738      2,307      1,164      3,567        873        480        431          0      2,239        681
 
Changes from:       September 8, 2020                                Total Change is:    12,266
       191       -383      9,939      1,367       -127        176       -100      1,632        873          0         10          0       -180        146
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       38.1       23.2       43.3       20.4        5.4        2.7        8.3        2.0        1.1        1.0        0.0        5.2        1.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         7          5          5         12          .          4          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   795,233
Positions
    72,589    105,844     77,294    253,590    128,076     70,596     44,772     87,543    155,397     22,989     71,563      4,057     93,949     94,862
 
Changes from:       September 8, 2020                                Total Change is:    33,406
   -11,471      8,906     27,865      3,098      1,087      6,206     -6,504     -3,605      1,854      2,384     -7,743        126      9,848     -1,290
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       13.3        9.7       31.9       16.1        8.9        5.6       11.0       19.5        2.9        9.0        0.5       11.8       11.9
 
Number of Traders in Each Category                                    Total Traders:       594 
        34         38         51        153         91        142         75        107        100         43         52         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    59,602
Positions
     3,430     29,050          0          0          0          0     11,641      5,572     16,841         95          0         19     27,576      8,120
 
Changes from:       September 8, 2020                                Total Change is:     1,935
      -545      3,300       -152          0          0          0     -1,549        231       -553       -249          0        -12      4,995       -879
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       48.7        0.0        0.0        0.0        0.0       19.5        9.3       28.3        0.2        0.0        0.0       46.3       13.6
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          6          0          0          0          0          9          9         16          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    26,407
Positions
    12,391      3,308      5,230      1,950     10,218        686      1,127      2,138         24          0          0          0      4,999      4,803
 
Changes from:       September 8, 2020                                Total Change is:     9,208
       945       -702      5,207       -568      2,599        686         53        152          0          0          0          0      2,885      1,266
 
Percent of Open Interest Represented by Each Category of Trader
      46.9       12.5       19.8        7.4       38.7        2.6        4.3        8.1        0.1        0.0        0.0        0.0       18.9       18.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         5          6          4          5          4          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 3,678,153
Positions
   377,746    415,920    354,517  1,267,948    640,382    352,980    242,106    486,310    616,327    114,471    357,816     20,192    331,867    433,709
 
Changes from:       September 8, 2020                                Total Change is:   157,353
   -66,722     15,938    152,181     15,491      5,435     31,028    -26,033    -20,436     13,290     13,159    -38,715        689     24,268     -2,059
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       11.3        9.6       34.5       17.4        9.6        6.6       13.2       16.8        3.1        9.7        0.5        9.0       11.8
 
Number of Traders in Each Category                                    Total Traders:       589 
        37         35         50        153         91        142         76        102         95         42         52         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    13,851
Positions
     1,900      6,589      3,935      5,536      2,289          0        558        287         14          0          0          0      1,908        737
 
Changes from:       September 8, 2020                                Total Change is:     4,338
       209        -30      3,935        528        666          0       -204       -212          0          0          0          0       -130        -21
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       47.6       28.4       40.0       16.5        0.0        4.0        2.1        0.1        0.0        0.0        0.0       13.8        5.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          9          5          5          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    16,239
Positions
     4,210      5,411      2,966      5,239      2,818        701        869        320          0        361          0          0      1,893      4,023
 
Changes from:       September 8, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       33.3       18.3       32.3       17.4        4.3        5.4        2.0        0.0        2.2        0.0        0.0       11.7       24.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          6          4          4          4          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   281,258
Positions
         0        988        254     19,536          0          0    204,519     71,904     24,621      6,104      1,941          0     26,224    181,550
 
Changes from:       September 8, 2020                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.4        0.1        6.9        0.0        0.0       72.7       25.6        8.8        2.2        0.7        0.0        9.3       64.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          .          .          0          0          9          6         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    65,020
Positions
     5,510      6,597      8,201     35,994     41,609      2,092      3,470      1,550        196          0          0          0      9,557      4,775
 
Changes from:       September 8, 2020                                Total Change is:     8,663
      -310     -1,291      7,857       -402        556        921         28        -26        181          0          0          0        388        465
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       10.1       12.6       55.4       64.0        3.2        5.3        2.4        0.3        0.0        0.0        0.0       14.7        7.3
 
Number of Traders in Each Category                                    Total Traders:        70 
         7          5          8         28         17         13          9          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    77,995
Positions
    15,736      4,644      7,799     14,748      6,519      1,792     13,186     14,263      9,787      2,011     24,853        187     12,750      8,152
 
Changes from:       September 8, 2020                                Total Change is:    18,411
     6,698     -3,465      6,987        911       -999        668      1,981     -1,630      1,329       -451     15,336         27        261        157
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        6.0       10.0       18.9        8.4        2.3       16.9       18.3       12.5        2.6       31.9        0.2       16.3       10.5
 
Number of Traders in Each Category                                    Total Traders:       296 
        24         21         22         74         36         39         49         50         45         13         28          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   389,977
Positions
    78,680     23,220     38,995     73,738     32,593      8,958     65,931     71,315     48,937     10,056    124,263        934     63,748     40,760
 
Changes from:       September 8, 2020                                Total Change is:    92,056
    33,490    -17,324     34,934      4,555     -4,996      3,341      9,907     -8,148      6,647     -2,257     76,681        134      1,304        787
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        6.0       10.0       18.9        8.4        2.3       16.9       18.3       12.5        2.6       31.9        0.2       16.3       10.5
 
Number of Traders in Each Category                                    Total Traders:       296 
        24         21         22         74         36         39         49         50         45         13         28          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   576,056
Positions
    80,375     48,936     60,871    254,760    208,683     61,050     73,447     87,202     14,171      7,850     70,501        378     23,154     24,264
 
Changes from:       September 8, 2020                                Total Change is:    66,780
       142     -1,812     55,681      8,370     10,461      1,729     -5,732    -11,908      7,031     -1,732      1,819        327        964      3,452
 
Percent of Open Interest Represented by Each Category of Trader
      14.0        8.5       10.6       44.2       36.2       10.6       12.8       15.1        2.5        1.4       12.2        0.1        4.0        4.2
 
Number of Traders in Each Category                                    Total Traders:       348 
        34         18         22         96         58         58         48         53         34         13         26          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    17,470
Positions
     4,619      9,183      2,713      2,968      1,620         37      4,403      1,372      2,037          0          0          0        693        508
 
Changes from:       September 8, 2020                                Total Change is:     8,998
     4,390      4,440      2,713         12         17         37          0       -234      2,003          0          0          0       -157         22
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       52.6       15.5       17.0        9.3        0.2       25.2        7.9       11.7        0.0        0.0        0.0        4.0        2.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          7          .          5          .          .          .          .          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    35,796
Positions
     5,611      9,609      1,408     13,584      5,419        141      6,047      5,343        233      1,894        993          0      6,878     12,650
 
Changes from:       September 8, 2020                                Total Change is:   -11,437
       860     -2,798     -2,810     -1,687         70       -122       -430       -539     -2,038        602       -179       -210     -5,602     -2,811
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       26.8        3.9       37.9       15.1        0.4       16.9       14.9        0.7        5.3        2.8        0.0       19.2       35.3
 
Number of Traders in Each Category                                    Total Traders:        61 
         4         10          .         11          9          4         12         11          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   468,800
Positions
    41,900    251,835     39,503    309,743    120,599     32,592     26,367     10,216      2,607      5,088      1,438          0     11,000     10,010
 
Changes from:       September 8, 2020                                Total Change is:    22,875
    -4,750     -9,299     32,838    -12,206     -1,535     -1,770      1,979     -1,758      1,939      2,831     -1,405          0      2,014      3,865
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       53.7        8.4       66.1       25.7        7.0        5.6        2.2        0.6        1.1        0.3        0.0        2.3        2.1
 
Number of Traders in Each Category                                    Total Traders:       180 
        17         11         15         68         43         44         19         10          8          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 1,452,574
Positions
    66,703    621,096    199,687    837,611    286,089    129,782     79,373     48,881     20,819     41,598     97,353      2,348     74,653     46,519
 
Changes from:       September 8, 2020                                Total Change is:   246,041
       388        385    195,499     -8,642     11,705       -668        372     -7,657     12,863      4,023        471       -136     42,342     33,579
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       42.8       13.7       57.7       19.7        8.9        5.5        3.4        1.4        2.9        6.7        0.2        5.1        3.2
 
Number of Traders in Each Category                                    Total Traders:       430 
        24         23         23        174         70         86         59         35         31         27         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   188,899
Positions
    45,268    147,786     32,136     22,899          0      2,486     76,640         13      6,062      3,020         65        148        240        203
 
Changes from:       September 8, 2020                                Total Change is:     4,503
     3,832      5,010        -82     -1,150          0          0      1,860       -490        -10         35          0          0         18         75
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       78.2       17.0       12.1        0.0        1.3       40.6        0.0        3.2        1.6        0.0        0.1        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        84 
        12         19         18         14          0          .         28          .          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 1,337,655
Positions
     2,834    143,586     30,181    652,745    188,667    217,966     74,496    455,960    115,429     63,082     27,762     10,184    170,737    147,920
 
Changes from:       September 8, 2020                                Total Change is:    28,007
      -268     15,428      1,846     17,086     -3,859     -5,172      9,855     19,220      6,401        545         48      1,237     -3,523     -7,142
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       10.7        2.3       48.8       14.1       16.3        5.6       34.1        8.6        4.7        2.1        0.8       12.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       189 
         4         19         16         63         29         49         19         37         36          9          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,007,377
Positions
    25,051    106,776          3    556,233    157,782    165,546     46,085    410,123     25,979     46,158     17,892          0    142,322    123,276
 
Changes from:       September 8, 2020                                Total Change is:    10,263
       -37     30,322       -365     17,447     -1,195      1,292     -1,317      3,597    -14,404      1,737     -1,400          0      5,910     -7,584
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       10.6        0.0       55.2       15.7       16.4        4.6       40.7        2.6        4.6        1.8        0.0       14.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       136 
         .         13          .         61         18         51          5         28         10          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 1,995,162
Positions
    43,944    154,368     10,846    952,679    474,193    261,374    312,024    873,285     61,868    183,754     71,403        889    167,784     86,936
 
Changes from:       September 8, 2020                                Total Change is:     2,704
     8,398     -8,333      3,903     21,945     27,363      1,076    -15,000        -12    -13,891       -641        566          0     -3,086     -7,969
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        7.7        0.5       47.7       23.8       13.1       15.6       43.8        3.1        9.2        3.6        0.0        8.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       289 
        15         22          9        107         28         70         52         38         31         20          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,731,637
Positions
   185,005    264,603    152,649  1,385,152  1,134,100    653,991    367,178    711,238    315,291    218,076     87,785     42,727    411,567    369,251
 
Changes from:       September 8, 2020                                Total Change is:  -103,351
   -21,678     11,143     15,418     33,740     10,206    -29,341    -45,332    -24,024    -59,596     -6,882        835        562      9,759    -28,553
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        7.1        4.1       37.1       30.4       17.5        9.8       19.1        8.4        5.8        2.4        1.1       11.0        9.9
 
Number of Traders in Each Category                                    Total Traders:       390 
        17         38         36         99         71        104         58         64         75         24         18         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is   925,176
Positions
    59,693     35,735      4,623    270,227    333,721    102,982    270,196    214,201     39,902     54,651      6,292          0    122,902    187,720
 
Changes from:       September 8, 2020                                Total Change is:   -48,347
    -1,890       -482     -1,433    -12,371     -4,579       -388    -35,910    -34,198       -531        -84          0          0      4,260     -6,736
 
Percent of Open Interest Represented by Each Category of Trader
       6.5        3.9        0.5       29.2       36.1       11.1       29.2       23.2        4.3        5.9        0.7        0.0       13.3       20.3
 
Number of Traders in Each Category                                    Total Traders:       108 
         .          6          .         26         42         39         19          9         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 3,458,422
Positions
    88,292    216,843     35,340  1,449,118    592,739    562,064    372,996  1,358,270    239,738    349,780    160,806      7,748    353,346    284,872
 
Changes from:       September 8, 2020                                Total Change is:    96,552
    -8,224     -9,867      5,069     49,153     -9,627      1,176     15,045     83,270     27,571     -7,134      3,608        645     13,250     -5,293
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        6.3        1.0       41.9       17.1       16.3       10.8       39.3        6.9       10.1        4.6        0.2       10.2        8.2
 
Number of Traders in Each Category                                    Total Traders:       290 
        11         24         17         88         49         83         41         53         51         14         10          5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2020                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,412,213
Positions
   265,353    255,072    310,469     21,741      5,833     26,402    491,054    523,600    252,493     14,803      6,665        129     29,769     31,550
 
Changes from:       September 8, 2020                                Total Change is:    -6,611
     9,397        482    -17,021      2,177       -411     -4,433      6,584     22,250     -6,701      3,606        919       -806        586       -890
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       18.1       22.0        1.5        0.4        1.9       34.8       37.1       17.9        1.0        0.5        0.0        2.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       106 
        27         18         36          .          .          .         23         23         33          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 is17,320,250
Positions
 1,627,366  1,780,215  3,289,450    323,402    353,680  1,020,127    832,301    478,674  9,249,717     85,290    116,332    254,634    637,962    777,419
 
Changes from:       September 8, 2020                                Total Change is:-4,094,020
  -174,223     54,693 -1,057,312     50,690     -4,652   -190,377   -224,223   -412,733 -2,412,060    -38,885    -14,136    -19,803    -27,827    -37,639
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       10.3       19.0        1.9        2.0        5.9        4.8        2.8       53.4        0.5        0.7        1.5        3.7        4.5
 
Number of Traders in Each Category                                    Total Traders:       258 
        27         46         70         17         14         25         57         53         91         22         14         21
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   213,428
Positions
    11,326     93,122     26,865      1,459     13,505     10,348    131,270     37,022     29,620          0        489      2,362        177         95
 
Changes from:       September 8, 2020                                Total Change is:     5,478
      -671      6,373        992        146        -21         21        712     -6,102      3,624       -125        247        898       -119       -554
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       43.6       12.6        0.7        6.3        4.8       61.5       17.3       13.9        0.0        0.2        1.1        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        69 
         4         20         11          .          .          .         18         15         24          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   155,868
Positions
     9,449     75,408     21,011      3,498        718      1,315     80,180     30,482     25,950     13,576          0        801         88        183
 
Changes from:       September 8, 2020                                Total Change is:     9,930
     1,024      1,503      3,217        411          2       -557        745      2,590      3,094      1,878          0        129        -11        -48
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       48.4       13.5        2.2        0.5        0.8       51.4       19.6       16.6        8.7        0.0        0.5        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        79 
         7         22         12          .          .          .         15         24         26          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   102,290
Positions
         0     33,647          0      2,592      2,314          0          0     28,329     37,230     62,445        500          0         23        270
 
Changes from:       September 8, 2020                                Total Change is:     7,343
         0     12,472          0        -72        -29          0          0     -8,437      3,348      4,070          0          0         -3        -11
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.9        0.0        2.5        2.3        0.0        0.0       27.7       36.4       61.0        0.5        0.0        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          5          0          .          5          0          0          4          .          7          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    10,462
Positions
         0          0          0        717         12         70      2,844      5,346      1,266      1,719      2,737        368      3,478        663
 
Changes from:       September 8, 2020                                Total Change is:     1,520
         0       -229          0        461        -23        -38         27        579        280        -32        713        125        697        113
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        6.9        0.1        0.7       27.2       51.1       12.1       16.4       26.2        3.5       33.2        6.3
 
Number of Traders in Each Category                                    Total Traders:        79 
         0          0          0          5          .          .         23         19         13         24          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    28,631
Positions
     9,870          0          1      5,703      7,790        963      6,694     14,247      1,080        998        895         71      3,251      3,584
 
Changes from:       September 8, 2020                                Total Change is:    -1,265
     8,542          0       -618       -141        299          3     -6,056      2,462       -791       -361       -526        -87     -1,756     -2,007
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        0.0        0.0       19.9       27.2        3.4       23.4       49.8        3.8        3.5        3.1        0.2       11.4       12.5
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          0          .          6          8          .         15         33          4         15         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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   263,642
Positions
    26,820     15,959     15,282     93,055     65,274     15,248     39,978     81,567     34,745      8,594      3,090      9,253     20,667     23,224
 
Changes from:       September 8, 2020                                Total Change is:    -3,967
      -313     -6,644       -273    -10,125     10,870       -817      4,374     -6,976      3,694        140     -3,384        -25       -622       -412
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        6.1        5.8       35.3       24.8        5.8       15.2       30.9       13.2        3.3        1.2        3.5        7.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       155 
        11         16         20         14         26         19         29         39         41          9          6          9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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    23,584
Positions
     2,954        797        920     16,772      4,976        153        472     15,061      1,598        449          0          0        266         79
 
Changes from:       September 8, 2020                                Total Change is:     2,119
       208         55        865         49         -3       -128       -131         79      1,212        -30          0          0         74         39
 
Percent of Open Interest Represented by Each Category of Trader
      12.5        3.4        3.9       71.1       21.1        0.6        2.0       63.9        6.8        1.9        0.0        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          9          5          .          .          7          .          5          0          0
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Updated September 18, 2020