Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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   128,410
Positions
     3,259     34,436      2,606     53,293     19,345      4,727     14,109     40,956      7,905     10,429        538          8     32,076     17,888
 
Changes from:       September 15, 2020                               Total Change is:   -29,083
       416    -17,355     -9,094      2,908     -1,817        286     -5,140        -97       -849       -852         18          7    -16,765       -184
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       26.8        2.0       41.5       15.1        3.7       11.0       31.9        6.2        8.1        0.4        0.0       25.0       13.9
 
Number of Traders in Each Category                                    Total Traders:       102 
         4         10          7         24         12         13         15         23         12         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    53,428
Positions
     1,003     27,046        483     11,314      6,247        441     20,244      4,751        722          0        483          0     19,221     13,255
 
Changes from:       September 15, 2020                               Total Change is:      -492
     1,003     -2,052        109     -2,807         76        -68      3,139       -647         36          0         -1          0     -1,904      2,056
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       50.6        0.9       21.2       11.7        0.8       37.9        8.9        1.4        0.0        0.9        0.0       36.0       24.8
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          5          .         12          7          4         13          6          4          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   185,502
Positions
    25,546     17,765      5,738     48,757     66,319      7,976     35,967     25,122     29,264      2,877      6,418        414     28,963     26,486
 
Changes from:       September 15, 2020                               Total Change is:     8,817
     4,709     -2,886      1,890        311      4,941        216     -1,784     -3,646      5,447        170        164       -169     -1,974      2,859
 
Percent of Open Interest Represented by Each Category of Trader
      13.8        9.6        3.1       26.3       35.8        4.3       19.4       13.5       15.8        1.6        3.5        0.2       15.6       14.3
 
Number of Traders in Each Category                                    Total Traders:       109 
         7          6          6         18         25         17         20         24         16          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   190,331
Positions
     3,931     93,047      3,205     89,635     13,623      9,615     29,776     32,421     18,640      1,605        572          0     33,924     19,207
 
Changes from:       September 15, 2020                               Total Change is:    23,045
        -2     16,270         46     16,959        344        383      5,743      1,523      2,410     -7,324        107          0      4,831      1,962
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       48.9        1.7       47.1        7.2        5.1       15.6       17.0        9.8        0.8        0.3        0.0       17.8       10.1
 
Number of Traders in Each Category                                    Total Traders:       123 
         .         10          5         39         16         19         27         22         18          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   725,636
Positions
    29,146    446,358     15,091    390,443     89,787     25,332     72,860     54,454     38,562     56,571      8,271      2,462     95,168     45,319
 
Changes from:       September 15, 2020                               Total Change is:    15,147
      -599       -394      3,595     -3,853       -874      1,574      8,030      6,047      1,385     10,022        927        -89     -4,920      2,975
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       61.5        2.1       53.8       12.4        3.5       10.0        7.5        5.3        7.8        1.1        0.3       13.1        6.2
 
Number of Traders in Each Category                                    Total Traders:       313 
        13         12         15        112         33         47         53         31         30         38         21         11
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    24,504
Positions
         0      8,681          0      8,675      1,912      1,703          0      6,835          0          0        449          0     14,126      4,924
 
Changes from:       September 15, 2020                               Total Change is:      -119
         0         37          0        267       -606       -310       -395        612        -16          0          0          0        335        164
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.4        0.0       35.4        7.8        6.9        0.0       27.9        0.0        0.0        1.8        0.0       57.6       20.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0         11          .          6          0          4          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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   147,121
Positions
     5,901     49,131      1,516     51,607     44,546      5,382     44,227     14,812      9,489      1,247        230          0     27,751     22,015
 
Changes from:       September 15, 2020                               Total Change is:     2,323
     3,237     -3,094          4     -1,552      1,696        339      2,111        877        -10       -432        -16          0     -1,373      2,527
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       33.4        1.0       35.1       30.3        3.7       30.1       10.1        6.5        0.8        0.2        0.0       18.9       15.0
 
Number of Traders in Each Category                                    Total Traders:        88 
         .          8          6         24         10         12         20         18         16          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    18,319
Positions
     1,304      7,796         69      8,427      5,671          5      6,338      1,862        102        902        685          0      1,172      2,128
 
Changes from:       September 15, 2020                               Total Change is:    -9,547
        -5    -10,961       -122       -325        886          0     -8,691        130          2       -239          0          0       -167        518
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       42.6        0.4       46.0       31.0        0.0       34.6       10.2        0.6        4.9        3.7        0.0        6.4       11.6
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          .          6          4          .          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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   137,407
Positions
     2,537     69,960        557     76,569      3,380        660     45,337     39,106      1,218      4,404     19,228         73      6,051      3,224
 
Changes from:       September 15, 2020                               Total Change is:     2,093
     1,457         60         52     -2,377       -829        130      2,110      2,764        260        863       -302         -7       -394        -35
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       50.9        0.4       55.7        2.5        0.5       33.0       28.5        0.9        3.2       14.0        0.1        4.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       140 
         4          7          .         24          9          7         48         26         12         10         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    34,983
Positions
    20,011        180         80      5,291     24,616          0      4,475      4,720        220      2,582      2,085          0      2,324      3,082
 
Changes from:       September 15, 2020                               Total Change is:    -2,736
       489         -5        -52       -627     -1,393         -5     -2,740     -1,708         -2        -71          5          0        272        424
 
Percent of Open Interest Represented by Each Category of Trader
      57.2        0.5        0.2       15.1       70.4        0.0       12.8       13.5        0.6        7.4        6.0        0.0        6.6        8.8
 
Number of Traders in Each Category                                    Total Traders:        54 
         .          .          .          8          8          0          9         15          .          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    35,231
Positions
     6,087      8,685          0     11,810      6,907        178      9,879     14,037      1,453        335      1,256          6      5,483      2,709
 
Changes from:       September 15, 2020                               Total Change is:      -615
       144      2,161          0        690     -2,578        -84     -2,268       -108        397        200        -43          0        306       -360
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       24.7        0.0       33.5       19.6        0.5       28.0       39.8        4.1        1.0        3.6        0.0       15.6        7.7
 
Number of Traders in Each Category                                    Total Traders:        86 
         4          5          0         20          7          4         27         16          6          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    11,536
Positions
     2,502          0          0      4,218      2,214          0      4,110      8,120         29          0          0          0        677      1,173
 
Changes from:       September 15, 2020                               Total Change is:      -706
      -118          0          0        587       -337          0       -931        470          1          0       -869          0       -245         29
 
Percent of Open Interest Represented by Each Category of Trader
      21.7        0.0        0.0       36.6       19.2        0.0       35.6       70.4        0.3        0.0        0.0        0.0        5.9       10.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          0          0          .          4          0          6          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    35,035
Positions
    12,468      8,902        471      5,718      1,971        748      7,103      2,537         58        640     14,229          0      7,831      6,121
 
Changes from:       September 15, 2020                               Total Change is:    -9,322
       -16        966     -6,477       -235     -1,199        160     -1,456     -1,650       -944        285       -397          0       -638        218
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       25.4        1.3       16.3        5.6        2.1       20.3        7.2        0.2        1.8       40.6        0.0       22.4       17.5
 
Number of Traders in Each Category                                    Total Traders:        81 
        15         13          .         16          6          7         14         10          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    70,070
Positions
    24,935     17,803        941     11,435      3,941      1,496     14,207      5,074        116      1,279     28,457          0     15,662     12,242
 
Changes from:       September 15, 2020                               Total Change is:   -18,643
       -32      1,932    -12,953       -469     -2,397        319     -2,913     -3,299     -1,888        569       -793          0     -1,276        436
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       25.4        1.3       16.3        5.6        2.1       20.3        7.2        0.2        1.8       40.6        0.0       22.4       17.5
 
Number of Traders in Each Category                                    Total Traders:        81 
        15         13          .         16          6          7         14         10          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    34,062
Positions
     9,836     15,470         21     15,605      8,818      5,168      1,287      3,754          0          0        431          0      2,145        400
 
Changes from:       September 15, 2020                               Total Change is:    -8,866
     2,501       -901     -9,939     -2,965         80      2,861        123        187       -873       -480          0          0        -94       -281
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       45.4        0.1       45.8       25.9       15.2        3.8       11.0        0.0        0.0        1.3        0.0        6.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         5          5          .         12          .          4          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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   638,069
Positions
    61,550    108,007     25,392    264,956    132,063     58,729     32,715     68,712    105,210     19,878     66,950      3,476     66,164     69,530
 
Changes from:       September 15, 2020                               Total Change is:  -157,163
   -11,039      2,163    -51,901     11,367      3,986    -11,867    -12,057    -18,831    -50,187     -3,111     -4,613       -581    -27,786    -25,332
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       16.9        4.0       41.5       20.7        9.2        5.1       10.8       16.5        3.1       10.5        0.5       10.4       10.9
 
Number of Traders in Each Category                                    Total Traders:       583 
        33         40         38        155         97        140         67        101         87         40         49         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    21,999
Positions
     1,000      1,200          2          0          0          0        425      4,246     10,885        604          2          9      9,075      5,654
 
Changes from:       September 15, 2020                               Total Change is:   -37,603
    -2,430    -27,850          2          0          0          0    -11,217     -1,326     -5,956        509          2        -10    -18,501     -2,467
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        5.5        0.0        0.0        0.0        0.0        1.9       19.3       49.5        2.7        0.0        0.0       41.3       25.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          0          0          5         11         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    20,474
Positions
    15,513      2,206         49      1,922     10,940          0        474      2,553         18          0          0          0      2,498      4,708
 
Changes from:       September 15, 2020                               Total Change is:    -5,933
     3,122     -1,102     -5,181        -28        722       -686       -653        415         -6          0          0          0     -2,501        -95
 
Percent of Open Interest Represented by Each Category of Trader
      75.8       10.8        0.2        9.4       53.4        0.0        2.3       12.5        0.1        0.0        0.0        0.0       12.2       23.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         6          4          .          5          4          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 3,080,352
Positions
   302,748    534,033    126,953  1,324,781    660,314    293,644    175,064    335,942    458,012     99,389    337,757     14,316    285,445    319,380
 
Changes from:       September 15, 2020                               Total Change is:  -597,801
   -74,998    118,113   -227,563     56,833     19,932    -59,336    -67,042   -150,368   -158,314    -15,081    -20,059     -5,877    -46,422   -114,329
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       17.3        4.1       43.0       21.4        9.5        5.7       10.9       14.9        3.2       11.0        0.5        9.3       10.4
 
Number of Traders in Each Category                                    Total Traders:       578 
        33         40         38        155         97        140         66         99         82         40         48         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    12,154
Positions
     3,937      4,725          0      4,755      6,032        450      1,114          0          0        361          0          0      1,537        947
 
Changes from:       September 15, 2020                               Total Change is:    -4,085
      -273       -686     -2,966       -484      3,214       -251        245       -320          0          0          0          0       -356     -3,076
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       38.9        0.0       39.1       49.6        3.7        9.2        0.0        0.0        3.0        0.0        0.0       12.6        7.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         5          4          0          4          4          .          .          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    58,730
Positions
     7,005      9,133        255     36,309     42,820      1,199      3,989        464        302          0        208          0      9,671      4,349
 
Changes from:       September 15, 2020                               Total Change is:    -6,290
     1,495      2,536     -7,946        315      1,211       -893        519     -1,086        106          0        208          0        114       -426
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       15.6        0.4       61.8       72.9        2.0        6.8        0.8        0.5        0.0        0.4        0.0       16.5        7.4
 
Number of Traders in Each Category                                    Total Traders:        72 
         7          7          .         28         18         11         10          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    72,041
Positions
    24,985      2,021        264     14,926      6,648      1,342     12,935      8,976      5,200      2,052     40,079         25     10,311      7,486
 
Changes from:       September 15, 2020                               Total Change is:    -5,955
     9,249     -2,624     -7,535        178        129       -449       -251     -5,287     -4,587         41     15,226       -162     -2,439       -666
 
Percent of Open Interest Represented by Each Category of Trader
      34.7        2.8        0.4       20.7        9.2        1.9       18.0       12.5        7.2        2.8       55.6        0.0       14.3       10.4
 
Number of Traders in Each Category                                    Total Traders:       295 
        20         16         10         73         42         36         57         48         37         12         26          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   360,203
Positions
   124,927     10,103      1,320     74,628     33,240      6,712     64,676     44,878     26,002     10,260    200,394        126     51,554     37,428
 
Changes from:       September 15, 2020                               Total Change is:   -29,774
    46,247    -13,118    -37,675        890        647     -2,247     -1,255    -26,437    -22,935        204     76,131       -808    -12,195     -3,332
 
Percent of Open Interest Represented by Each Category of Trader
      34.7        2.8        0.4       20.7        9.2        1.9       18.0       12.5        7.2        2.8       55.6        0.0       14.3       10.4
 
Number of Traders in Each Category                                    Total Traders:       295 
        20         16         10         73         42         36         57         48         37         12         26          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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   510,832
Positions
    96,364     54,573      4,355    252,833    228,232     54,036     67,376     79,645      5,379      8,861     65,871        131     21,498     18,611
 
Changes from:       September 15, 2020                               Total Change is:   -65,224
    15,989      5,637    -56,517     -1,927     19,549     -7,014     -6,071     -7,557     -8,792      1,011     -4,630       -248     -1,656     -5,652
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       10.7        0.9       49.5       44.7       10.6       13.2       15.6        1.1        1.7       12.9        0.0        4.2        3.6
 
Number of Traders in Each Category                                    Total Traders:       340 
        35         15          6         94         60         55         51         49         21         14         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    13,048
Positions
     4,390     10,996          0      3,015      1,686          0      5,023          0         66          0          0          0        554        300
 
Changes from:       September 15, 2020                               Total Change is:    -4,422
      -229      1,813     -2,713         47         66        -37        620     -1,372     -1,971          0          0          0       -139       -208
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       84.3        0.0       23.1       12.9        0.0       38.5        0.0        0.5        0.0        0.0        0.0        4.2        2.3
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          5          .          0          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    14,740
Positions
         0      5,861          0      8,121        908          5      2,520      2,246          0        425      1,395          0      3,669      4,325
 
Changes from:       September 15, 2020                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.8        0.0       55.1        6.2        0.0       17.1       15.2        0.0        2.9        9.5        0.0       24.9       29.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          7          .          .          4          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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    35,900
Positions
     5,499      6,618      1,183     12,187      5,501        172      6,793      6,886        147      1,893        660          0      8,026     14,733
 
Changes from:       September 15, 2020                               Total Change is:       104
      -112     -2,991       -225     -1,397         82         31        746      1,543        -86         -1       -333          0      1,148      2,083
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       18.4        3.3       33.9       15.3        0.5       18.9       19.2        0.4        5.3        1.8        0.0       22.4       41.0
 
Number of Traders in Each Category                                    Total Traders:        60 
         .          8          .         10          9          4         15         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   414,160
Positions
    36,419    232,170      4,717    308,566    125,179     32,149     19,541     11,361        832      2,928      1,204          0      9,008      6,548
 
Changes from:       September 15, 2020                               Total Change is:   -54,640
    -5,481    -19,665    -34,786     -1,177      4,580       -443     -6,826      1,145     -1,775     -2,160       -234          0     -1,992     -3,462
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       56.1        1.1       74.5       30.2        7.8        4.7        2.7        0.2        0.7        0.3        0.0        2.2        1.6
 
Number of Traders in Each Category                                    Total Traders:       173 
        13         13          4         66         45         38         14         13          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 1,221,551
Positions
    86,133    667,999      3,279    846,577    268,448    122,367     84,293     38,373      6,428     38,183    100,616      2,323     31,968     11,718
 
Changes from:       September 15, 2020                               Total Change is:  -231,023
    19,430     46,903   -196,408      8,966    -17,641     -7,415      4,920    -10,508    -14,391     -3,415      3,263        -25    -42,685    -34,801
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       54.7        0.3       69.3       22.0       10.0        6.9        3.1        0.5        3.1        8.2        0.2        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       413 
        28         19          8        175         68         81         56         30         17         24         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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   191,198
Positions
    46,773    149,374     32,292     22,899          0      2,486     77,189         30      6,115      3,069         65        148        227        688
 
Changes from:       September 15, 2020                               Total Change is:     2,299
     1,505      1,588        156          0          0          0        549         17         53         49          0          0        -13        485
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       78.1       16.9       12.0        0.0        1.3       40.4        0.0        3.2        1.6        0.0        0.1        0.1        0.4
 
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 22, 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 1,334,849
Positions
     4,230    151,397     28,263    653,919    182,490    206,867     79,396    471,456    114,423     66,500     25,329     10,692    170,560    143,932
 
Changes from:       September 15, 2020                               Total Change is:    -2,806
     1,395      7,811     -1,918      1,173     -6,177    -11,099      4,899     15,496     -1,005      3,418     -2,433        507       -177     -3,989
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       11.3        2.1       49.0       13.7       15.5        5.9       35.3        8.6        5.0        1.9        0.8       12.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       194 
         5         19         17         63         27         52         24         37         39         10          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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   992,108
Positions
    25,050     96,508         42    539,802    164,322    167,995     46,110    409,096     14,653     45,878     21,547          0    152,578    117,945
 
Changes from:       September 15, 2020                               Total Change is:   -15,269
        -1    -10,268         39    -16,431      6,540      2,449         25     -1,027    -11,326       -280      3,655          0     10,256     -5,331
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        9.7        0.0       54.4       16.6       16.9        4.6       41.2        1.5        4.6        2.2        0.0       15.4       11.9
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         13          .         57         18         48          6         26          7          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,031,596
Positions
    32,781    180,818     11,416    960,685    450,200    257,006    357,334    914,335     57,130    186,542     68,438        884    167,818     91,369
 
Changes from:       September 15, 2020                               Total Change is:    36,434
   -11,163     26,450        569      8,006    -23,993     -4,368     45,310     41,051     -4,738      2,788     -2,965         -5         34      4,433
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        8.9        0.6       47.3       22.2       12.7       17.6       45.0        2.8        9.2        3.4        0.0        8.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       291 
        12         27          9        107         27         69         52         39         28         21          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 3,743,475
Positions
   183,978    283,286    151,304  1,364,176  1,166,587    663,055    368,922    666,250    327,025    231,640     90,306     37,768    415,607    357,894
 
Changes from:       September 15, 2020                               Total Change is:    11,838
    -1,027     18,683     -1,345    -20,975     32,487      9,064      1,743    -44,988     11,733     13,564      2,520     -4,959      4,040    -11,357
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        7.6        4.0       36.4       31.2       17.7        9.9       17.8        8.7        6.2        2.4        1.0       11.1        9.6
 
Number of Traders in Each Category                                    Total Traders:       400 
        21         40         37        100         74        106         59         62         74         25         19         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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   890,744
Positions
    60,573     26,746      7,788    262,635    337,598     96,513    249,113    195,823     29,059     61,903      6,324          0    123,160    190,893
 
Changes from:       September 15, 2020                               Total Change is:   -34,432
       880     -8,989      3,165     -7,592      3,877     -6,469    -21,083    -18,378    -10,843      7,252         32          0        258      3,173
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        3.0        0.9       29.5       37.9       10.8       28.0       22.0        3.3        6.9        0.7        0.0       13.8       21.4
 
Number of Traders in Each Category                                    Total Traders:       109 
         .          5          4         26         42         39         19          9         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,493,014
Positions
    68,980    261,935     35,565  1,403,830    581,471    544,180    409,656  1,327,289    290,559    386,083    163,111      5,811    348,350    283,093
 
Changes from:       September 15, 2020                               Total Change is:    34,592
   -19,312     45,092        225    -45,288    -11,269    -17,884     36,660    -30,981     50,821     36,303      2,305     -1,937     -4,996     -1,780
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        7.5        1.0       40.2       16.6       15.6       11.7       38.0        8.3       11.1        4.7        0.2       10.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       295 
        10         27         18         86         49         80         49         51         56         13         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 1,455,763
Positions
   285,648    283,665    293,940     46,165      5,833     18,134    478,400    531,865    281,294     19,203      5,009        915     32,064     35,108
 
Changes from:       September 15, 2020                               Total Change is:    43,550
    20,295     28,593    -16,529     24,424          0     -8,268    -12,654      8,266     28,800      4,400     -1,656        786      2,295      3,558
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       19.5       20.2        3.2        0.4        1.2       32.9       36.5       19.3        1.3        0.3        0.1        2.2        2.4
 
Number of Traders in Each Category                                    Total Traders:       104 
        26         17         34          .          .          .         27         20         33          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is17,319,711
Positions
 1,525,007  1,918,127  3,440,873    350,455    336,005  1,004,915    907,520    403,645  9,213,092     73,067    110,859    158,493    646,288    733,702
 
Changes from:       September 15, 2020                               Total Change is:      -539
  -102,359    137,911    151,423     27,053    -17,675    -15,213     75,220    -75,029    -36,625    -12,223     -5,473    -96,141      8,326    -43,717
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       11.1       19.9        2.0        1.9        5.8        5.2        2.3       53.2        0.4        0.6        0.9        3.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       263 
        30         47         74         17         13         25         64         52         96         18         15         19
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   209,454
Positions
    17,952     94,113     25,878      1,510      8,522     10,348    119,254     36,241     32,199         58         50      2,023        232         80
 
Changes from:       September 15, 2020                               Total Change is:    -3,974
     6,626        991       -987         51     -4,983          0    -12,016       -781      2,579         58       -439       -339         54        -15
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       44.9       12.4        0.7        4.1        4.9       56.9       17.3       15.4        0.0        0.0        1.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        66 
         7         15         12          .          .          .         17         15         24          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   175,880
Positions
    17,441     91,895     12,947      4,582      2,178      3,181     93,854     38,253     26,543     16,625          0        631         76        252
 
Changes from:       September 15, 2020                               Total Change is:    20,012
     7,992     16,487     -8,064      1,084      1,460      1,866     13,674      7,771        593      3,049          0       -170        -12         69
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       52.2        7.4        2.6        1.2        1.8       53.4       21.7       15.1        9.5        0.0        0.4        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        78 
         6         22         13          .          .          4         14         25         26          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   112,055
Positions
         0     40,708          0      2,592      2,443          0          0     21,250     46,886     62,560        500          0         17        268
 
Changes from:       September 15, 2020                               Total Change is:     9,765
         0      7,061          0          0        129          0          0     -7,079      9,656        115          0          0         -6         -2
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.3        0.0        2.3        2.2        0.0        0.0       19.0       41.8       55.8        0.4        0.0        0.0        0.2
 
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 22, 2020                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     9,324
Positions
         0          0          0        285         12         45      2,295      4,533      1,644      1,586      2,039        401      3,067        649
 
Changes from:       September 15, 2020                               Total Change is:    -1,138
         0          0          0       -432          0        -25       -549       -813        378       -133       -698         33       -411        -14
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        3.1        0.1        0.5       24.6       48.6       17.6       17.0       21.9        4.3       32.9        7.0
 
Number of Traders in Each Category                                    Total Traders:        77 
         0          0          0          4          .          .         22         20         13         22          6          8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    28,925
Positions
     7,000          0          1      5,919      7,902      1,036      7,067     13,819      1,980      1,581        725         69      4,272      3,394
 
Changes from:       September 15, 2020                               Total Change is:       294
    -2,870          0          0        216        112         73        373       -428        900        583       -170         -3      1,021       -190
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        0.0        0.0       20.5       27.3        3.6       24.4       47.8        6.8        5.5        2.5        0.2       14.8       11.7
 
Number of Traders in Each Category                                    Total Traders:        93 
         .          0          .          6          8          .         20         27          4         21          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   255,490
Positions
    27,422     12,592     12,266     96,195     65,711     13,790     36,102     83,832     34,702      8,346      4,406      8,085     18,582     20,106
 
Changes from:       September 15, 2020                               Total Change is:    -8,152
       602     -3,367     -3,016      3,140        437     -1,458     -3,876      2,265        -43       -248      1,316     -1,168     -2,085     -3,118
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        4.9        4.8       37.7       25.7        5.4       14.1       32.8       13.6        3.3        1.7        3.2        7.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       153 
        12         13         17         10         31         18         29         34         37          7         10         11
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2020                                                             
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    21,190
Positions
     2,168      1,679         38     16,760      7,076        153      1,471     12,225          0        406          0          0        194         19
 
Changes from:       September 15, 2020                               Total Change is:    -2,394
      -786        882       -882        -12      2,100          0        999     -2,836     -1,598        -43          0          0        -72        -60
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        7.9        0.2       79.1       33.4        0.7        6.9       57.7        0.0        1.9        0.0        0.0        0.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          .          9          5          .          6          4          0          6          0          0
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Updated September 25, 2020