Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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   132,089
Positions
     4,876     37,124      2,866     56,334     18,544      3,913     12,285     41,771      6,471     12,349         12         33     32,961     21,355
 
Changes from:       October 6, 2020                                  Total Change is:     7,814
     1,725      6,776        284      3,425      2,188     -1,687        282        784        -25        301         -7         27      3,482       -525
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       28.1        2.2       42.6       14.0        3.0        9.3       31.6        4.9        9.3        0.0        0.0       25.0       16.2
 
Number of Traders in Each Category                                    Total Traders:        97 
         6          8          6         23         11         11         10         26         11         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    50,387
Positions
     1,630     24,195      1,117     10,723      4,769          5     15,594      4,335      1,842          0        483          0     19,476     13,641
 
Changes from:       October 6, 2020                                  Total Change is:     2,634
      -375        163        104      1,752        413       -354       -252        898        394          0          0          0      1,365      1,017
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       48.0        2.2       21.3        9.5        0.0       30.9        8.6        3.7        0.0        1.0        0.0       38.7       27.1
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          5          .         12          5          .         10          6          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   179,149
Positions
    28,759     14,504      6,816     47,587     62,328      6,469     34,036     28,881     23,828      2,027      6,410        269     29,357     29,643
 
Changes from:       October 6, 2020                                  Total Change is:   -12,518
    -7,957        -74       -104     -1,427     -6,425       -346       -190     -2,655     -4,720        203        -19       -289      2,312      2,113
 
Percent of Open Interest Represented by Each Category of Trader
      16.1        8.1        3.8       26.6       34.8        3.6       19.0       16.1       13.3        1.1        3.6        0.2       16.4       16.5
 
Number of Traders in Each Category                                    Total Traders:       108 
         8          7          6         18         22         16         20         25         17          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   181,323
Positions
     4,956     94,776      2,357     93,125     10,749      7,782     27,734     31,611     13,005        926        566          0     31,438     20,477
 
Changes from:       October 6, 2020                                  Total Change is:    -1,047
        55        -18     -1,485        -91       -695       -697      3,268      2,125     -1,599          0          0          0       -498      1,322
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       52.3        1.3       51.4        5.9        4.3       15.3       17.4        7.2        0.5        0.3        0.0       17.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       118 
         4          9          6         37         15         19         30         19         18          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   693,634
Positions
    30,249    441,230     13,865    376,671     72,095     25,903     62,692     55,800     30,244     55,036      7,028      2,299     96,674     45,169
 
Changes from:       October 6, 2020                                  Total Change is:   -18,139
    -1,091     -9,574     -1,570       -797     -5,024       -202     -4,802      6,196     -8,781        454        247        -62     -1,287        630
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       63.6        2.0       54.3       10.4        3.7        9.0        8.0        4.4        7.9        1.0        0.3       13.9        6.5
 
Number of Traders in Each Category                                    Total Traders:       306 
        14         11         16        109         37         52         48         34         29         35         18         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    24,699
Positions
         0      8,609          0      9,304      2,392      1,844          0      6,621          0          0        449          0     13,551      4,784
 
Changes from:       October 6, 2020                                  Total Change is:      -118
         0          0          0          4        -37         -7          0         39          0          0          0          0       -115       -113
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.9        0.0       37.7        9.7        7.5        0.0       26.8        0.0        0.0        1.8        0.0       54.9       19.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0         11          .          7          0          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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   148,846
Positions
     4,131     48,253      2,537     54,752     42,979      3,929     46,792     24,856      7,783      1,226         90          0     27,696     18,419
 
Changes from:       October 6, 2020                                  Total Change is:       -59
    -1,200      1,517        581      3,582     -3,312     -1,714      1,214      9,180     -3,734          0        -72          0      1,211     -2,506
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       32.4        1.7       36.8       28.9        2.6       31.4       16.7        5.2        0.8        0.1        0.0       18.6       12.4
 
Number of Traders in Each Category                                    Total Traders:        87 
         .          8          5         23          9         10         22         20         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    21,875
Positions
       835      7,796         77      8,453      9,727          5      9,936      1,761        119      1,157        645          0      1,293      1,746
 
Changes from:       October 6, 2020                                  Total Change is:       553
      -163          0          3        333      1,006          0        483       -324         13       -100         -2          0        -16       -144
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       35.6        0.4       38.6       44.5        0.0       45.4        8.0        0.5        5.3        2.9        0.0        5.9        8.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .          5          5          .         12          9          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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   119,875
Positions
     2,713     58,980        505     66,680      3,390        759     36,383     32,421      2,287      4,141     18,033          5      6,402      3,496
 
Changes from:       October 6, 2020                                  Total Change is:    -1,998
    -3,618        -86       -173      2,136       -465       -209     -1,520     -1,547        700       -230         78          0        917       -295
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       49.2        0.4       55.6        2.8        0.6       30.4       27.0        1.9        3.5       15.0        0.0        5.3        2.9
 
Number of Traders in Each Category                                    Total Traders:       122 
         .          7          .         24          9          6         39         25         13          6         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    40,518
Positions
    22,892          0         83      4,373     27,613        324      7,841      5,814        380      2,156      3,166          0      2,469      3,138
 
Changes from:       October 6, 2020                                  Total Change is:       517
        13          0        -13        393      1,281        -46        355       -919        123       -631          2          0        323         89
 
Percent of Open Interest Represented by Each Category of Trader
      56.5        0.0        0.2       10.8       68.1        0.8       19.4       14.3        0.9        5.3        7.8        0.0        6.1        7.7
 
Number of Traders in Each Category                                    Total Traders:        58 
         .          0          .          8          8          .         11         15          4          6          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    38,219
Positions
     4,729     10,305          0     11,788      7,296        516     15,447     15,123        757        508      1,128          6      4,468      3,088
 
Changes from:       October 6, 2020                                  Total Change is:     3,594
      -603      1,647          0        929        701       -133      3,419      1,229       -247        226        -20          0          3        417
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       27.0        0.0       30.8       19.1        1.4       40.4       39.6        2.0        1.3        3.0        0.0       11.7        8.1
 
Number of Traders in Each Category                                    Total Traders:        89 
         4          5          0         20          5          4         33         14          6          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    12,482
Positions
     2,612          0          0      4,930      2,543          0      4,015      8,448         31        167        160          0        727      1,300
 
Changes from:       October 6, 2020                                  Total Change is:       674
         0          0          0        148        -21          0        596        753          0          0         60          0        -70       -118
 
Percent of Open Interest Represented by Each Category of Trader
      20.9        0.0        0.0       39.5       20.4        0.0       32.2       67.7        0.2        1.3        1.3        0.0        5.8       10.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          0          0          .          4          0          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    45,152
Positions
    11,871     15,974      1,917     11,713        960        475     10,673      4,355        234        518     14,746          0      7,752      6,493
 
Changes from:       October 6, 2020                                  Total Change is:     2,111
       660      1,745        563       -600       -341        -98      1,129       -670       -132        146        177          0        444        868
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       35.4        4.2       25.9        2.1        1.1       23.6        9.6        0.5        1.1       32.7        0.0       17.2       14.4
 
Number of Traders in Each Category                                    Total Traders:        93 
        15         17          5         17          .          8         25          8          7          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    90,304
Positions
    23,742     31,948      3,833     23,426      1,919        949     21,347      8,709        467      1,036     29,492          0     15,504     12,986
 
Changes from:       October 6, 2020                                  Total Change is:     4,222
     1,320      3,490      1,125     -1,200       -682       -196      2,257     -1,341       -264        292        354          0        888      1,736
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       35.4        4.2       25.9        2.1        1.1       23.6        9.6        0.5        1.1       32.7        0.0       17.2       14.4
 
Number of Traders in Each Category                                    Total Traders:        93 
        15         17          5         17          .          8         25          8          7          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    34,918
Positions
     9,562     17,017         12     16,247      8,632      5,341      1,742      2,715          0          0        431          0      2,014        770
 
Changes from:       October 6, 2020                                  Total Change is:      -969
       559        799          0     -1,513       -117        117        -72     -1,500          0          0          0          0        -60       -268
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       48.7        0.0       46.5       24.7       15.3        5.0        7.8        0.0        0.0        1.2        0.0        5.8        2.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         5          6          .         12          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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   664,652
Positions
    62,105     96,148     34,071    248,072    113,972     60,661     36,309     82,929    122,684     21,431     72,908      3,620     75,698     77,658
 
Changes from:       October 6, 2020                                  Total Change is:    17,422
    -1,963     -1,191      7,931      3,234    -11,962      1,598     -3,796      9,909     10,024     -2,060      1,199        236      2,218       -323
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       14.5        5.1       37.3       17.1        9.1        5.5       12.5       18.5        3.2       11.0        0.5       11.4       11.7
 
Number of Traders in Each Category                                    Total Traders:       582 
        34         33         36        164         88        138         64        105         94         48         45         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    31,237
Positions
     7,577      2,590         83          0          0          0      4,861      2,241     11,641          0          1          3      7,072     14,678
 
Changes from:       October 6, 2020                                  Total Change is:     3,665
     3,101      2,590          8          0          0          0          5     -1,258         78          0         -1         -1        474      2,249
 
Percent of Open Interest Represented by Each Category of Trader
      24.3        8.3        0.3        0.0        0.0        0.0       15.6        7.2       37.3        0.0        0.0        0.0       22.6       47.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          .          .          0          0          0          7          9         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    24,286
Positions
    18,488      3,335        176      2,093     12,118        106        227      3,652         17          0          0          0      3,179      4,882
 
Changes from:       October 6, 2020                                  Total Change is:     2,061
     1,530      1,453        158        -12        428          0          0        416          0          0          0          0        385       -394
 
Percent of Open Interest Represented by Each Category of Trader
      76.1       13.7        0.7        8.6       49.9        0.4        0.9       15.0        0.1        0.0        0.0        0.0       13.1       20.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         7          4          .          4          4          .          .          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 3,167,073
Positions
   302,477    497,627    140,105  1,240,361    569,858    303,305    181,519    427,723    530,932    107,154    364,536     18,086    343,135    314,900
 
Changes from:       October 6, 2020                                  Total Change is:    68,783
    -4,366      2,052     18,658     16,170    -59,809      7,988    -27,267     47,570     57,996    -10,301      6,001      1,188      8,718    -12,860
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       15.7        4.4       39.2       18.0        9.6        5.7       13.5       16.8        3.4       11.5        0.6       10.8        9.9
 
Number of Traders in Each Category                                    Total Traders:       577 
        34         33         35        164         88        138         62        104         88         48         44         35
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   129,517
Positions
         0      4,655          0     19,226          0          3     24,083     61,385     17,778          0     17,337          0     68,428     28,360
 
Changes from:       October 6, 2020                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        3.6        0.0       14.8        0.0        0.0       18.6       47.4       13.7        0.0       13.4        0.0       52.8       21.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          .          0          .          5         10          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    56,363
Positions
     5,670      9,958        275     35,535     36,979      1,708      3,008      2,348        290          0          0          0      9,877      4,805
 
Changes from:       October 6, 2020                                  Total Change is:    -1,023
      -665      1,123          2       -511     -3,349        360       -543         34         57          0          0          0        277        750
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       17.7        0.5       63.0       65.6        3.0        5.3        4.2        0.5        0.0        0.0        0.0       17.5        8.5
 
Number of Traders in Each Category                                    Total Traders:        69 
         5          7          .         26         18         11          8          5          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    51,443
Positions
     8,284     10,260        416     13,460      7,541      1,279      9,043     13,849      6,102      2,335      4,261        102     10,422      7,632
 
Changes from:       October 6, 2020                                  Total Change is:    -8,897
   -10,132      6,404        255       -100        291       -106       -436      3,119      1,443       -120    -20,613        -23        323        333
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       19.9        0.8       26.2       14.7        2.5       17.6       26.9       11.9        4.5        8.3        0.2       20.3       14.8
 
Number of Traders in Each Category                                    Total Traders:       280 
        19         23         12         67         49         42         41         50         36         12         19          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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   257,214
Positions
    41,420     51,299      2,080     67,298     37,705      6,397     45,214     69,246     30,510     11,675     21,307        509     52,112     38,161
 
Changes from:       October 6, 2020                                  Total Change is:   -44,483
   -50,661     32,022      1,273       -502      1,453       -532     -2,180     15,595      7,215       -598   -103,063       -113      1,615      1,667
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       19.9        0.8       26.2       14.7        2.5       17.6       26.9       11.9        4.5        8.3        0.2       20.3       14.8
 
Number of Traders in Each Category                                    Total Traders:       280 
        19         23         12         67         49         42         41         50         36         12         19          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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   546,941
Positions
    86,296     73,228      4,768    283,095    209,113     52,732     76,335    105,707     10,927      7,047     67,793        124     25,618     22,550
 
Changes from:       October 6, 2020                                  Total Change is:    26,464
    -1,227     19,834        136     16,709     -5,366     -3,053     11,789     13,842        645        308        877       -772      1,930        321
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       13.4        0.9       51.8       38.2        9.6       14.0       19.3        2.0        1.3       12.4        0.0        4.7        4.1
 
Number of Traders in Each Category                                    Total Traders:       346 
        31         20          6         97         57         57         52         57         27         12         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    12,909
Positions
     4,117     10,586          0      2,897      1,719          0      5,191          0         74          0        205          0        630        325
 
Changes from:       October 6, 2020                                  Total Change is:       -55
         0         39          0         53       -318          0       -136          0          0          0        205          0         28         19
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       82.0        0.0       22.4       13.3        0.0       40.2        0.0        0.6        0.0        1.6        0.0        4.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          0          5          .          0          5          0          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    17,352
Positions
         0     10,505          0      8,495      1,121         21      4,369      1,456          0        460      1,244          0      4,007      3,005
 
Changes from:       October 6, 2020                                  Total Change is:     2,476
      -226      3,336          0        -71          0          0      2,188       -131          0        137       -207          0        448       -522
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       60.5        0.0       49.0        6.5        0.1       25.2        8.4        0.0        2.7        7.2        0.0       23.1       17.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0          8          .          .          5          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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    43,723
Positions
    12,963      9,513        267     13,399      6,907      1,162      6,248      9,977          0      1,783      5,566          0      7,901     10,331
 
Changes from:       October 6, 2020                                  Total Change is:     2,653
     4,439        526        -59        212        -80         30     -1,081      2,207         -5       -669      1,083          0       -214     -1,049
 
Percent of Open Interest Represented by Each Category of Trader
      29.6       21.8        0.6       30.6       15.8        2.7       14.3       22.8        0.0        4.1       12.7        0.0       18.1       23.6
 
Number of Traders in Each Category                                    Total Traders:        68 
         6         10          .         11          9          6         11         15          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   425,288
Positions
    39,025    239,637      4,461    314,043    117,071     32,485     20,359     19,404      1,154      5,602      4,721          0      8,159      6,355
 
Changes from:       October 6, 2020                                  Total Change is:     6,176
     1,281      6,972         18        248     -5,795      2,393      3,323      3,116        -20       -101       -547          0       -966         39
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       56.3        1.0       73.8       27.5        7.6        4.8        4.6        0.3        1.3        1.1        0.0        1.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       176 
        12         14          5         65         46         39         13         15          5          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 1,245,444
Positions
   101,639    680,450      6,018    890,885    248,816    101,021     83,863     57,518      7,521     28,550    132,618      2,487     23,460      8,995
 
Changes from:       October 6, 2020                                  Total Change is:    10,563
     4,319     24,225      2,798     17,588    -10,335     -9,575      6,045    -10,401        159        -10     15,405         43    -10,804     -1,756
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       54.6        0.5       71.5       20.0        8.1        6.7        4.6        0.6        2.3       10.6        0.2        1.9        0.7
 
Number of Traders in Each Category                                    Total Traders:       429 
        26         21          9        177         67         81         59         36         18         28         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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   197,258
Positions
    50,498    154,623     32,675     21,813          0      2,486     79,709          0      6,668      3,038         65        148        223        593
 
Changes from:       October 6, 2020                                  Total Change is:     2,896
     2,034      2,870        117     -1,186          0          0      1,970        -30         18         26          0          0        -83        -79
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       78.4       16.6       11.1        0.0        1.3       40.4        0.0        3.4        1.5        0.0        0.1        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        81 
        11         19         16         14          0          .         28          0          4          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 1,348,322
Positions
     8,618    146,600     22,387    682,078    169,972    205,584     75,744    515,139    110,160     63,947     16,198      7,433    172,373    154,849
 
Changes from:       October 6, 2020                                  Total Change is:      -926
      -434     21,452     -2,335     -2,552    -12,007      7,982     -2,738      4,069     -3,429        900      1,971     -1,600      3,280    -17,030
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       10.9        1.7       50.6       12.6       15.2        5.6       38.2        8.2        4.7        1.2        0.6       12.8       11.5
 
Number of Traders in Each Category                                    Total Traders:       191 
         8         20         21         63         27         51         25         34         42          8          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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   990,401
Positions
    27,306     94,755          0    520,709    176,321    178,886     56,524    388,590     15,651     49,518     21,455          0    141,807    114,743
 
Changes from:       October 6, 2020                                  Total Change is:    10,693
     2,076      6,254       -197      6,984        966      5,171     -1,862      7,064       -247        676         26          0     -1,908     -8,344
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        9.6        0.0       52.6       17.8       18.1        5.7       39.2        1.6        5.0        2.2        0.0       14.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       141 
         .         12          0         59         21         53          8         28         12          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,994,431
Positions
    33,435    157,744      9,231    944,179    511,172    243,191    400,361    894,514     25,458    172,671     62,472        849    165,056     89,801
 
Changes from:       October 6, 2020                                  Total Change is:       255
     2,407     20,711      2,369     19,565     25,180       -664    -12,197    -35,820     -5,212     -1,160        -89        -13     -4,840     -6,207
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        7.9        0.5       47.3       25.6       12.2       20.1       44.9        1.3        8.7        3.1        0.0        8.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       285 
        11         27          6        100         26         66         55         40         25         19          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 3,777,074
Positions
   177,359    290,727    151,042  1,401,630  1,194,877    688,085    357,608    599,871    342,855    216,987     88,882     39,570    401,940    381,166
 
Changes from:       October 6, 2020                                  Total Change is:   -25,684
   -31,596     62,816     14,965     17,702    -21,637     13,695    -26,802    -66,607    -18,242     10,374     -5,860      4,371    -10,151     -9,184
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        7.7        4.0       37.1       31.6       18.2        9.5       15.9        9.1        5.7        2.4        1.0       10.6       10.1
 
Number of Traders in Each Category                                    Total Traders:       394 
        18         40         38         99         80        109         55         61         74         23         18         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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   902,335
Positions
    68,843     15,640     10,199    261,402    338,404    103,765    242,293    204,285     38,239     51,189      2,305         40    126,365    189,458
 
Changes from:       October 6, 2020                                  Total Change is:     3,433
    -5,102      2,938       -530      4,385      1,830       -847      4,771    -12,713     12,738    -12,637          0          0        655         17
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        1.7        1.1       29.0       37.5       11.5       26.9       22.6        4.2        5.7        0.3        0.0       14.0       21.0
 
Number of Traders in Each Category                                    Total Traders:       111 
         5          4          4         23         45         40         21          9         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 3,250,911
Positions
    94,849    228,478     36,737  1,288,173    567,883    550,820    405,619  1,269,874    179,077    360,498    126,706      6,020    329,117    285,316
 
Changes from:       October 6, 2020                                  Total Change is:   -46,348
    -2,346     27,655     -1,976    -31,029    -20,593     -2,872      1,473    -45,628     -6,920     -7,934      4,952        374      4,882     -1,340
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        7.0        1.1       39.6       17.5       16.9       12.5       39.1        5.5       11.1        3.9        0.2       10.1        8.8
 
Number of Traders in Each Category                                    Total Traders:       289 
        15         22         18         86         49         78         40         54         45         12         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,340,587
Positions
   255,490    325,143    284,831     39,793      2,033     15,639    423,293    400,768    278,967     16,498      3,779          0     26,076     29,427
 
Changes from:       October 6, 2020                                  Total Change is:     8,950
   -18,077     55,047     14,273      3,150          0     -2,650     15,689    -58,523      1,347     -6,426          0          0      1,644       -544
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       24.3       21.2        3.0        0.2        1.2       31.6       29.9       20.8        1.2        0.3        0.0        1.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       102 
        30         16         41          .          .          .         19         26         35          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 is17,969,205
Positions
 1,843,519  2,086,148  3,489,320    291,191    359,151  1,043,415    870,253    409,170  9,588,306     86,948    101,148    158,271    597,980    734,275
 
Changes from:       October 6, 2020                                  Total Change is:   171,455
   117,645     64,084    -43,684    -24,379    -48,937      5,312    -91,891      6,198    226,606      8,783      1,147      1,149    -28,087    -40,421
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       11.6       19.4        1.6        2.0        5.8        4.8        2.3       53.4        0.5        0.6        0.9        3.3        4.1
 
Number of Traders in Each Category                                    Total Traders:       267 
        35         42         74         21         11         26         62         54         94         21         16         22
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   243,917
Positions
    22,905    119,640     26,935          0      6,337     11,331    138,098     34,235     41,904         99        928      2,515        131         92
 
Changes from:       October 6, 2020                                  Total Change is:     6,936
       376     13,161     -1,271       -108     -3,009        346      7,733     -2,215        144          9         71       -289         -3         -2
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       49.0       11.0        0.0        2.6        4.6       56.6       14.0       17.2        0.0        0.4        1.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        73 
         8         16         13          0          4          .         17         19         24          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   143,001
Positions
    14,912     84,196      9,293      2,230      2,330      3,147     69,729     16,888     25,944     16,615          0        985        146        218
 
Changes from:       October 6, 2020                                  Total Change is:     4,317
       249     -2,073       -820        -70         66         77       -197      3,563      3,297      1,570          0        242        -31        -35
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       58.9        6.5        1.6        1.6        2.2       48.8       11.8       18.1       11.6        0.0        0.7        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        75 
         4         20         10          .          4          .         16         24         25          5          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   131,876
Positions
         0     55,021          0      3,403      2,003          0         81      7,672     66,510     61,865        500          0         17        170
 
Changes from:       October 6, 2020                                  Total Change is:       633
         0        634          0          0       -440          0         54     -2,254      2,684     -2,105          0          0          0          9
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.7        0.0        2.6        1.5        0.0        0.1        5.8       50.4       46.9        0.4        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          4          0          .          5          0          .          4          .          7          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    10,349
Positions
         0          0          0        702          0          0      3,534      6,395      1,151      1,719      2,037        242      3,002        525
 
Changes from:       October 6, 2020                                  Total Change is:     2,116
         0          0          0         -1        -64        -49      1,399      1,537        342        116        309         36        273          4
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        6.8        0.0        0.0       34.1       61.8       11.1       16.6       19.7        2.3       29.0        5.1
 
Number of Traders in Each Category                                    Total Traders:        84 
         0          0          0          4          0          0         28         19         12         23          9          9
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    29,382
Positions
       350      3,321          0     10,326      7,662        908      8,598      9,479      2,594      2,060      2,611         64      4,482      2,742
 
Changes from:       October 6, 2020                                  Total Change is:    -2,225
    -6,993      3,321         -1        825        289        -29      2,554     -5,991        570        948        169        -58        -41       -496
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       11.3        0.0       35.1       26.1        3.1       29.3       32.3        8.8        7.0        8.9        0.2       15.3        9.3
 
Number of Traders in Each Category                                    Total Traders:        99 
         .          .          0          8          7          .         23         30          5         16         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   280,383
Positions
    34,871     19,570     13,350    106,403     66,585     14,967     35,532     94,110     39,585      8,284      2,056      6,957     20,434     23,203
 
Changes from:       October 6, 2020                                  Total Change is:    12,698
     8,412      1,605        299      7,441      4,744      3,696     -2,592      5,789     -2,507       -996     -1,161       -631       -424        864
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        7.0        4.8       37.9       23.7        5.3       12.7       33.6       14.1        3.0        0.7        2.5        7.3        8.3
 
Number of Traders in Each Category                                    Total Traders:       152 
        10         14         17         12         32         18         24         38         43          6          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    20,570
Positions
     3,018      1,732          0     15,952      9,460        351        689      8,824          1        326        170          0        233         32
 
Changes from:       October 6, 2020                                  Total Change is:       -16
         0        141       -141        142       -412        -28         -8        424          1          0          0          0         18         -1
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        8.4        0.0       77.5       46.0        1.7        3.3       42.9        0.0        1.6        0.8        0.0        1.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0         10          4          .          5          5          .          5          .          0
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Updated October 16, 2020