Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   131,623
Positions
     5,971     37,552      2,268     56,225     22,362      4,400     12,803     40,374      6,036     11,619        412         38     32,264     18,181
 
Changes from:       October 20, 2020                                 Total Change is:    -2,838
       -92      2,820       -972       -305      2,457        642        -38     -4,888     -1,889        284        400         -2       -468     -1,406
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       28.5        1.7       42.7       17.0        3.3        9.7       30.7        4.6        8.8        0.3        0.0       24.5       13.8
 
Number of Traders in Each Category                                    Total Traders:       104 
         6          8          6         22         13         13         10         32         14         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    56,065
Positions
     2,181     28,622      1,303     10,921      4,222        839     20,100      6,189      1,229          0        477          0     19,493     13,185
 
Changes from:       October 20, 2020                                 Total Change is:       -87
        18      1,098        -77     -1,620       -522        837        935     -1,159       -208          0         -6          0         27        -50
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       51.1        2.3       19.5        7.5        1.5       35.9       11.0        2.2        0.0        0.9        0.0       34.8       23.5
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          6          4         13          5          4         11          7          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   174,766
Positions
    25,979     11,464      8,533     46,338     57,402      6,209     29,405     27,558     26,597      1,769      6,301        605     29,333     30,099
 
Changes from:       October 20, 2020                                 Total Change is:    -4,211
    -1,921     -1,615        753       -471    -10,666        538     -7,878      3,876        851       -271         59        261      3,927      1,733
 
Percent of Open Interest Represented by Each Category of Trader
      14.9        6.6        4.9       26.5       32.8        3.6       16.8       15.8       15.2        1.0        3.6        0.3       16.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       108 
         8          6          6         18         24         14         19         25         18          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   200,471
Positions
     4,219    109,483      5,574     95,400     10,730      9,183     28,671     28,648     17,880        926        564          0     38,617     18,408
 
Changes from:       October 20, 2020                                 Total Change is:    17,534
      -583     15,602      2,941        366     -1,190      1,419        905     -7,266      5,641          0         -3          0      6,843        389
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       54.6        2.8       47.6        5.4        4.6       14.3       14.3        8.9        0.5        0.3        0.0       19.3        9.2
 
Number of Traders in Each Category                                    Total Traders:       114 
         .          9          5         34         17         16         26         21         16          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   691,570
Positions
    34,790    432,143     15,779    364,357     72,920     27,544     60,052     55,205     35,539     54,131      5,631      2,323     97,055     44,485
 
Changes from:       October 20, 2020                                 Total Change is:    -7,270
     3,864     -9,216        375     -5,367        -61      2,487     -5,950     -1,060        316     -1,434       -879         24     -1,585        743
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       62.5        2.3       52.7       10.5        4.0        8.7        8.0        5.1        7.8        0.8        0.3       14.0        6.4
 
Number of Traders in Each Category                                    Total Traders:       306 
        14         12         18        111         37         51         54         29         33         32         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    24,718
Positions
         0      8,647          0      9,555      2,568      1,825          0      6,308          0        400        449          0     12,938      4,921
 
Changes from:       October 20, 2020                                 Total Change is:        10
         0        -78          0        -56         19        -19          0        -98          0        400          0          0       -315        186
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       35.0        0.0       38.7       10.4        7.4        0.0       25.5        0.0        1.6        1.8        0.0       52.3       19.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0         11          .          7          0          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    19,619
Positions
         0      2,682         30      6,050     11,085      2,528      3,322          0          0          0          0          0      7,689      3,294
 
Changes from:       October 20, 2020                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.7        0.2       30.8       56.5       12.9       16.9        0.0        0.0        0.0        0.0        0.0       39.2       16.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          .          6          9          7          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   143,002
Positions
     6,735     45,488      2,632     47,250     47,804      4,283     46,757     15,557      7,229      1,237      1,138          7     26,874     18,864
 
Changes from:       October 20, 2020                                 Total Change is:    -2,956
     1,052     -3,639        706     -4,190      3,854        760      1,445     -3,526     -1,165          7        -80          4     -1,576        130
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       31.8        1.8       33.0       33.4        3.0       32.7       10.9        5.1        0.9        0.8        0.0       18.8       13.2
 
Number of Traders in Each Category                                    Total Traders:        84 
         4          8          7         22          8          9         21         18         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    23,191
Positions
       765      7,796         83      8,692     10,757          5     11,277      1,653        105      1,097      1,068          0      1,167      1,724
 
Changes from:       October 20, 2020                                 Total Change is:     1,242
       -48          0         -1         13        567          0      1,467        420          1       -324        428          0        134       -173
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       33.6        0.4       37.5       46.4        0.0       48.6        7.1        0.5        4.7        4.6        0.0        5.0        7.4
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          .          .          5          5          .         11         10          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   126,857
Positions
     4,770     59,013      1,165     62,561      2,936        417     44,670     32,039      2,231      4,459     25,841          0      6,584      3,215
 
Changes from:       October 20, 2020                                 Total Change is:       773
       151      1,394        326     -3,150       -250       -141      3,046     -1,266        300        -87        657          0        328       -247
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       46.5        0.9       49.3        2.3        0.3       35.2       25.3        1.8        3.5       20.4        0.0        5.2        2.5
 
Number of Traders in Each Category                                    Total Traders:       146 
         4          7          .         25          6          7         51         27         11         12         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    44,192
Positions
    22,778          0      1,312      5,481     27,403        305      5,892      7,552      1,166      4,838      3,321          0      2,420      3,133
 
Changes from:       October 20, 2020                                 Total Change is:     2,923
        -1          0      1,227        517       -916          6     -2,469      1,210      1,009      2,582        132          0         52        255
 
Percent of Open Interest Represented by Each Category of Trader
      51.5        0.0        3.0       12.4       62.0        0.7       13.3       17.1        2.6       10.9        7.5        0.0        5.5        7.1
 
Number of Traders in Each Category                                    Total Traders:        58 
         .          0          .          7          9          .         11         15          4          7          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    40,441
Positions
     5,748     11,693          1     13,181      6,416        214     15,529     17,324        582        339      1,293          6      4,841      2,913
 
Changes from:       October 20, 2020                                 Total Change is:     3,113
      -144      1,369          0        966     -1,554       -255      2,054      3,054        276          8        222          0        208          1
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       28.9        0.0       32.6       15.9        0.5       38.4       42.8        1.4        0.8        3.2        0.0       12.0        7.2
 
Number of Traders in Each Category                                    Total Traders:        89 
         5          5          .         21          5          .         28         18          5          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    14,418
Positions
     2,570          0          0      4,941      2,537          0      5,918     10,261         31          0        314          0        958      1,275
 
Changes from:       October 20, 2020                                 Total Change is:       824
       -42          0          0        144        -14          0        718        873          0       -167         22          0        171        -57
 
Percent of Open Interest Represented by Each Category of Trader
      17.8        0.0        0.0       34.3       17.6        0.0       41.0       71.2        0.2        0.0        2.2        0.0        6.6        8.8
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          0          0          .          4          0          7          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    48,785
Positions
    12,271     19,811      2,422     13,574      1,703        371      9,943      3,953        416        317     14,258        193      9,280      5,660
 
Changes from:       October 20, 2020                                 Total Change is:     1,091
       831        304        403       -464        333        -82       -921       -412        192       -175       -138        172      1,134        319
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       40.6        5.0       27.8        3.5        0.8       20.4        8.1        0.9        0.6       29.2        0.4       19.0       11.6
 
Number of Traders in Each Category                                    Total Traders:        91 
        16         16          5         15          4          6         20         13          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    97,570
Positions
    24,542     39,621      4,844     27,147      3,405        741     19,886      7,906        832        633     28,516        385     18,560     11,321
 
Changes from:       October 20, 2020                                 Total Change is:     2,181
     1,662        608        805       -927        666       -163     -1,842       -824        383       -349       -276        343      2,269        639
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       40.6        5.0       27.8        3.5        0.8       20.4        8.1        0.9        0.6       29.2        0.4       19.0       11.6
 
Number of Traders in Each Category                                    Total Traders:        91 
        16         16          5         15          4          6         20         13          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    34,740
Positions
     9,849     17,018         12     14,778      8,905      5,370      2,377      2,575          0          0        431          0      2,354        429
 
Changes from:       October 20, 2020                                 Total Change is:      -306
       210        210          0     -1,269        -37         37        457        -86          0          0          0          0        259       -430
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       49.0        0.0       42.5       25.6       15.5        6.8        7.4        0.0        0.0        1.2        0.0        6.8        1.2
 
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 27, 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   643,708
Positions
    55,620    101,388     32,976    239,130    116,822     61,382     44,587     77,325    110,239     28,712     70,375      3,523     67,539     69,678
 
Changes from:       October 20, 2020                                 Total Change is:     5,133
    -3,143      3,234        -38     -6,671     -1,254      4,816      6,116        523      1,938      5,715     -2,787       -802     -2,799       -498
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       15.8        5.1       37.1       18.1        9.5        6.9       12.0       17.1        4.5       10.9        0.5       10.5       10.8
 
Number of Traders in Each Category                                    Total Traders:       588 
        39         33         41        160         94        139         67        101         89         52         42         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    25,413
Positions
     7,735      4,150         86          0          0          0      2,161      4,108      9,497        103          1          6      5,825      7,564
 
Changes from:       October 20, 2020                                 Total Change is:    -1,654
    -1,051        -40          2          0          0          0     -1,819        389      1,349        103       -897        -12       -225     -2,445
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       16.3        0.3        0.0        0.0        0.0        8.5       16.2       37.4        0.4        0.0        0.0       22.9       29.8
 
Number of Traders in Each Category                                    Total Traders:        26 
         4          4          4          0          0          0          5         10         13          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    25,798
Positions
    21,245     10,384        615      2,142      8,020        107        218      5,189         26          0          0          0      1,445      1,457
 
Changes from:       October 20, 2020                                 Total Change is:     3,082
     2,899      3,386        352         28     -1,884          1          0      1,143          0          0          0          0       -198         84
 
Percent of Open Interest Represented by Each Category of Trader
      82.4       40.3        2.4        8.3       31.1        0.4        0.8       20.1        0.1        0.0        0.0        0.0        5.6        5.6
 
Number of Traders in Each Category                                    Total Traders:        31 
         8          6          .          4          5          .          .          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 3,091,476
Positions
   265,832    512,594    138,045  1,195,649    584,110    306,908    222,649    376,602    493,187    143,045    351,869     17,589    308,571    310,572
 
Changes from:       October 20, 2020                                 Total Change is:    33,933
   -17,057      9,771      6,400    -33,353     -6,268     24,079     27,530    -11,475     15,088     23,577    -13,936        538    -12,870      9,736
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       16.6        4.5       38.7       18.9        9.9        7.2       12.2       16.0        4.6       11.4        0.6       10.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       584 
        38         34         40        160         94        139         67         98         86         52         41         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    13,536
Positions
     1,948     10,887          0      6,106      1,274        412      1,409          0          0          0          0          0      3,661        963
 
Changes from:       October 20, 2020                                 Total Change is:     1,472
       423        554          0       -304        953         28        247          0          0       -361          0          0      1,439        -63
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       80.4        0.0       45.1        9.4        3.0       10.4        0.0        0.0        0.0        0.0        0.0       27.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         .         10          0          5          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   141,328
Positions
         0      3,359          0     19,144          0          0     35,484     76,478     20,997      1,040     15,894          9     64,654     24,591
 
Changes from:       October 20, 2020                                 Total Change is:     4,322
         0     -2,305          0      1,063          0          0      6,794      7,223      1,193     -1,467     -1,359          4     -3,264       -433
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.4        0.0       13.5        0.0        0.0       25.1       54.1       14.9        0.7       11.2        0.0       45.7       17.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0          .          0          0          7          9          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    56,858
Positions
     6,804     10,669        275     34,257     38,142      1,600      4,310      2,317        140          0        330          0      9,472      3,385
 
Changes from:       October 20, 2020                                 Total Change is:      -340
     1,541     -1,111         -1     -2,229      1,091         45        777        452        -46          0          0          0       -427       -770
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       18.8        0.5       60.3       67.1        2.8        7.6        4.1        0.2        0.0        0.6        0.0       16.7        6.0
 
Number of Traders in Each Category                                    Total Traders:        75 
         6          7          .         29         17         11         12          .          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    50,583
Positions
    11,959      8,999        310     10,855      7,166      1,347      9,668     15,939      4,710      2,239      4,382        176      9,321      7,555
 
Changes from:       October 20, 2020                                 Total Change is:     1,369
     1,862        -94        -46       -180       -403       -126        732      1,550       -107       -169         95          8       -606        491
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       17.8        0.6       21.5       14.2        2.7       19.1       31.5        9.3        4.4        8.7        0.3       18.4       14.9
 
Number of Traders in Each Category                                    Total Traders:       292 
        23         21         10         67         40         37         48         56         32         13         23         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   252,913
Positions
    59,794     44,995      1,550     54,275     35,828      6,733     48,339     79,694     23,548     11,193     21,912        878     46,603     37,776
 
Changes from:       October 20, 2020                                 Total Change is:     6,846
     9,311       -471       -231       -900     -2,013       -630      3,659      7,752       -533       -843        473         42     -3,031      2,456
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       17.8        0.6       21.5       14.2        2.7       19.1       31.5        9.3        4.4        8.7        0.3       18.4       14.9
 
Number of Traders in Each Category                                    Total Traders:       292 
        23         21         10         67         40         37         48         56         32         13         23         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   546,091
Positions
    83,335     84,790      4,672    294,548    209,119     46,753     67,607    108,295      8,422     14,934     64,326        429     25,390     19,284
 
Changes from:       October 20, 2020                                 Total Change is:    -5,270
    -1,067     -1,133        396     -1,160       -535     -1,779     -7,904      1,389       -608      7,657     -2,854        299     -1,104       -444
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       15.5        0.9       53.9       38.3        8.6       12.4       19.8        1.5        2.7       11.8        0.1        4.6        3.5
 
Number of Traders in Each Category                                    Total Traders:       358 
        30         17          7        104         59         50         52         58         24         14         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    15,507
Positions
     6,599     13,028          0      3,476      2,074          0      4,534          0          0          0        204          0        898        201
 
Changes from:       October 20, 2020                                 Total Change is:     2,325
     2,482      2,042          0        148        355          0       -333          0        -86          0          1          0        114         13
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       84.0        0.0       22.4       13.4        0.0       29.2        0.0        0.0        0.0        1.3        0.0        5.8        1.3
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          7          0          5          4          0          .          0          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    17,403
Positions
         0     11,391          0      7,659        908         18      5,267      1,666        200        301        563          0      3,958      2,657
 
Changes from:       October 20, 2020                                 Total Change is:        81
      -613        393          0         94          0         -2        663        -98        200        -28        -37          0       -233       -375
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       65.5        0.0       44.0        5.2        0.1       30.3        9.6        1.1        1.7        3.2        0.0       22.7       15.3
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          4          0          8          .          .          7          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    47,136
Positions
    16,026      9,788        392     13,697      5,529      1,265      7,942      8,644        216        588      2,506          0      7,010     18,796
 
Changes from:       October 20, 2020                                 Total Change is:     2,474
     2,290       -312        101       -395       -156        299        550        310        216        -44       -848          0       -543      2,864
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       20.8        0.8       29.1       11.7        2.7       16.8       18.3        0.5        1.2        5.3        0.0       14.9       39.9
 
Number of Traders in Each Category                                    Total Traders:        67 
         6          9          .         10          8          5         14         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   438,668
Positions
    39,942    252,202      4,545    327,287    120,013     31,150     19,622     17,908      1,191      6,277      5,758          0      8,654      5,901
 
Changes from:       October 20, 2020                                 Total Change is:    10,429
     2,508     15,599         -6     11,301      1,350     -2,028     -1,001     -5,078       -239        176        883          0       -282        -52
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       57.5        1.0       74.6       27.4        7.1        4.5        4.1        0.3        1.4        1.3        0.0        2.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       178 
        12         14          4         67         44         37         14         16          6          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 1,243,808
Positions
    96,092    685,210      6,195    889,052    249,724     94,596     91,560     67,025     10,253     29,267    114,964      2,579     24,214     13,262
 
Changes from:       October 20, 2020                                 Total Change is:    13,588
       480        438        453     10,031      2,908     -5,136      7,064     13,562      1,861      1,123     -5,085        -40     -2,248      4,627
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       55.1        0.5       71.5       20.1        7.6        7.4        5.4        0.8        2.4        9.2        0.2        1.9        1.1
 
Number of Traders in Each Category                                    Total Traders:       431 
        27         21          9        177         67         79         62         34         19         28         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   203,947
Positions
    56,209    158,746     32,474     21,221          0      2,686     79,066          0      9,147      2,923         65          0        221        829
 
Changes from:       October 20, 2020                                 Total Change is:     2,205
     1,429        676       -861       -289          0        200        -90          0      1,859        -38          0          0         -5        331
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       77.8       15.9       10.4        0.0        1.3       38.8        0.0        4.5        1.4        0.0        0.0        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        80 
        10         20         16         14          0          .         28          0          5          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 1,377,508
Positions
     6,321    141,257     19,103    700,941    181,626    198,343     94,329    536,592    115,190     60,408     19,077      8,194    174,678    158,126
 
Changes from:       October 20, 2020                                 Total Change is:   -18,550
      -431      8,922     -9,763      4,764        715     -4,501     22,757     17,706    -28,020     -2,716      4,550      1,220     -1,860     -9,379
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       10.3        1.4       50.9       13.2       14.4        6.8       39.0        8.4        4.4        1.4        0.6       12.7       11.5
 
Number of Traders in Each Category                                    Total Traders:       190 
         7         16         18         64         27         52         25         38         44          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,001,448
Positions
    28,227     98,731          0    514,221    173,996    187,511     62,785    388,402     17,527     51,516     19,660        145    139,516    115,476
 
Changes from:       October 20, 2020                                 Total Change is:    18,024
    -1,944      4,484          0     -1,108     -9,040     12,140     11,118     12,383        523       -597       -353        137     -2,245     -2,250
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        9.9        0.0       51.3       17.4       18.7        6.3       38.8        1.8        5.1        2.0        0.0       13.9       11.5
 
Number of Traders in Each Category                                    Total Traders:       141 
         .         12          0         61         19         53          9         27         15          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,002,728
Positions
    28,590    149,229      9,332    933,646    518,333    242,256    416,307    885,201     35,740    172,237     63,786        849    163,770     98,001
 
Changes from:       October 20, 2020                                 Total Change is:    29,844
    -4,366      2,365     -1,441    -18,658       -551      3,578     35,886     15,132     11,750        112        509          0      2,984     -1,497
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        7.5        0.5       46.6       25.9       12.1       20.8       44.2        1.8        8.6        3.2        0.0        8.2        4.9
 
Number of Traders in Each Category                                    Total Traders:       281 
         8         28          6         99         27         64         58         35         26         20          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,731,121
Positions
   173,713    248,094    158,482  1,378,968  1,181,005    673,743    322,160    524,620    372,532    223,285    111,583     41,852    386,386    419,212
 
Changes from:       October 20, 2020                                 Total Change is:  -188,766
    -9,252    -33,777    -27,140       -500    -15,961    -16,897    -38,812    -63,308    -76,812      5,836     14,393     -9,042    -16,148     39,776
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        6.6        4.2       37.0       31.7       18.1        8.6       14.1       10.0        6.0        3.0        1.1       10.4       11.2
 
Number of Traders in Each Category                                    Total Traders:       391 
        21         37         40         98         74         94         54         65         69         23         19         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   947,513
Positions
    73,250     32,665      9,039    288,352    353,767    103,022    264,456    225,148     30,276     49,598      6,342         10    129,510    187,244
 
Changes from:       October 20, 2020                                 Total Change is:    33,260
     1,507      6,235     -1,132      9,521      6,602      2,896     20,819      8,716     -2,343          0      3,470         10      1,982      8,806
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        3.4        1.0       30.4       37.3       10.9       27.9       23.8        3.2        5.2        0.7        0.0       13.7       19.8
 
Number of Traders in Each Category                                    Total Traders:       118 
         5          7          4         26         46         37         22          7         15          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,198,575
Positions
    75,212    244,342     27,770  1,304,383    560,881    550,138    411,645  1,237,609    148,237    351,744    137,799      3,749    325,696    288,050
 
Changes from:       October 20, 2020                                 Total Change is:   -36,871
    -5,329      5,341     -5,124     -5,356      7,124       -989      6,589    -31,813    -14,908     -2,075      5,078     -1,309     -8,371       -272
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        7.6        0.9       40.8       17.5       17.2       12.9       38.7        4.6       11.0        4.3        0.1       10.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       286 
        13         24         15         89         50         78         37         50         40         12         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,337,417
Positions
   255,828    363,222    286,682     45,003      2,632     11,350    454,440    394,745    245,866     12,931      3,779          0     25,317     29,141
 
Changes from:       October 20, 2020                                 Total Change is:    -7,446
    -3,883     34,304     -9,253      2,508          0     -3,990     21,733    -13,952    -16,340        356          0          0      1,423      1,785
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       27.2       21.4        3.4        0.2        0.8       34.0       29.5       18.4        1.0        0.3        0.0        1.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       105 
        29         16         40          .          .          .         23         24         37          5          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 is18,116,708
Positions
 1,914,260  2,220,210  3,411,373    261,006    436,988  1,058,082  1,010,508    437,746  9,561,818    107,075     91,683    183,568    609,020    715,241
 
Changes from:       October 20, 2020                                 Total Change is:    97,427
    74,467     39,881      9,301    -30,556     43,629     33,470     18,488     -8,173    -26,064     23,578    -32,597      7,050    -12,307     30,930
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       12.3       18.8        1.4        2.4        5.8        5.6        2.4       52.8        0.6        0.5        1.0        3.4        3.9
 
Number of Traders in Each Category                                    Total Traders:       278 
        33         47         74         18         17         27         58         60        100         17         21         24
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   321,358
Positions
    20,805    152,915     55,619         40      9,005     10,535    179,618     38,389     51,836        101        197      2,630        174        232
 
Changes from:       October 20, 2020                                 Total Change is:    47,748
      -313     14,292     27,183         40      2,705     -2,601     17,129        -54      5,930          0       -164        374          7         84
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       47.6       17.3        0.0        2.8        3.3       55.9       11.9       16.1        0.0        0.1        0.8        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        77 
         9         17         12          .          4          .         20         21         27          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   170,285
Positions
    15,634    112,317     11,125      3,049      2,378      3,161     88,497     12,149     28,010     19,732          0        936        141        209
 
Changes from:       October 20, 2020                                 Total Change is:    10,470
     1,049     15,002       -737      1,000       -217        160      6,863     -4,171        303      1,697          0        134          1         -4
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       66.0        6.5        1.8        1.4        1.9       52.0        7.1       16.4       11.6        0.0        0.5        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        75 
         4         20         12          .          4          .         23         17         25          4          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   138,802
Positions
         0     54,021          0      3,403      2,170          0        406      8,035     73,915     61,068        500          0         10        161
 
Changes from:       October 20, 2020                                 Total Change is:     3,479
         0      1,566          0          0         29          0        406     -2,302      4,185     -1,105          0          0         -7          1
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.9        0.0        2.5        1.6        0.0        0.3        5.8       53.3       44.0        0.4        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          4          0          .          5          0          .          4          .          8          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    14,645
Positions
         0        285          0        770          0          0      5,888      9,501      1,662      2,564      2,531        151      3,611        516
 
Changes from:       October 20, 2020                                 Total Change is:     2,626
         0        285          0       -104          0          0      1,217      1,600        466        632        246        -75        490        104
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.9        0.0        5.3        0.0        0.0       40.2       64.9       11.3       17.5       17.3        1.0       24.7        3.5
 
Number of Traders in Each Category                                    Total Traders:       105 
         0          .          0          5          0          0         36         19         16         34          9          9
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    29,783
Positions
     2,342      2,411          0      6,523      8,831        897     11,944      8,990      2,790      1,366      2,485        125      3,796      3,254
 
Changes from:       October 20, 2020                                 Total Change is:       274
       491          0          0       -908        909         -4      2,147       -995        -99       -930        192         22       -445        250
 
Percent of Open Interest Represented by Each Category of Trader
       7.9        8.1        0.0       21.9       29.7        3.0       40.1       30.2        9.4        4.6        8.3        0.4       12.7       10.9
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          .          0          8          9          .         23         23          6         19         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   263,583
Positions
    39,484     29,093      7,132    117,393     49,851     10,481     26,636    109,462     26,821      9,408      5,346      5,880     20,348     19,517
 
Changes from:       October 20, 2020                                 Total Change is:   -16,172
     4,331      3,055     -6,722      6,543    -15,782     -3,001    -11,690     10,454     -4,712        568      3,142     -2,375        886       -231
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       11.0        2.7       44.5       18.9        4.0       10.1       41.5       10.2        3.6        2.0        2.2        7.7        7.4
 
Number of Traders in Each Category                                    Total Traders:       155 
        10         14         15         16         24         14         27         43         44          8          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2020                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    20,550
Positions
     3,018      1,718          0     15,854      9,254        351        760      9,003          0        353        170          0        214         54
 
Changes from:       October 20, 2020                                 Total Change is:         9
         0          0          0         -3        -61          0          3         70         -1         27          0          0        -17          1
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        8.4        0.0       77.1       45.0        1.7        3.7       43.8        0.0        1.7        0.8        0.0        1.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0         10          .          .          5          5          0          6          .          0
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Updated October 30, 2020