Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   132,272
Positions
    16,540     22,034      2,390     40,931     21,495      4,090     19,684     44,296     10,038     12,419        749        324     25,856     26,856
 
Changes from:       June 30, 2020                                    Total Change is:    -1,519
     2,577       -186       -666     -1,608      1,527     -1,821      2,819        -97     -1,985         95        -26        -14       -916      1,750
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       16.7        1.8       30.9       16.3        3.1       14.9       33.5        7.6        9.4        0.6        0.2       19.5       20.3
 
Number of Traders in Each Category                                    Total Traders:        96 
         6          8          8         15         15         10         15         25         14         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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    46,756
Positions
         0     18,562        657     11,943      5,500        285     15,459      8,942      1,156          0        487          0     17,256     11,168
 
Changes from:       June 30, 2020                                    Total Change is:     3,585
         0      1,507        -33      2,179        100         -2       -617      1,240         59          0          0          0      1,999        714
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.7        1.4       25.5       11.8        0.6       33.1       19.1        2.5        0.0        1.0        0.0       36.9       23.9
 
Number of Traders in Each Category                                    Total Traders:        40 
         0          8          .          8          7          .          8          8          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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   204,565
Positions
    71,594      6,608      4,507     39,782     79,650      5,693     37,435     49,302     21,415      3,511      6,414        291     20,336     30,686
 
Changes from:       June 30, 2020                                    Total Change is:    -9,940
    -9,395        236     -1,114      1,331     -1,451     -2,215      5,779        -78     -3,764       -733          0        206        -35     -1,760
 
Percent of Open Interest Represented by Each Category of Trader
      35.0        3.2        2.2       19.4       38.9        2.8       18.3       24.1       10.5        1.7        3.1        0.1        9.9       15.0
 
Number of Traders in Each Category                                    Total Traders:       113 
        11          .          8         13         33         12         17         28         18          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   154,401
Positions
     7,594     58,557      4,745     66,977     17,843     10,228     15,557     25,879     13,113     11,828      1,302          2     24,358     22,732
 
Changes from:       June 30, 2020                                    Total Change is:    -5,101
     2,621     -4,151     -2,117      1,833     -3,841        679     -1,269      7,214     -6,078         -8        782         -1       -760      2,411
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       37.9        3.1       43.4       11.6        6.6       10.1       16.8        8.5        7.7        0.8        0.0       15.8       14.7
 
Number of Traders in Each Category                                    Total Traders:       100 
         6          8          5         24         18         15         14         21         17          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   646,323
Positions
    25,755    356,371     25,005    358,628     84,682     18,580     44,949     75,760     34,951     41,771      6,311      3,072     93,611     41,592
 
Changes from:       June 30, 2020                                    Total Change is:     2,726
      -860     19,582     -1,711      3,726     -7,913     -1,385      4,612      1,784     -6,558      3,248        134       -129      1,782     -1,079
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       55.1        3.9       55.5       13.1        2.9        7.0       11.7        5.4        6.5        1.0        0.5       14.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       280 
        10         13         13         96         34         44         46         33         28         33         15         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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    23,701
Positions
       885      9,517         32      8,136      2,733      1,974          0      4,508        436          0          0          0     12,238      4,501
 
Changes from:       June 30, 2020                                    Total Change is:      -340
       440       -134          0     -1,448        394        333          0     -1,377        436          0          0          0       -101          8
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       40.2        0.1       34.3       11.5        8.3        0.0       19.0        1.8        0.0        0.0        0.0       51.6       19.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .         10          5          8          0          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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   117,499
Positions
     7,834     30,620      2,363     32,847     30,330      4,066     38,862     21,022      7,885          0      1,028         68     23,574     20,118
 
Changes from:       June 30, 2020                                    Total Change is:      -156
    -1,035      6,644       -171        245     -1,456     -2,631      3,621      3,509     -3,216          0        384        -17      3,047     -3,203
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       26.1        2.0       28.0       25.8        3.5       33.1       17.9        6.7        0.0        0.9        0.1       20.1       17.1
 
Number of Traders in Each Category                                    Total Traders:        76 
         4          8          5         12         10          9         15         22         14          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    23,446
Positions
       112     19,028          0     16,587        342         41      5,321      1,450         71        138      1,151          0      1,176      1,363
 
Changes from:       June 30, 2020                                    Total Change is:      -832
       -46          0          0       -609       -210          0       -109       -174        -12          0       -436          0        -56          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       81.2        0.0       70.7        1.5        0.2       22.7        6.2        0.3        0.6        4.9        0.0        5.0        5.8
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          5          0          6          .          .         12          5          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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   123,021
Positions
         0     57,555        509     83,400      5,535        691     29,856     35,034        854      2,846     18,907        106      4,759      3,830
 
Changes from:       June 30, 2020                                    Total Change is:       785
         0       -377          0      2,374     -1,524         94     -2,822      2,456        261        423        377          4        451       -506
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       46.8        0.4       67.8        4.5        0.6       24.3       28.5        0.7        2.3       15.4        0.1        3.9        3.1
 
Number of Traders in Each Category                                    Total Traders:       125 
         0          8          .         14         16          .         30         34         11         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    22,285
Positions
     6,513        407        537      3,906     12,696          0      6,625      4,831         79      2,528        661          0      2,097      3,074
 
Changes from:       June 30, 2020                                    Total Change is:    -5,050
    -2,488       -743       -822        199        -93          0        573       -671     -2,282       -134       -261       -101          5        -77
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        1.8        2.4       17.5       57.0        0.0       29.7       21.7        0.4       11.3        3.0        0.0        9.4       13.8
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .          7          5          0          8         12          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    31,234
Positions
     7,084      4,367          0      8,559      6,668        725     10,437     13,670        695        340      1,129          6      3,388      3,974
 
Changes from:       June 30, 2020                                    Total Change is:       357
       902       -539          0        553      1,319       -148       -670     -1,118        378       -450         26          0       -209        439
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       14.0        0.0       27.4       21.3        2.3       33.4       43.8        2.2        1.1        3.6        0.0       10.8       12.7
 
Number of Traders in Each Category                                    Total Traders:        79 
         8          4          .         12         10          6         26         15          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    10,947
Positions
         0          0          0      5,130      1,462          0      5,291      8,271         24          0        174          0        502      1,016
 
Changes from:       June 30, 2020                                    Total Change is:      -710
         0          0          0       -553        130          0       -253       -823          1          0         20          0         95        -38
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0       46.9       13.4        0.0       48.3       75.6        0.2        0.0        1.6        0.0        4.6        9.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          0          0          .          4          0          9          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    36,086
Positions
    14,756      5,389        638      5,367      3,928      1,050      7,306      3,310        257        246     14,110        104      6,364      7,301
 
Changes from:       June 30, 2020                                    Total Change is:    -1,560
      -275       -209        269        170       -572        -94     -1,291       -228       -221       -104         83        104       -118       -691
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       14.9        1.8       14.9       10.9        2.9       20.2        9.2        0.7        0.7       39.1        0.3       17.6       20.2
 
Number of Traders in Each Category                                    Total Traders:        83 
        21         10          4         12          8          8         15         11          7          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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    72,171
Positions
    29,512     10,778      1,275     10,734      7,855      2,099     14,612      6,620        514        491     28,220        207     12,727     14,603
 
Changes from:       June 30, 2020                                    Total Change is:    -3,119
      -549       -418        537        340     -1,143       -188     -2,581       -456       -442       -207        165        207       -236     -1,381
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       14.9        1.8       14.9       10.9        2.9       20.2        9.2        0.7        0.7       39.1        0.3       17.6       20.2
 
Number of Traders in Each Category                                    Total Traders:        83 
        21         10          4         12          8          8         15         11          7          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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    36,961
Positions
     7,965     20,055         21     21,711      9,610      2,497      1,739      3,244          0      1,080        421          0      1,948      1,113
 
Changes from:       June 30, 2020                                    Total Change is:       590
      -350        255          0        861         33        -80        176        270          0          0          0          0        -17        112
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       54.3        0.1       58.7       26.0        6.8        4.7        8.8        0.0        2.9        1.1        0.0        5.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         6          4          .         10          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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   691,121
Positions
    86,136     47,019     35,596    246,925    158,425     67,861     40,753    100,011    119,473     21,574     76,646      3,476     69,327     82,614
 
Changes from:       June 30, 2020                                    Total Change is:     3,487
    -1,789     -1,305      6,206       -928     -8,230     -2,411     -2,486     -1,743      7,302     -2,584      1,786        521       -343      1,362
 
Percent of Open Interest Represented by Each Category of Trader
      12.5        6.8        5.2       35.7       22.9        9.8        5.9       14.5       17.3        3.1       11.1        0.5       10.0       12.0
 
Number of Traders in Each Category                                    Total Traders:       616 
        34         33         41        144        110        141         74        118        106         45         58         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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    30,807
Positions
     2,813      4,470         16          0          0          0      1,684      2,411     14,745         23          0        104     11,422      9,061
 
Changes from:       June 30, 2020                                    Total Change is:     2,182
       610      2,000         12          0          0          0        479     -1,657        772          5          0        -28        331      1,082
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       14.5        0.1        0.0        0.0        0.0        5.5        7.8       47.9        0.1        0.0        0.3       37.1       29.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          0          0          0          7         10         16          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 3,301,570
Positions
   453,029    249,156    141,488  1,234,627    792,125    339,304    200,941    493,599    518,047    107,756    383,231     16,856    289,521    367,765
 
Changes from:       June 30, 2020                                    Total Change is:     6,527
     1,056     -3,475     17,918     -4,639    -41,149    -12,057    -12,311      2,086     30,137    -12,945      8,929      2,742     -3,373      1,397
 
Percent of Open Interest Represented by Each Category of Trader
      13.7        7.5        4.3       37.4       24.0       10.3        6.1       15.0       15.7        3.3       11.6        0.5        8.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       611 
        34         33         39        144        110        141         73        115        101         44         58         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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    62,850
Positions
    12,043      5,438         11     39,483     46,021      1,003      1,537      4,009        216          0      1,029         19      8,538      5,104
 
Changes from:       June 30, 2020                                    Total Change is:      -651
      -232      1,356         -2        630     -1,230       -215       -679       -902         11          0          0          0       -164        331
 
Percent of Open Interest Represented by Each Category of Trader
      19.2        8.7        0.0       62.8       73.2        1.6        2.4        6.4        0.3        0.0        1.6        0.0       13.6        8.1
 
Number of Traders in Each Category                                    Total Traders:        69 
         6          5          .         27         20         13          5          4          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    48,117
Positions
     4,513     11,453        713     16,565      4,468      1,064     11,036     14,798      5,531      1,652      2,452         76      6,967      7,563
 
Changes from:       June 30, 2020                                    Total Change is:     5,038
     1,632        405         30       -123       -518        -59      1,734      3,575      1,138        182       -198         63        441        602
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       23.8        1.5       34.4        9.3        2.2       22.9       30.8       11.5        3.4        5.1        0.2       14.5       15.7
 
Number of Traders in Each Category                                    Total Traders:       272 
        19         24          8         73         32         39         51         42         28         14         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   240,585
Positions
    22,564     57,263      3,564     82,823     22,339      5,320     55,178     73,988     27,657      8,261     12,258        382     34,835     37,814
 
Changes from:       June 30, 2020                                    Total Change is:    25,190
     8,160      2,026        152       -616     -2,590       -296      8,669     17,874      5,692        908       -989        314      2,206      3,008
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       23.8        1.5       34.4        9.3        2.2       22.9       30.8       11.5        3.4        5.1        0.2       14.5       15.7
 
Number of Traders in Each Category                                    Total Traders:       272 
        19         24          8         73         32         39         51         42         28         14         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   536,676
Positions
    94,716     41,655        971    261,426    225,395     56,574     79,084    115,681     10,382     10,548     63,226         60     22,915     22,732
 
Changes from:       June 30, 2020                                    Total Change is:    -7,113
    13,368     -1,356     -8,060      1,564        842     -4,217     -8,826      1,714      1,205     -4,154        717         47      1,960      1,995
 
Percent of Open Interest Represented by Each Category of Trader
      17.6        7.8        0.2       48.7       42.0       10.5       14.7       21.6        1.9        2.0       11.8        0.0        4.3        4.2
 
Number of Traders in Each Category                                    Total Traders:       331 
        32         19          4         84         62         51         42         61         25         11         20          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    36,179
Positions
     6,068     12,009        335     15,158      4,452        312      6,043      7,214          9      1,691        200          0      6,563     11,648
 
Changes from:       June 30, 2020                                    Total Change is:     1,642
      -550        251         28        443        318        -46      1,509     -1,414          7        227          0          0         24      2,498
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       33.2        0.9       41.9       12.3        0.9       16.7       19.9        0.0        4.7        0.6        0.0       18.1       32.2
 
Number of Traders in Each Category                                    Total Traders:        56 
         7          8          .         11          8          6         11          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   442,417
Positions
    44,899    258,188      4,882    336,817    132,527     27,404     18,394     10,332        945      1,449      1,611          0      7,627      6,528
 
Changes from:       June 30, 2020                                    Total Change is:    -8,323
    -2,852     -9,728       -577        937        914       -860     -5,458      1,265         37       -136       -485          0        586      1,111
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       58.4        1.1       76.1       30.0        6.2        4.2        2.3        0.2        0.3        0.4        0.0        1.7        1.5
 
Number of Traders in Each Category                                    Total Traders:       169 
        15         11          5         64         46         43         12         13          4          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                          
CFTC Code #244042                                                    Open Interest is 1,203,655
Positions
    59,955    582,890     10,506    830,219    304,389    127,008     99,296     67,382      6,951     30,756     93,515      2,634     36,330      8,380
 
Changes from:       June 30, 2020                                    Total Change is:    15,215
    -4,045      4,341       -991     20,726     20,784        983     -5,171      7,562       -430       -656      1,611         60      4,739    -18,705
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       48.4        0.9       69.0       25.3       10.6        8.2        5.6        0.6        2.6        7.8        0.2        3.0        0.7
 
Number of Traders in Each Category                                    Total Traders:       420 
        21         20          8        167         73         83         61         33         18         32         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   156,077
Positions
    38,357    113,542     35,491     25,790          0        986     44,706         29      5,771      4,545         65        148        283         45
 
Changes from:       June 30, 2020                                    Total Change is:      -530
      -100     -1,247         18         -7          0        500     -1,178          0        200        250          0          0       -213         -1
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       72.7       22.7       16.5        0.0        0.6       28.6        0.0        3.7        2.9        0.0        0.1        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        80 
        10         19         19         14          0          .         25          .          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 1,159,652
Positions
     2,274    127,015     23,519    554,011    198,510    208,418     50,483    346,438     81,498     62,651     23,999      9,011    167,787    141,244
 
Changes from:       June 30, 2020                                    Total Change is:    24,994
      -791      8,833      4,333     14,218     -2,783     -1,995      2,903      3,069     11,474         39     -4,955      2,639     -7,826      4,379
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       11.0        2.0       47.8       17.1       18.0        4.4       29.9        7.0        5.4        2.1        0.8       14.5       12.2
 
Number of Traders in Each Category                                    Total Traders:       177 
         .         18         14         60         30         52         13         36         39         10          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 1,057,194
Positions
    25,637    146,203        351    587,127    140,935    175,213     62,941    475,915      7,778     47,593     14,457          0    150,554     96,342
 
Changes from:       June 30, 2020                                    Total Change is:    16,291
       337      7,066         32     12,928     -1,460      3,785      1,642      3,671       -759        290        -50          0     -1,964      4,006
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       13.8        0.0       55.5       13.3       16.6        6.0       45.0        0.7        4.5        1.4        0.0       14.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       138 
         .         14          .         66         17         52          4         26          7          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,110,163
Positions
    48,855    235,056     13,025  1,027,082    495,515    247,830    350,686    908,690     38,966    200,120     75,442      1,067    182,533     94,573
 
Changes from:       June 30, 2020                                    Total Change is:   -35,978
    -3,938     -6,311      3,492      3,533     21,634       -303    -21,416    -34,119    -19,024      2,117       -817        -41       -398       -490
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       11.1        0.6       48.7       23.5       11.7       16.6       43.1        1.8        9.5        3.6        0.1        8.7        4.5
 
Number of Traders in Each Category                                    Total Traders:       297 
        10         30          9        109         29         67         47         44         31         19          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 3,905,418
Positions
   181,745    322,293    157,293  1,490,652  1,024,637    623,742    498,953    946,487    302,663    202,423    103,678     37,841    410,106    386,785
 
Changes from:       June 30, 2020                                    Total Change is:   -11,106
    16,439     12,309     -6,606     -2,346     29,720    -15,347     -7,722    -30,970     -5,388     -1,644     -5,509        441     11,067     10,245
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        8.3        4.0       38.2       26.2       16.0       12.8       24.2        7.7        5.2        2.7        1.0       10.5        9.9
 
Number of Traders in Each Category                                    Total Traders:       387 
        21         39         43        104         72        106         50         68         77         20         13         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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   973,672
Positions
    65,197     49,637      7,350    293,628    322,736    118,173    329,585    259,857     16,382     34,632     10,640          0    108,725    188,897
 
Changes from:       June 30, 2020                                    Total Change is:     3,306
      -468     16,206       -518     -7,902      8,236     -6,072     14,663     -4,391     -5,710         53       -330          0      9,260     -4,115
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        5.1        0.8       30.2       33.1       12.1       33.8       26.7        1.7        3.6        1.1        0.0       11.2       19.4
 
Number of Traders in Each Category                                    Total Traders:       109 
         .          8          5         26         42         39         17         10         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,641,758
Positions
   102,162    325,214     43,642  1,775,606    696,309    517,088    434,553  1,433,814    157,449    281,421    168,064     12,986    316,851    287,192
 
Changes from:       June 30, 2020                                    Total Change is:   -97,680
     8,107    -30,419     -2,170    -37,414    -21,223      3,280    -43,141    -18,212    -29,287     -6,676      3,337        405      9,215     -3,393
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        8.9        1.2       48.8       19.1       14.2       11.9       39.4        4.3        7.7        4.6        0.4        8.7        7.9
 
Number of Traders in Each Category                                    Total Traders:       311 
        12         28         16         90         52         88         36         62         58         15         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,678,801
Positions
   223,398    278,032    394,283      5,500     16,263     35,033    707,074    622,341    262,767      5,304     10,958         40     45,402     59,084
 
Changes from:       June 30, 2020                                    Total Change is:  -114,432
   -11,812    -76,324    -17,197          0      5,508     -7,453    -86,741    -35,048     -3,246       -401     -3,493     -1,778     14,196     24,599
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       16.6       23.5        0.3        1.0        2.1       42.1       37.1       15.7        0.3        0.7        0.0        2.7        3.5
 
Number of Traders in Each Category                                    Total Traders:       108 
        23         21         38          .          5          4         23         27         37          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is22,454,399
Positions
 1,835,992  1,543,928  4,370,182    700,164    262,678  1,167,295    649,644  1,430,967 12,521,909    219,142    115,407    228,605    761,466    813,427
 
Changes from:       June 30, 2020                                    Total Change is:   202,950
   -43,369    -94,434    133,672    -60,468    -21,194     26,317      3,211     14,753     73,003     -2,729     -6,459      1,673     71,640     75,620
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        6.9       19.5        3.1        1.2        5.2        2.9        6.4       55.8        1.0        0.5        1.0        3.4        3.6
 
Number of Traders in Each Category                                    Total Traders:       256 
        32         42         71         16         13         23         53         57         92         19         15         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   150,966
Positions
    19,265     46,761     19,751         94      7,293      8,211     86,020     51,483     15,809        200        115      1,468        148         74
 
Changes from:       June 30, 2020                                    Total Change is:      -302
       -69      1,280       -560         94         28          0        961       -323       -933       -100        -73        323        -18        -45
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       31.0       13.1        0.1        4.8        5.4       57.0       34.1       10.5        0.1        0.1        1.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        57 
         7         13          8          .          .          .         13         17         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   205,909
Positions
    33,550     97,065     11,833          0      2,986      2,948    136,761     73,424     17,052      3,169          0        446        150        155
 
Changes from:       June 30, 2020                                    Total Change is:   -93,128
   -23,570    -27,915     -8,348          0    -10,816       -397    -54,693    -38,301     -6,558        616        -46       -277         99       -470
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       47.1        5.7        0.0        1.5        1.4       66.4       35.7        8.3        1.5        0.0        0.2        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        77 
         7         26         12          0          4          .         12         25         21          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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    70,739
Positions
         0     24,064          0      1,516      2,380          0          0     20,034     23,021     46,181        500          0         21        740
 
Changes from:       June 30, 2020                                    Total Change is:      -121
         0     -2,067          0          0         46          0          0        675      1,080     -1,204          0          0          3        145
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.0        0.0        2.1        3.4        0.0        0.0       28.3       32.5       65.3        0.7        0.0        0.0        1.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          .          5          0          0          4          .          7          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     8,635
Positions
         0        523          0        626        203         30      3,218      5,706        523      2,132      1,048          1      2,105        601
 
Changes from:       June 30, 2020                                    Total Change is:       512
         0         30          0        264        123          0        182        403         -8       -123         31          0        197        -67
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        6.1        0.0        7.2        2.4        0.3       37.3       66.1        6.1       24.7       12.1        0.0       24.4        7.0
 
Number of Traders in Each Category                                    Total Traders:        64 
         0          .          0          .          .          .         16         19          7         18          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    22,898
Positions
       804          0          0      5,834      2,923        576      9,575     14,180      1,430      2,215        791         11      2,453      2,987
 
Changes from:       June 30, 2020                                    Total Change is:     3,428
        61          0          0        -57        228        -98      2,430      2,152        792        367        -80         -2        -66        435
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        0.0        0.0       25.5       12.8        2.5       41.8       61.9        6.2        9.7        3.5        0.0       10.7       13.0
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          0          0          9          5          .         15         18          6         10          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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   271,999
Positions
    41,205     39,169     13,394    105,895     31,041     15,435     20,536     92,421     38,985      6,166      2,621     11,890     18,493     27,043
 
Changes from:       June 30, 2020                                    Total Change is:    15,308
    -5,151      6,181     -1,493      8,552      7,825        -96     14,150     -2,020       -415     -1,311        203      2,166     -1,094      2,957
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       14.4        4.9       38.9       11.4        5.7        7.6       34.0       14.3        2.3        1.0        4.4        6.8        9.9
 
Number of Traders in Each Category                                    Total Traders:       143 
         6         16         16         11         20         16         18         48         36          8          8         12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 2020                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    22,754
Positions
     3,904        736         50     16,949      5,601        738        281     15,601          0        593          0          0        239         28
 
Changes from:       June 30, 2020                                    Total Change is:       560
      -260          0          0        495          0        123        220        708          0          0          0          0        -18       -271
 
Percent of Open Interest Represented by Each Category of Trader
      17.2        3.2        0.2       74.5       24.6        3.2        1.2       68.6        0.0        2.6        0.0        0.0        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          .          7          6          .          .          9          0          9          0          0
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Updated July 10, 2020