Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   152,779
Positions
     9,050     45,599        307     37,533     33,599      6,237     37,521     29,209      9,137     20,901        528          0     32,093     28,163
 
Changes from:       April 26, 2022                                   Total Change is:    -2,583
     3,565    -23,432          0     -2,652     15,211        341     -3,397        892        282        767        -58       -714       -775      4,895
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       29.8        0.2       24.6       22.0        4.1       24.6       19.1        6.0       13.7        0.3        0.0       21.0       18.4
 
Number of Traders in Each Category                                    Total Traders:       109 
         7          8          .         17         17          7         23         22         17         13          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    49,385
Positions
    31,234          0         30      4,714     13,633      1,063      4,769     10,449        178          0          0          0      7,397     24,032
 
Changes from:       April 26, 2022                                   Total Change is:     2,088
     3,393          0         -1      1,027     -1,887         16       -204      2,312        147          0          0          0     -2,290      1,501
 
Percent of Open Interest Represented by Each Category of Trader
      63.2        0.0        0.1        9.5       27.6        2.2        9.7       21.2        0.4        0.0        0.0        0.0       15.0       48.7
 
Number of Traders in Each Category                                    Total Traders:        47 
         8          0          .          5         13          .          6         15          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   268,496
Positions
   132,467     29,416      4,188     33,910    133,590      2,501     64,400     50,903      6,119      4,321      5,976          0     20,590     35,803
 
Changes from:       April 26, 2022                                   Total Change is:    -4,296
    -2,827     -1,015        643        631        819        333     -4,138     -2,212        904        351       -498          0       -193     -3,270
 
Percent of Open Interest Represented by Each Category of Trader
      49.3       11.0        1.6       12.6       49.8        0.9       24.0       19.0        2.3        1.6        2.2        0.0        7.7       13.3
 
Number of Traders in Each Category                                    Total Traders:       137 
        10          4          5         12         40         13         22         40         14          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   254,813
Positions
   160,260      7,984        498     43,044    108,527      6,575     23,023     89,696      2,307      1,099      1,749          0     18,007     37,477
 
Changes from:       April 26, 2022                                   Total Change is:    16,818
     9,686      1,605         -4      4,215        -36      1,654      2,559     14,298        308        -19        490          0     -1,581     -1,497
 
Percent of Open Interest Represented by Each Category of Trader
      62.9        3.1        0.2       16.9       42.6        2.6        9.0       35.2        0.9        0.4        0.7        0.0        7.1       14.7
 
Number of Traders in Each Category                                    Total Traders:       137 
        11          4          .         17         33         13         17         47         14          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   694,926
Positions
    52,040    281,672      1,789    380,941    190,813     30,199     76,413     96,578     17,437     41,678     12,973      6,162     88,267     57,303
 
Changes from:       April 26, 2022                                   Total Change is:     6,477
    12,643     -4,564       -399    -13,008      4,948        332         68      9,520     -1,875      3,023       -120       -505      6,198       -860
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       40.5        0.3       54.8       27.5        4.3       11.0       13.9        2.5        6.0        1.9        0.9       12.7        8.2
 
Number of Traders in Each Category                                    Total Traders:       335 
        22         13          7        103         44         42         55         48         34         37         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    30,369
Positions
         0      9,278          0     13,036      6,661      3,229        913      5,117        867          0          0          0     12,324      5,217
 
Changes from:       April 26, 2022                                   Total Change is:      -488
         0          1          0        -61       -491          0        -10        312        123          0          0          0       -540       -433
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       30.6        0.0       42.9       21.9       10.6        3.0       16.8        2.9        0.0        0.0        0.0       40.6       17.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         0          5          0         15          6          7          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    23,490
Positions
     8,538      1,663          0      5,085     10,111      1,390          0      5,478          0          0        664          0      8,477      4,184
 
Changes from:       April 26, 2022                                   Total Change is:       545
         0        529          0        502          7          0          0        -76          0          0         19          0         43         66
 
Percent of Open Interest Represented by Each Category of Trader
      36.3        7.1        0.0       21.6       43.0        5.9        0.0       23.3        0.0        0.0        2.8        0.0       36.1       17.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          5         10          5          0          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   152,257
Positions
    38,756      6,191         55     41,183     76,244      3,215     41,597     35,160      3,824      2,297        529          0     21,330     27,039
 
Changes from:       April 26, 2022                                   Total Change is:     5,167
     1,643    -10,153          7     -4,329     13,517      2,021      3,978     -6,076      3,197        440          0          0     -1,790      2,654
 
Percent of Open Interest Represented by Each Category of Trader
      25.5        4.1        0.0       27.0       50.1        2.1       27.3       23.1        2.5        1.5        0.3        0.0       14.0       17.8
 
Number of Traders in Each Category                                    Total Traders:        99 
         8          5          .         12         19          7         27         23         10          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CHINESE RENMINBI-HK (CNH) - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF 100,000 USD)                                                                       
CFTC Code #082744                                                    Open Interest is     8,416
Positions
         0          0          0          0        200          0      2,166      7,503        445      4,246          0         17      1,542        251
 
Changes from:       April 26, 2022                                   Total Change is:       -48
         0          0          0          0        -50          0       -156         67         46        103        -66        -43          2         -2
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        2.4        0.0       25.7       89.2        5.3       50.5        0.0        0.2       18.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          0          0          0          .          0          4          5          4         11          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   151,933
Positions
       607     81,097        682     76,552      7,049      1,601     60,347     24,194      1,024      4,175     33,270        174      6,771      2,842
 
Changes from:       April 26, 2022                                   Total Change is:    -4,833
      -330     -8,190         29     -6,663      3,172        378         64         37         11      1,805        349         44       -171       -663
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       53.4        0.4       50.4        4.6        1.1       39.7       15.9        0.7        2.7       21.9        0.1        4.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       164 
         .         10          .         23         15          7         52         30          5         10         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,549
Positions
       169     44,669          0     51,657      2,506         33      5,140     10,658         26      1,246      1,962          0      3,278      1,695
 
Changes from:       April 26, 2022                                   Total Change is:    -9,955
        10     -6,854     -3,009        857       -162         33     -5,228      1,883     -1,384       -686       -202          0       -548       -260
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       72.6        0.0       83.9        4.1        0.1        8.4       17.3        0.0        2.0        3.2        0.0        5.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        65 
         .          4          0         15          5          .         14         12          .          6          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    50,844
Positions
    26,066      3,936         28      3,971     20,760         97     17,001     18,749        380        851      1,175         27      2,423      5,692
 
Changes from:       April 26, 2022                                   Total Change is:     4,334
     9,034        -92         28        163      1,258       -121     -4,689      2,507        101         61        162       -148        -95        639
 
Percent of Open Interest Represented by Each Category of Trader
      51.3        7.7        0.1        7.8       40.8        0.2       33.4       36.9        0.7        1.7        2.3        0.1        4.8       11.2
 
Number of Traders in Each Category                                    Total Traders:       101 
        11          .          .          7         24          4         21         26          6          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    21,663
Positions
         0     11,709         16     18,346      1,904        213      1,282      5,249        864          0          0          0        942      1,708
 
Changes from:       April 26, 2022                                   Total Change is:    -3,657
         0       -153         16     -3,704        672        213       -264     -4,530        277       -222          0          0         27       -152
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       54.1        0.1       84.7        8.8        1.0        5.9       24.2        4.0        0.0        0.0        0.0        4.3        7.9
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          4          .          5          4          .          7          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,724
Positions
    20,219     10,262        342      2,456      6,911        835      8,472      6,283        192        852      8,611          0      6,359      6,289
 
Changes from:       April 26, 2022                                   Total Change is:    -2,508
       -93        402        -22     -1,033     -1,247        497       -267       -989       -358       -713        -93          0       -521       -699
 
Percent of Open Interest Represented by Each Category of Trader
      50.9       25.8        0.9        6.2       17.4        2.1       21.3       15.8        0.5        2.1       21.7        0.0       16.0       15.8
 
Number of Traders in Each Category                                    Total Traders:        88 
        14         12          .         10         11          5         14         21          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                                     
CFTC Code #124603                                                    Open Interest is    79,448
Positions
    40,437     20,524        683      4,912     13,822      1,670     16,943     12,566        383      1,703     17,222          0     12,717     12,578
 
Changes from:       April 26, 2022                                   Total Change is:    -5,015
      -185        804        -43     -2,065     -2,493        993       -533     -1,977       -715     -1,426       -186          0     -1,041     -1,398
 
Percent of Open Interest Represented by Each Category of Trader
      50.9       25.8        0.9        6.2       17.4        2.1       21.3       15.8        0.5        2.1       21.7        0.0       16.0       15.8
 
Number of Traders in Each Category                                    Total Traders:        88 
        14         12          .         10         11          5         14         21          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,035
Positions
    21,249     30,119          0     10,343      4,109      1,105      2,495      2,708         13          0          0          0      3,830        981
 
Changes from:       April 26, 2022                                   Total Change is:    -1,146
     2,735        -38          0     -2,629      1,236     -1,848        152       -706         13          0          0          0        431        197
 
Percent of Open Interest Represented by Each Category of Trader
      54.4       77.2        0.0       26.5       10.5        2.8        6.4        6.9        0.0        0.0        0.0        0.0        9.8        2.5
 
Number of Traders in Each Category                                    Total Traders:        30 
         5          5          0         14          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   441,735
Positions
    44,620     65,612      7,635    191,620    118,431     59,174     52,227     68,928     10,865     26,313     63,129        277     49,003     47,685
 
Changes from:       April 26, 2022                                   Total Change is:     3,396
    -1,315    -17,056       -110      4,559      3,354       -863      2,358     17,714       -489        872      3,160       -161     -1,454     -2,152
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       14.9        1.7       43.4       26.8       13.4       11.8       15.6        2.5        6.0       14.3        0.1       11.1       10.8
 
Number of Traders in Each Category                                    Total Traders:       527 
        36         35         25        144         98        116         72         78         54         28         36          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    18,084
Positions
     1,794     15,351          0     11,948        581         99      1,201        948          0          0          0          0      3,042      1,105
 
Changes from:       April 26, 2022                                   Total Change is:     2,179
      -200      2,353          0      3,609       -100          0        312          9          0          0          0          0     -1,542        -83
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       84.9        0.0       66.1        3.2        0.5        6.6        5.2        0.0        0.0        0.0        0.0       16.8        6.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         .         10          0          7          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    43,957
Positions
    10,752     39,451          0     19,592      1,881          0      6,995      1,330          0          0          0          0      6,618      1,295
 
Changes from:       April 26, 2022                                   Total Change is:     4,129
         0      2,644          0      1,685        903          0        493      1,087          0          0          0          0      1,951       -505
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       89.7        0.0       44.6        4.3        0.0       15.9        3.0        0.0        0.0        0.0        0.0       15.1        2.9
 
Number of Traders in Each Category                                    Total Traders:        37 
         .         10          0         15          .          0          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 2,208,674
Positions
   223,101    328,059     38,177    958,101    592,155    295,868    261,137    344,638     54,324    131,566    315,643      1,383    245,017    238,427
 
Changes from:       April 26, 2022                                   Total Change is:    16,978
    -6,577    -85,280       -552     22,793     16,769     -4,313     11,788     88,569     -2,446      4,360     15,798       -806     -7,269    -10,761
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       14.9        1.7       43.4       26.8       13.4       11.8       15.6        2.5        6.0       14.3        0.1       11.1       10.8
 
Number of Traders in Each Category                                    Total Traders:       527 
        36         35         25        144         98        116         72         78         54         28         36          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    28,430
Positions
    20,591     23,403          0      4,869      1,720          0        612      2,227          0          0          0          0      2,358      1,080
 
Changes from:       April 26, 2022                                   Total Change is:       965
       999        824          0        237        805       -330        119       -642          0          0          0          0        -60        308
 
Percent of Open Interest Represented by Each Category of Trader
      72.4       82.3        0.0       17.1        6.0        0.0        2.2        7.8        0.0        0.0        0.0        0.0        8.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         6          6          0          7          .          0          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    20,829
Positions
     1,393     19,890          0     13,643          0          0      1,946          0          0          0          0          0      3,847        939
 
Changes from:       April 26, 2022                                   Total Change is:      -420
         0       -536          0        126          0          0       -498          0          0          0          0          0        -48        116
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       95.5        0.0       65.5        0.0        0.0        9.3        0.0        0.0        0.0        0.0        0.0       18.5        4.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          9          0          9          0          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    19,159
Positions
     3,309     14,826          0      9,975        950      1,069      1,609      1,565          0          0          0          0      3,197        749
 
Changes from:       April 26, 2022                                   Total Change is:       843
       938         -3          0       -101        950          7          0         92          0          0          0          0         -1       -203
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       77.4        0.0       52.1        5.0        5.6        8.4        8.2        0.0        0.0        0.0        0.0       16.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         5          8          0          8          .          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   195,442
Positions
    14,868     10,366          0     20,270          5        185     14,418    150,128      5,990      6,229          0          0    133,482     28,768
 
Changes from:       April 26, 2022                                   Total Change is:    53,931
    -3,643      1,150          0       -911          0          1      4,352     53,981     -1,685      1,333          0          0     54,484        484
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        5.3        0.0       10.4        0.0        0.1        7.4       76.8        3.1        3.2        0.0        0.0       68.3       14.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          8          .          .          .          8          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   215,110
Positions
    54,988     65,492    104,658          0          0          0     15,149      4,342     38,788          0          0          0      1,527      1,830
 
Changes from:       April 26, 2022                                   Total Change is:     5,346
      -105       -105      3,950          0          0          0          0          0      1,501          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       30.4       48.7        0.0        0.0        0.0        7.0        2.0       18.0        0.0        0.0        0.0        0.7        0.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         6          7          9          0          0          0          .          .          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    54,426
Positions
    27,450      2,776        173     15,365     40,000      2,629      1,420      3,646          3        597          0          0      6,789      5,199
 
Changes from:       April 26, 2022                                   Total Change is:     3,243
     6,023        -74        -32     -2,334      1,819        198       -749      1,665       -210        213          0          0        134       -123
 
Percent of Open Interest Represented by Each Category of Trader
      50.4        5.1        0.3       28.2       73.5        4.8        2.6        6.7        0.0        1.1        0.0        0.0       12.5        9.6
 
Number of Traders in Each Category                                    Total Traders:        64 
         7          .          .         20         24         10          4          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    45,344
Positions
     9,319      9,598        188     14,406      9,624      1,620      9,949     10,964        857      2,558      4,101         11      6,435      8,380
 
Changes from:       April 26, 2022                                   Total Change is:    -2,051
    -1,248        372        -31         34       -155       -271        241     -1,015         20        219       -678        -28       -988       -265
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       21.2        0.4       31.8       21.2        3.6       21.9       24.2        1.9        5.6        9.0        0.0       14.2       18.5
 
Number of Traders in Each Category                                    Total Traders:       285 
        32         19         11         52         43         29         36         60         27         20         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   226,722
Positions
    46,593     47,988        941     72,031     48,121      8,102     49,744     54,819      4,287     12,791     20,506         57     32,176     41,901
 
Changes from:       April 26, 2022                                   Total Change is:   -10,255
    -6,239      1,862       -156        171       -775     -1,356      1,207     -5,077        101      1,096     -3,388       -141     -4,938     -1,325
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       21.2        0.4       31.8       21.2        3.6       21.9       24.2        1.9        5.6        9.0        0.0       14.2       18.5
 
Number of Traders in Each Category                                    Total Traders:       285 
        32         19         11         52         43         29         36         60         27         20         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is    93,410
Positions
     2,842      1,139          0        838        522          0     27,872     66,146      2,793      6,340      2,628          0     52,725     20,182
 
Changes from:       April 26, 2022                                   Total Change is:    -5,234
     1,661        -41          0       -393         49          0      9,702     -8,877        557        184      1,503        -10    -16,935      1,585
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        1.2        0.0        0.9        0.6        0.0       29.8       70.8        3.0        6.8        2.8        0.0       56.4       21.6
 
Number of Traders in Each Category                                    Total Traders:        38 
         5          .          0          .          .          0          7         12          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   494,389
Positions
   202,891     10,618      2,102    146,537    241,879     53,272     46,167    114,449      5,053     16,823     42,852        146     21,398     24,018
 
Changes from:       April 26, 2022                                   Total Change is:     9,249
    22,956        -64       -262    -26,295     11,799      1,298      4,265       -589        281      8,115       -553     -1,754        645       -907
 
Percent of Open Interest Represented by Each Category of Trader
      41.0        2.1        0.4       29.6       48.9       10.8        9.3       23.1        1.0        3.4        8.7        0.0        4.3        4.9
 
Number of Traders in Each Category                                    Total Traders:       345 
        34         10          5         74         77         50         40         77         25         10         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,398
Positions
     6,529     26,964          0     17,186        423          0      2,650        321          0          0          0          0      2,033        690
 
Changes from:       April 26, 2022                                   Total Change is:      -151
         0       -290          0       -286          8          0       -178        -25          0          0          0          0        313        156
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       95.0        0.0       60.5        1.5        0.0        9.3        1.1        0.0        0.0        0.0        0.0        7.2        2.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          6          0         12          .          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,065
Positions
     3,939      3,175        635     19,844      3,957      2,231      1,464      5,406          0      5,439      1,251          0      5,513     22,410
 
Changes from:       April 26, 2022                                   Total Change is:    -2,568
      -424        842        226      1,270        -19          0     -4,188      1,638        -12        565     -1,166          0         -5     -4,077
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        8.1        1.6       50.8       10.1        5.7        3.7       13.8        0.0       13.9        3.2        0.0       14.1       57.4
 
Number of Traders in Each Category                                    Total Traders:        53 
         8          7          .         13          5          6          .         12          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   411,029
Positions
    31,361    193,842      3,298    277,441    112,247     54,526     17,719     20,378      2,002     14,740     17,807         25      9,917      6,904
 
Changes from:       April 26, 2022                                   Total Change is:   -13,278
       688      2,957        599    -11,828      2,611     -2,545      2,388     -6,726       -171       -534     -4,069         -5     -1,870     -5,929
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       47.2        0.8       67.5       27.3       13.3        4.3        5.0        0.5        3.6        4.3        0.0        2.4        1.7
 
Number of Traders in Each Category                                    Total Traders:       204 
        13         13          6         77         50         43         17         20          8          6          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,196,881
Positions
   106,459    504,274      9,489    708,033    381,755    149,719    120,698     90,591      7,749     67,452     27,412        879     26,403     25,013
 
Changes from:       April 26, 2022                                   Total Change is:    20,936
        45     -9,855      4,624    -37,651     25,929     16,571     28,847     -5,928        -67      5,717     -4,235       -562      3,412     -5,541
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       42.1        0.8       59.2       31.9       12.5       10.1        7.6        0.6        5.6        2.3        0.1        2.2        2.1
 
Number of Traders in Each Category                                    Total Traders:       418 
        28         17         10        139         99         92         51         45         29         22         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   215,217
Positions
     5,776    154,753     35,198     18,005          0      1,563    136,732      1,571     14,964      2,332      6,517        140        507        511
 
Changes from:       April 26, 2022                                   Total Change is:      -916
     1,974      1,197     -2,690       -394          0        185      1,889         85        -64         85          0          0     -1,901        371
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       71.9       16.4        8.4        0.0        0.7       63.5        0.7        7.0        1.1        3.0        0.1        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        89 
         8         23         15         11          0          .         30          4          7         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                     
CFTC Code #020601                                                    Open Interest is 1,187,151
Positions
    11,460    146,605        816    581,650    284,028    196,640    125,636    297,893     28,847     86,495     58,136         63    155,544    174,123
 
Changes from:       April 26, 2022                                   Total Change is:    38,694
     1,496     18,395        -19     15,992     -7,518     -3,686     10,542     15,542     16,091      4,036      5,456         63     -5,821     -5,630
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       12.3        0.1       49.0       23.9       16.6       10.6       25.1        2.4        7.3        4.9        0.0       13.1       14.7
 
Number of Traders in Each Category                                    Total Traders:       187 
         7         20          5         60         35         59         22         30         18          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                               
CFTC Code #020604                                                    Open Interest is 1,277,130
Positions
    33,240     57,006      6,977    727,140    200,111    224,219     54,524    644,595      7,367     74,719      8,285          0    148,944    128,570
 
Changes from:       April 26, 2022                                   Total Change is:    -9,690
     2,425      2,117        353      1,996     12,756     -3,286     -2,897    -34,528        625     -4,178      1,793          0     -4,728     10,480
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        4.5        0.5       56.9       15.7       17.6        4.3       50.5        0.6        5.9        0.6        0.0       11.7       10.1
 
Number of Traders in Each Category                                    Total Traders:       148 
         6          9          .         71         26         60          4         23         10          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 2,232,148
Positions
    97,926    204,888     14,346    881,785    441,518    429,973    503,926    478,788    114,500     49,431    291,300      6,528    133,733    250,307
 
Changes from:       April 26, 2022                                   Total Change is:    19,945
    -8,604      9,272      1,299      7,739       -816     19,824     -5,105    -18,586     -4,265      9,454     -8,695      1,850     -2,247     20,062
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        9.2        0.6       39.5       19.8       19.3       22.6       21.4        5.1        2.2       13.1        0.3        6.0       11.2
 
Number of Traders in Each Category                                    Total Traders:       371 
        20         43          7         91         59         82         36         65         26         13         44          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                 
CFTC Code #043602                                                    Open Interest is 3,680,764
Positions
    83,031    315,894      6,640  1,664,801  1,267,737    718,787    603,178    373,917     88,655    176,933    404,588     12,870    325,869    491,676
 
Changes from:       April 26, 2022                                   Total Change is:    33,139
     2,681     44,728     -6,679    106,212     -4,829      7,549    -58,242      4,637    -10,615      3,100     16,925     -2,374     -8,493    -16,203
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        8.6        0.2       45.2       34.4       19.5       16.4       10.2        2.4        4.8       11.0        0.3        8.9       13.4
 
Number of Traders in Each Category                                    Total Traders:       399 
        21         35         11        100         85        104         47         66         49         20         25          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 1,272,865
Positions
    82,646     22,248      1,362    494,715    527,601    224,617    155,097    152,658     38,243    138,574     53,934        714    136,897    251,488
 
Changes from:       April 26, 2022                                   Total Change is:    -6,860
     4,619     -6,578       -307      6,180       -159      3,651    -26,344      7,476     -4,013      1,153      1,682       -147      8,348     -8,465
 
Percent of Open Interest Represented by Each Category of Trader
       6.5        1.7        0.1       38.9       41.4       17.6       12.2       12.0        3.0       10.9        4.2        0.1       10.8       19.8
 
Number of Traders in Each Category                                    Total Traders:       148 
         7          5          .         30         57         59         11         18         12         10         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 3,818,836
Positions
    69,205    347,422     17,877  1,815,381    771,085    819,235    298,473    998,978    160,578    374,961    249,751        162    262,964    453,748
 
Changes from:       April 26, 2022                                   Total Change is:    23,612
   -14,258     -5,079        425      1,563    -57,644     15,069      6,229     85,446      7,673      1,720    -11,197        -38      5,229    -11,043
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        9.1        0.5       47.5       20.2       21.5        7.8       26.2        4.2        9.8        6.5        0.0        6.9       11.9
 
Number of Traders in Each Category                                    Total Traders:       348 
        15         39          7         84         76         93         30         65         35         20         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,662,069
Positions
   325,320    353,405    711,737          0      5,910     16,242    128,684    122,558    400,614     44,120     10,972      2,628     32,724     38,003
 
Changes from:       April 26, 2022                                   Total Change is:  -467,137
    26,447    -96,868   -117,579     -2,792   -113,672     -6,158   -295,391    -56,184    -69,197     -4,025       -464       -560      2,118     -6,455
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       21.3       42.8        0.0        0.4        1.0        7.7        7.4       24.1        2.7        0.7        0.2        2.0        2.3
 
Number of Traders in Each Category                                    Total Traders:       117 
        24         32         53          0          .          .         23         25         41          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                                   
CFTC Code #132741                                                    Open Interest is10,548,844
Positions
 3,978,820  1,006,488  1,545,086    798,368    482,403    378,833    485,600  3,207,558  2,701,876     21,951    169,295    217,443    420,867    839,862
 
Changes from:       April 26, 2022                                   Total Change is:   -35,621
   -70,450     51,588      2,028     -8,943    -76,695       -548      3,121    -42,326     58,962        -89     16,798     -1,516    -18,186    -43,912
 
Percent of Open Interest Represented by Each Category of Trader
      37.7        9.5       14.6        7.6        4.6        3.6        4.6       30.4       25.6        0.2        1.6        2.1        4.0        8.0
 
Number of Traders in Each Category                                    Total Traders:       208 
        28         33         54         11         18         20         30         64         74          4         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is 4,801,008
Positions
 1,781,207  1,218,078  1,319,387     34,076    313,295     88,800    474,496    788,420  1,009,254     58,618     29,667     25,080     10,090      9,027
 
Changes from:       April 26, 2022                                   Total Change is:   176,513
   148,709     22,473     56,699        -24     21,607     -9,809    -39,549     69,314     15,791      7,374      1,836     -1,507     -1,171        109
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       25.4       27.5        0.7        6.5        1.8        9.9       16.4       21.0        1.2        0.6        0.5        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:       323 
        51         66         86          8         22         12         50         59         78         23         31         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   369,955
Positions
   120,179    130,241    111,418      2,210      5,039      7,072     51,386     36,218     71,406      4,125      6,241        918      1,241      1,402
 
Changes from:       April 26, 2022                                   Total Change is:   -74,072
   -18,056    -50,733     -4,781      1,149     -7,225       -237    -45,427     -2,642     -7,118       -200     -1,187       -160        758         11
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       35.2       30.1        0.6        1.4        1.9       13.9        9.8       19.3        1.1        1.7        0.2        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:       122 
        17         43         34          .          .          .         22         28         32          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #342601                                                    Open Interest is   151,343
Positions
    13,735     32,013      3,908          0          0          0     49,588     55,344     39,473     40,805     16,756      3,834          0         15
 
Changes from:       April 26, 2022                                   Total Change is:    -2,275
    -3,300        967        198          0          0          0      1,794         24       -967      3,230        718     -3,230          0         15
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       21.2        2.6        0.0        0.0        0.0       32.8       36.6       26.1       27.0       11.1        2.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          0          0          0          .          4          .          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    10,051
Positions
       353        722        138      5,831        658          0      1,496      6,834        498        739        246        129        867        826
 
Changes from:       April 26, 2022                                   Total Change is:      -658
       -11       -150         80       -316        135          0       -218         22       -220         85       -440         17        -75       -102
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        7.2        1.4       58.0        6.5        0.0       14.9       68.0        5.0        7.4        2.4        1.3        8.6        8.2
 
Number of Traders in Each Category                                    Total Traders:        81 
         4          4          .          6          5          0         15         37          9          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    10,914
Positions
     1,359          0          0        289        323          0      1,723      6,168        288      3,152      1,342      1,156      2,947      1,637
 
Changes from:       April 26, 2022                                   Total Change is:    -9,926
    -1,353     -1,012         -3         77        104          0     -5,537    -10,284        138     -3,781       -238      1,149       -616        220
 
Percent of Open Interest Represented by Each Category of Trader
      12.5        0.0        0.0        2.6        3.0        0.0       15.8       56.5        2.6       28.9       12.3       10.6       27.0       15.0
 
Number of Traders in Each Category                                    Total Traders:        98 
         4          0          0          4          .          0         10         14          .         41         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     2,981
Positions
       103         86         45          0        128         18        888      2,161         82      1,051         37         22        772        402
 
Changes from:       April 26, 2022                                   Total Change is:      -764
       -38        -20        -28          0          2          0       -347       -455       -233       -183        -73         -6         71         49
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        2.9        1.5        0.0        4.3        0.6       29.8       72.5        2.8       35.3        1.2        0.7       25.9       13.5
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          .          0          .          .          8         16          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    38,453
Positions
         0      9,206          0          0          0          0     28,123     22,652          8      8,565      5,577        427      1,330        583
 
Changes from:       April 26, 2022                                   Total Change is:    -6,904
      -124    -16,729          0          0          0          0     -1,058     12,970     -4,199     -1,834        295        412       -101        347
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       23.9        0.0        0.0        0.0        0.0       73.1       58.9        0.0       22.3       14.5        1.1        3.5        1.5
 
Number of Traders in Each Category                                    Total Traders:        87 
         0          .          0          0          0          0          4          8          .         59         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    54,092
Positions
       661     27,544          0     25,933        685        485     15,650     20,073        497      5,428      1,983        142      5,296      2,683
 
Changes from:       April 26, 2022                                   Total Change is:    -2,620
       -70        365          0       -827       -207        -15     -1,029     -3,654        209     -1,411         75         43        480        564
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       50.9        0.0       47.9        1.3        0.9       28.9       37.1        0.9       10.0        3.7        0.3        9.8        5.0
 
Number of Traders in Each Category                                    Total Traders:       119 
         .          .          0         19          .          .         34         19          6         26         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   320,512
Positions
    35,759     23,323     18,689     90,526     36,829     32,727     34,249     99,745     65,217     13,576      6,268      6,043     23,726     31,671
 
Changes from:       April 26, 2022                                   Total Change is:    14,736
      -878      5,468      2,498         70    -14,461      2,105     -2,285      5,904     10,943        296        533       -285      2,272      2,031
 
Percent of Open Interest Represented by Each Category of Trader
      11.2        7.3        5.8       28.2       11.5       10.2       10.7       31.1       20.3        4.2        2.0        1.9        7.4        9.9
 
Number of Traders in Each Category                                    Total Traders:       164 
        13         17         19         22         22         23         26         40         41          6         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 2022                                                                                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    35,140
Positions
     1,136     17,384         95     27,636      1,016      1,165      1,033     12,460          0      3,318      2,952         14        743         54
 
Changes from:       April 26, 2022                                   Total Change is:     3,112
       -45        -47         47      2,926          0          0        -43      3,107          0        250          7          0        -23         -2
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       49.5        0.3       78.6        2.9        3.3        2.9       35.5        0.0        9.4        8.4        0.0        2.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          .          .         16          .          .          5          7          0          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated May 06, 2022