Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   163,661
Positions
    14,443     33,978     13,588     43,456     31,501      6,838     24,013     28,288     12,611     15,042      5,042      1,398     32,271     30,417
 
Changes from:       September 6, 2022                                Total Change is:   -17,269
      -847     -6,492      1,623     -4,574      2,103        208     -5,642     -6,330     -7,357      2,021      1,303        284     -2,984     -2,612
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       20.8        8.3       26.6       19.2        4.2       14.7       17.3        7.7        9.2        3.1        0.9       19.7       18.6
 
Number of Traders in Each Category                                    Total Traders:       106 
        10          4         10         13         18          9         19         22         17         14          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    47,567
Positions
    22,665      1,627      2,539      2,411     14,427        487      8,061      7,902      1,979          0          0          0      9,425     18,605
 
Changes from:       September 6, 2022                                Total Change is:    -5,344
    -1,113        816        296       -100     -1,361          1     -2,542        382     -1,571          0          0          0       -315     -3,907
 
Percent of Open Interest Represented by Each Category of Trader
      47.6        3.4        5.3        5.1       30.3        1.0       16.9       16.6        4.2        0.0        0.0        0.0       19.8       39.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         7          .          5          .         12          4         10          9          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   331,393
Positions
   131,884     23,423     15,215     39,527    137,820      9,978     58,425     56,720     43,893      9,183      2,430         31     23,257     41,883
 
Changes from:       September 6, 2022                                Total Change is:     6,606
    12,132        725       -385       -165    -10,007      2,558    -10,722     10,964      4,726        508         14        -13     -2,033     -1,976
 
Percent of Open Interest Represented by Each Category of Trader
      39.8        7.1        4.6       11.9       41.6        3.0       17.6       17.1       13.2        2.8        0.7        0.0        7.0       12.6
 
Number of Traders in Each Category                                    Total Traders:       143 
         8          7          8         14         39         18         20         39         23         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   306,337
Positions
   140,910      3,170     24,437     59,369    136,410     10,283     20,081     66,436     20,840      4,620      1,865        574     25,224     42,323
 
Changes from:       September 6, 2022                                Total Change is:    -8,878
    10,731        548      3,115      4,775        -33       -774    -16,479      2,357    -10,464      1,644        106        -65     -1,361     -3,669
 
Percent of Open Interest Represented by Each Category of Trader
      46.0        1.0        8.0       19.4       44.5        3.4        6.6       21.7        6.8        1.5        0.6        0.2        8.2       13.8
 
Number of Traders in Each Category                                    Total Traders:       140 
        13          .         12         24         27         25         21         36         21          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   797,971
Positions
    47,262    302,890     38,071    405,224    168,088     28,558     68,102    104,138     64,939     48,395     15,962      5,091     92,329     70,235
 
Changes from:       September 6, 2022                                Total Change is:    -9,410
   -17,596     19,210     13,968      1,142    -27,965     -1,865      3,149      1,330    -11,898       -344        145       -231      4,266     -2,104
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       38.0        4.8       50.8       21.1        3.6        8.5       13.1        8.1        6.1        2.0        0.6       11.6        8.8
 
Number of Traders in Each Category                                    Total Traders:       342 
        19         12         16        108         39         55         48         50         40         43         23         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    34,966
Positions
       490     17,591          4     14,333      1,077      2,907      2,769      8,885      1,188          0          0          0     13,275      3,314
 
Changes from:       September 6, 2022                                Total Change is:       650
         0        -34       -430       -200        600        201        393       -570        304          0          0          0        382        579
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       50.3        0.0       41.0        3.1        8.3        7.9       25.4        3.4        0.0        0.0        0.0       38.0        9.5
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .         18          .          8          4          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    21,526
Positions
     1,988      2,902      2,728      3,322      8,165      1,148      2,773      1,177        293          0      1,100          0      9,274      4,013
 
Changes from:       September 6, 2022                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       13.5       12.7       15.4       37.9        5.3       12.9        5.5        1.4        0.0        5.1        0.0       43.1       18.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          4          7          .          4          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   193,511
Positions
    62,751      4,902     15,700     50,533     77,472      4,226     16,882     38,098     20,003        400      1,430          0     23,015     31,680
 
Changes from:       September 6, 2022                                Total Change is:     2,241
    -5,342        -17     10,229     -1,317    -16,425       -167     -5,532      1,965      2,636       -466          0          0      2,200      4,020
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        2.5        8.1       26.1       40.0        2.2        8.7       19.7       10.3        0.2        0.7        0.0       11.9       16.4
 
Number of Traders in Each Category                                    Total Traders:        92 
         8          .          6         13         18         12         18         29         19          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   208,427
Positions
    19,306    121,033      1,651     94,299      2,491      1,689     73,580     28,362      7,560      2,784     42,131         65      7,493      3,445
 
Changes from:       September 6, 2022                                Total Change is:     9,242
      -455         53        767     -1,432        191        552      5,605      4,455      3,552        528       -555        -83        208        310
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       58.1        0.8       45.2        1.2        0.8       35.3       13.6        3.6        1.3       20.2        0.0        3.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       156 
         4          9          .         29          9          7         54         26         13         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    51,616
Positions
         0     24,113      1,041     36,694      2,218         37      8,685     21,701         94      1,861        833          0      3,204      1,579
 
Changes from:       September 6, 2022                                Total Change is:     1,610
      -146        356         -3       -225       -132          0      2,203      2,279       -125         77       -591          0       -171       -174
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       46.7        2.0       71.1        4.3        0.1       16.8       42.0        0.2        3.6        1.6        0.0        6.2        3.1
 
Number of Traders in Each Category                                    Total Traders:        61 
         0          5          .          8          5          .         16         15          4          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    53,211
Positions
    24,507      2,172      1,039      4,819     21,434        335     16,540     18,066      2,963        477        564         33      2,498      6,605
 
Changes from:       September 6, 2022                                Total Change is:     4,556
     2,072        121       -276     -1,761         16         46      2,321      2,621      1,878        331       -148        -11        -44        309
 
Percent of Open Interest Represented by Each Category of Trader
      46.1        4.1        2.0        9.1       40.3        0.6       31.1       34.0        5.6        0.9        1.1        0.1        4.7       12.4
 
Number of Traders in Each Category                                    Total Traders:        96 
        10          .          4          8         21          .         17         32          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    35,526
Positions
    13,533     22,256      6,055      5,187      3,334        120      9,119      1,450        449        105          0          0        958      1,862
 
Changes from:       September 6, 2022                                Total Change is:     5,832
       222         -8      6,035       -815        333        120        474          8       -227          0          0          0         23       -429
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       62.6       17.0       14.6        9.4        0.3       25.7        4.1        1.3        0.3        0.0        0.0        2.7        5.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          .          7          .          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    46,416
Positions
    12,772      6,873      5,913      7,636      4,660        290      9,066      9,183      3,774        643      8,537        208      6,115      6,980
 
Changes from:       September 6, 2022                                Total Change is:     7,938
       722     -1,402      5,423        423       -447        140     -1,924      1,038      3,045        -46       -536        113         43        563
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       14.8       12.7       16.5       10.0        0.6       19.5       19.8        8.1        1.4       18.4        0.4       13.2       15.0
 
Number of Traders in Each Category                                    Total Traders:        99 
        18          7         15         16         10          4         18         22         18          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    92,832
Positions
    25,544     13,745     11,826     15,272      9,319        579     18,133     18,366      7,547      1,287     17,074        415     12,229     13,961
 
Changes from:       September 6, 2022                                Total Change is:    15,875
     1,443     -2,804     10,846        845       -893        279     -3,848      2,076      6,089        -92     -1,071        226         86      1,127
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       14.8       12.7       16.5       10.0        0.6       19.5       19.8        8.1        1.4       18.4        0.4       13.2       15.0
 
Number of Traders in Each Category                                    Total Traders:        99 
        18          7         15         16         10          4         18         22         18          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    70,781
Positions
    23,677     17,384     17,211     14,657      9,676      2,193      1,224      3,486      1,117          0          0          0     10,702     19,714
 
Changes from:       September 6, 2022                                Total Change is:    24,532
     1,088     -3,659     17,137       -943     -7,993        226     -2,180       -372      1,108          0          0          0      8,096     18,085
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       24.6       24.3       20.7       13.7        3.1        1.7        4.9        1.6        0.0        0.0        0.0       15.1       27.9
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          7          7         18          .          5          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   749,556
Positions
   109,008     31,105     55,636    187,511    124,833     60,329     21,051    123,405    217,811     24,657     42,689      6,752     66,801     86,997
 
Changes from:       September 6, 2022                                Total Change is:    65,906
     3,458     -7,414     29,865      1,111     -6,885      3,191     -5,374      7,863     18,892      1,440      1,056      2,506     10,816     16,830
 
Percent of Open Interest Represented by Each Category of Trader
      14.5        4.1        7.4       25.0       16.7        8.0        2.8       16.5       29.1        3.3        5.7        0.9        8.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       599 
        44         30         57        135        106        119         59        125        136         50         45         46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    20,537
Positions
     4,789     15,417      1,765      7,209      1,033        124      2,854          0        503          0          0          0      3,293      1,695
 
Changes from:       September 6, 2022                                Total Change is:     2,569
      -280        -70      1,765       -112          0          0       -313          0        503          0          0          0      1,006        371
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       75.1        8.6       35.1        5.0        0.6       13.9        0.0        2.4        0.0        0.0        0.0       16.0        8.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          6          .          5          .          .          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    43,852
Positions
     7,460     33,248      6,560     19,749        221          0      4,867        332        227          0          0        240      4,749      3,024
 
Changes from:       September 6, 2022                                Total Change is:     8,485
       896       -289      6,560       -891          0        -53          2       -236        227          0          0        240      1,504      2,036
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       75.8       15.0       45.0        0.5        0.0       11.1        0.8        0.5        0.0        0.0        0.5       10.8        6.9
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          8          .         15          .          0          8          .          .          0          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 3,747,782
Positions
   545,041    155,525    278,182    937,555    624,164    301,643    105,254    617,023  1,089,054    123,285    213,446     33,760    334,007    434,985
 
Changes from:       September 6, 2022                                Total Change is:   329,530
    17,290    -37,068    149,326      5,557    -34,426     15,956    -26,872     39,317     94,462      7,200      5,282     12,532     54,078     84,149
 
Percent of Open Interest Represented by Each Category of Trader
      14.5        4.1        7.4       25.0       16.7        8.0        2.8       16.5       29.1        3.3        5.7        0.9        8.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       599 
        44         30         57        135        106        119         59        125        136         50         45         46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    31,684
Positions
    13,933     16,442     10,822      4,222        723        330        449      1,114          0          0          0          0      1,928      2,253
 
Changes from:       September 6, 2022                                Total Change is:    11,186
        93        626     10,822        -79       -629          0          6       -452          0          0          0          0        344        819
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       51.9       34.2       13.3        2.3        1.0        1.4        3.5        0.0        0.0        0.0        0.0        6.1        7.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          7          6          4          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    21,693
Positions
     5,943     16,820      2,396      7,794          0         50      1,000          0          0          0          0          0      4,510      2,427
 
Changes from:       September 6, 2022                                Total Change is:     4,027
       138         -8      2,396       -341          0         50        210          0          0          0          0          0      1,574      1,589
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       77.5       11.0       35.9        0.0        0.2        4.6        0.0        0.0        0.0        0.0        0.0       20.8       11.2
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          7          4          7          0          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    29,381
Positions
    10,716     18,480      7,316      9,616      1,179          0        710      1,034          0          0          0          0      1,023      1,372
 
Changes from:       September 6, 2022                                Total Change is:     7,279
       137       -326      7,316       -348        204          0        -66        -15          0          0          0          0        240        100
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       62.9       24.9       32.7        4.0        0.0        2.4        3.5        0.0        0.0        0.0        0.0        3.5        4.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          6          .          .          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    26,680
Positions
     8,403     21,153        565      9,754        250      1,370      2,322        994        789          0          0          0      3,477      1,559
 
Changes from:       September 6, 2022                                Total Change is:     1,358
       577       -275        565       -969        250       -322        614         64        789          0          0          0        104        287
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       79.3        2.1       36.6        0.9        5.1        8.7        3.7        3.0        0.0        0.0        0.0       13.0        5.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         5          7          .          8          .          .          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   278,793
Positions
     4,131     16,648          0     26,595      3,243        240     23,331    168,014     21,240          0     19,355          0    203,256     50,053
 
Changes from:       September 6, 2022                                Total Change is:    29,982
      -424      1,760        -94     -1,246        508       -395     13,543     12,559     10,248          0        919          0      8,350      4,477
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        6.0        0.0        9.5        1.2        0.1        8.4       60.3        7.6        0.0        6.9        0.0       72.9       18.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0         10          .          .          8          8          9          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   247,207
Positions
   100,386     74,177     92,500          0     32,000          0      7,406      1,012     44,888          0          0          0      2,027      2,630
 
Changes from:       September 6, 2022                                Total Change is:    10,000
    20,000          0    -10,000          0     20,000          0          0          0          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       30.0       37.4        0.0       12.9        0.0        3.0        0.4       18.2        0.0        0.0        0.0        0.8        1.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         6          7         10          0          .          0          .          .          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    54,181
Positions
    20,335      4,442      2,570     20,251     36,664      2,704      1,230      1,557        175          0        702          0      6,916      5,367
 
Changes from:       September 6, 2022                                Total Change is:     2,294
       572        413      2,305        495     -1,248         60     -1,445       -337         39          0        702          0        268        360
 
Percent of Open Interest Represented by Each Category of Trader
      37.5        8.2        4.7       37.4       67.7        5.0        2.3        2.9        0.3        0.0        1.3        0.0       12.8        9.9
 
Number of Traders in Each Category                                    Total Traders:        67 
         7          4          4         24         22         10          4          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    82,703
Positions
    18,550      2,216      4,191     15,080     13,453      1,513     11,512     20,372     19,793      2,285      5,631      1,219      8,560     14,316
 
Changes from:       September 6, 2022                                Total Change is:     7,278
     2,953     -1,530      2,930       -998     -1,122        112     -1,110        976      3,249       -753        928        227        669      1,508
 
Percent of Open Interest Represented by Each Category of Trader
      22.4        2.7        5.1       18.2       16.3        1.8       13.9       24.6       23.9        2.8        6.8        1.5       10.4       17.3
 
Number of Traders in Each Category                                    Total Traders:       323 
        32         16         28         56         47         35         41         75         56         22         32         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   413,517
Positions
    92,750     11,078     20,957     75,402     67,266      7,566     57,558    101,858     98,963     11,426     28,154      6,093     42,802     71,582
 
Changes from:       September 6, 2022                                Total Change is:    36,389
    14,763     -7,651     14,649     -4,990     -5,609        562     -5,551      4,882     16,243     -3,766      4,640      1,134      3,345      7,540
 
Percent of Open Interest Represented by Each Category of Trader
      22.4        2.7        5.1       18.2       16.3        1.8       13.9       24.6       23.9        2.8        6.8        1.5       10.4       17.3
 
Number of Traders in Each Category                                    Total Traders:       323 
        32         16         28         56         47         35         41         75         56         22         32         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   225,601
Positions
     2,330      3,728          0        975      1,120         22     52,818    158,788     27,523      6,363      1,979        895    134,675     31,546
 
Changes from:       September 6, 2022                                Total Change is:    43,774
    -4,163      2,168          0       -941     -4,688        -23     -3,499     21,739     22,381       -461        715        570     29,910        912
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        1.7        0.0        0.4        0.5        0.0       23.4       70.4       12.2        2.8        0.9        0.4       59.7       14.0
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          4          0          .          .          .         12         11         12          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   599,533
Positions
   215,119     30,719     20,412    164,933    230,057     57,554     63,400    144,958     39,025      9,804     38,723      1,944     27,342     36,142
 
Changes from:       September 6, 2022                                Total Change is:    42,239
    13,508        546      9,989     -4,318     -6,581     13,189     -7,031        755     13,180       -909     -1,054      1,335      3,296     10,880
 
Percent of Open Interest Represented by Each Category of Trader
      35.9        5.1        3.4       27.5       38.4        9.6       10.6       24.2        6.5        1.6        6.5        0.3        4.6        6.0
 
Number of Traders in Each Category                                    Total Traders:       341 
        31         16         20         68         74         51         43         80         46          8         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    20,982
Positions
     2,408     16,310      2,133     11,809        333          5      1,835        195        672          0          0          0      2,120      1,334
 
Changes from:       September 6, 2022                                Total Change is:     1,476
    -1,712     -1,881      2,133       -698       -247          5        -16        195        672          0          0          0      1,092        599
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       77.7       10.2       56.3        1.6        0.0        8.7        0.9        3.2        0.0        0.0        0.0       10.1        6.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          6          .          9          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    46,260
Positions
     5,881      3,972        312     25,103      3,752      3,213      5,066      6,560          0      1,827        806          0      4,858     27,645
 
Changes from:       September 6, 2022                                Total Change is:   -31,521
    -6,421     -6,782     -7,285     -8,116        447       -583     -4,343     -4,013       -929       -439     -1,421          0     -3,405    -10,955
 
Percent of Open Interest Represented by Each Category of Trader
      12.7        8.6        0.7       54.3        8.1        6.9       11.0       14.2        0.0        3.9        1.7        0.0       10.5       59.8
 
Number of Traders in Each Category                                    Total Traders:        53 
         8          6          .         12          5          7          6         11          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   487,529
Positions
    44,828    154,299     64,015    269,239    153,485     51,567     14,868     20,888      3,803     13,417     15,485        403     25,389     23,584
 
Changes from:       September 6, 2022                                Total Change is:    81,988
     4,012     -1,503     62,053      1,001      4,909      1,174     -6,262     -3,632      2,578        825       -518        -92     16,699     17,019
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       31.6       13.1       55.2       31.5       10.6        3.0        4.3        0.8        2.8        3.2        0.1        5.2        4.8
 
Number of Traders in Each Category                                    Total Traders:       210 
        11         18         14         73         54         41         18         20         11         10          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,488,415
Positions
   121,738    420,788    213,675    715,150    415,359    144,156     72,782    125,093     20,392     87,204     22,270      9,416    103,902    117,266
 
Changes from:       September 6, 2022                                Total Change is:   287,181
     6,226    -13,920    188,183     -5,616      3,498      6,900    -14,521    -11,150     11,752      6,057       -631      6,959     81,241     95,590
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       28.3       14.4       48.0       27.9        9.7        4.9        8.4        1.4        5.9        1.5        0.6        7.0        7.9
 
Number of Traders in Each Category                                    Total Traders:       413 
        27         22         22        132         93         89         43         51         39         24         17         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   234,732
Positions
    27,693    175,218     22,551     25,481          0      3,623    130,777      5,149     19,985      3,621      8,019        140        861         47
 
Changes from:       September 6, 2022                                Total Change is:     1,625
       641     -4,699      1,684        -10          0          0     -5,738       -120      4,710       -160         50          0        498          0
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       74.6        9.6       10.9        0.0        1.5       55.7        2.2        8.5        1.5        3.4        0.1        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:       104 
         5         27         15         14          0          4         34          4         11         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,376,168
Positions
    18,935    135,330     38,440    595,010    255,313    218,777     95,367    335,894    138,831     81,541     94,341      8,683    180,586    150,559
 
Changes from:       September 6, 2022                                Total Change is:    31,552
       796     17,137      5,847      6,989     -3,647      3,105      1,056      5,151      7,532      3,195      1,007        826      2,207     -5,406
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        9.8        2.8       43.2       18.6       15.9        6.9       24.4       10.1        5.9        6.9        0.6       13.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       187 
         8         21         20         62         27         60         21         33         39          8          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,377,283
Positions
     8,384     47,242      6,698    829,825    218,898    230,475     53,169    708,446     37,455     62,216     14,921          0    149,061    113,148
 
Changes from:       September 6, 2022                                Total Change is:    16,678
        17      2,195      1,015     20,682      7,839     -7,224      3,761     19,955     -1,563         72        799          0        -82     -6,338
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        3.4        0.5       60.3       15.9       16.7        3.9       51.4        2.7        4.5        1.1        0.0       10.8        8.2
 
Number of Traders in Each Category                                    Total Traders:       160 
         .         10          4         79         25         64         10         23         17          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 2,021,240
Positions
    50,855    273,107     11,691  1,094,019    447,848    293,182    170,713    466,140     95,396    159,665    208,824        900    144,818    224,152
 
Changes from:       September 6, 2022                                Total Change is:    58,008
    10,292     25,293     -2,034     91,812    -44,916     -9,960      4,628    120,459    -35,745       -957     11,343        -13        -14     -6,419
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       13.5        0.6       54.1       22.2       14.5        8.4       23.1        4.7        7.9       10.3        0.0        7.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       346 
        13         38         10        101         54         87         31         71         38         13         25          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 4,454,563
Positions
   125,487    299,853    175,844  1,849,743  1,014,061    818,052    212,899    604,143    629,038    205,565    370,454     66,566    371,369    476,552
 
Changes from:       September 6, 2022                                Total Change is:   181,373
    31,169        480     39,521     33,750     80,728     21,607    -22,856     -4,475     38,152     33,723      3,187       -310      6,617      2,483
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        6.7        3.9       41.5       22.8       18.4        4.8       13.6       14.1        4.6        8.3        1.5        8.3       10.7
 
Number of Traders in Each Category                                    Total Traders:       409 
        18         33         33        121         76        111         36         76         74         24         25         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,377,378
Positions
    53,842     48,721      1,949    574,167    501,721    243,270    209,161    213,466     58,942    109,940     75,073          0    126,107    234,236
 
Changes from:       September 6, 2022                                Total Change is:    42,597
    -5,488     13,634     -3,236     35,234     54,682       -684     43,289     24,338    -24,636      2,045     -5,401          0     -3,927    -16,100
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        3.5        0.1       41.7       36.4       17.7       15.2       15.5        4.3        8.0        5.5        0.0        9.2       17.0
 
Number of Traders in Each Category                                    Total Traders:       148 
         4          8          4         42         46         56         18         14         16          5         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE   1000 x Index Points                                                                                         
CFTC Code #04360Y                                                    Open Interest is     3,097
Positions
         0          0          0          0          0          0        828        784        783        723        687          0        763        843
 
Changes from:       September 6, 2022                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0       26.7       25.3       25.3       23.3       22.2        0.0       24.6       27.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          0          0          0          0          0          .          .          .         12          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 4,378,502
Positions
    96,598    351,417    116,176  1,655,188    811,055    837,669    594,900  1,149,857    322,297    424,820    304,337     13,638    317,217    472,056
 
Changes from:       September 6, 2022                                Total Change is:    50,447
    13,183    -12,494     27,575     -1,666    -11,136      6,218    -21,326     16,232     25,445      1,008         34      1,338     -1,329     -2,766
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        8.0        2.7       37.8       18.5       19.1       13.6       26.3        7.4        9.7        7.0        0.3        7.2       10.8
 
Number of Traders in Each Category                                    Total Traders:       331 
         9         29         18         87         62         89         38         65         56         16         25          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,585,427
Positions
   285,622    410,569    423,776      1,102     58,998      8,482    473,853    309,990    312,087     39,367      5,575      3,567     37,571     52,383
 
Changes from:       September 6, 2022                                Total Change is:   205,643
   -33,304     81,567     37,738      1,102     27,534     -4,637    149,723      9,048     42,578      5,943         25        716      5,784     11,074
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       25.9       26.7        0.1        3.7        0.5       29.9       19.6       19.7        2.5        0.4        0.2        2.4        3.3
 
Number of Traders in Each Category                                    Total Traders:       127 
        26         32         54          .          5          .         36         17         39          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 is20,588,968
Positions
 2,465,280  2,155,096  3,434,610    919,105    180,934    603,623    543,443  1,119,779 11,896,656     42,550    145,826    220,184    463,517    832,261
 
Changes from:       September 6, 2022                                Total Change is:   149,694
    64,212    152,862    -52,289     19,751     13,870    -24,479     69,897     31,932     25,896      7,229    -21,472     11,076     28,400     12,298
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       10.5       16.7        4.5        0.9        2.9        2.6        5.4       57.8        0.2        0.7        1.1        2.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       212 
        22         35         52         16         12         22         40         58         82         15         11         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 is12,218,805
Positions
 2,502,203  2,013,290  1,957,109    525,598    516,376    657,310    700,905  1,209,123  5,670,683     80,049     65,751     98,076     26,873     31,089
 
Changes from:       September 6, 2022                                Total Change is: 1,083,433
   194,800    200,226      1,292    -20,987     28,020     65,645     63,220    -36,836    754,430       -206     18,777     33,636     -8,397     18,243
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       16.5       16.0        4.3        4.2        5.4        5.7        9.9       46.4        0.7        0.5        0.8        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:       469 
        58         74        113         16         33         36         74         92        135         31         54         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   568,557
Positions
   118,155    233,538    130,566      2,743        898      8,514    207,048     81,178     99,722      1,153     13,428        364        292        349
 
Changes from:       September 6, 2022                                Total Change is:    50,406
    24,917     35,129       -689     -8,875         67      5,926     19,525     -1,816      9,277        175      2,495        -23        173         40
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       41.1       23.0        0.5        0.2        1.5       36.4       14.3       17.5        0.2        2.4        0.1        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:       152 
        32         42         45          .          .          .         23         37         36          5          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
THREE-MONTH BLOOMBERG  ST BANK - CHICAGO MERCANTILE EXCHANGE   ($2,500 x contract-grade IMM Index)                                                         
CFTC Code #157741                                                    Open Interest is    24,618
Positions
     3,517      3,799      5,776          0          0          0      1,641      1,362     13,675          0          0          0          9          6
 
Changes from:       September 6, 2022                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       15.4       23.5        0.0        0.0        0.0        6.7        5.5       55.5        0.0        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          0          0          0          7          5         13          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    14,008
Positions
       100      2,158        174      5,885      1,394        490      3,365      7,180      1,292      1,585        399        143        974        777
 
Changes from:       September 6, 2022                                Total Change is:    -2,248
      -100         43         -4        157       -505        -65     -1,076     -1,063       -104     -1,016       -298        -27        -12       -225
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       15.4        1.2       42.0       10.0        3.5       24.0       51.3        9.2       11.3        2.8        1.0        7.0        5.5
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          .          .          5          8          4         16         43         17          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    21,693
Positions
       157        607          0        135      1,226         35      8,565     14,018      2,941      6,998      1,265         92      2,768      1,508
 
Changes from:       September 6, 2022                                Total Change is:     1,198
       -75        410          0        -50         78         13      1,700      1,384       -280        -98        276        -37         24       -647
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        2.8        0.0        0.6        5.7        0.2       39.5       64.6       13.6       32.3        5.8        0.4       12.8        7.0
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          .          0          .          .          .         14         11          9         34         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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     4,126
Positions
       144         61        172        303        110          4      1,206      2,458        238      1,204        435        169        685        479
 
Changes from:       September 6, 2022                                Total Change is:      -326
       -49         -4         12        -98        -36         -3       -494       -322         32        223        -71          3         47         63
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        1.5        4.2        7.3        2.7        0.1       29.2       59.6        5.8       29.2       10.5        4.1       16.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          .          .          .          .          .          9         14          8         13          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    90,347
Positions
         0     11,655          0        373          0          0     37,264     32,034     38,264     12,563      7,044        672      1,211        678
 
Changes from:       September 6, 2022                                Total Change is:    -3,563
         0      2,621          0       -132          0          0     -3,356     -5,138       -640        489       -465        -19         96         78
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.9        0.0        0.4        0.0        0.0       41.2       35.5       42.4       13.9        7.8        0.7        1.3        0.8
 
Number of Traders in Each Category                                    Total Traders:       145 
         0          .          0          .          0          0         10         10          6         79         43          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    62,226
Positions
       500     38,756        200     29,258      1,089        629     17,580     11,356      4,655      3,842      2,695        192      5,370      2,654
 
Changes from:       September 6, 2022                                Total Change is:       388
         5          0        200     -2,483       -862        -57       -318     -1,270      3,933       -537       -836       -213       -141       -506
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       62.3        0.3       47.0        1.8        1.0       28.3       18.2        7.5        6.2        4.3        0.3        8.6        4.3
 
Number of Traders in Each Category                                    Total Traders:       129 
         .          .          .         16          4          .         41         17         10         33         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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   348,672
Positions
    33,304     18,860     13,537    116,654     64,581     39,846     33,564    100,740     61,939      8,509        696     12,515     28,804     35,958
 
Changes from:       September 6, 2022                                Total Change is:    22,196
       162        410        961      5,803     -5,024      4,087     -6,137      3,234     11,284       -735       -204      1,417      5,354      6,031
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        5.4        3.9       33.5       18.5       11.4        9.6       28.9       17.8        2.4        0.2        3.6        8.3       10.3
 
Number of Traders in Each Category                                    Total Traders:       175 
        12         13         19         21         31         22         26         48         47         10          6         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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    68,321
Positions
    41,035     48,138        146     20,310      3,928      1,122      3,352     13,979        527      1,330        294         52        447        135
 
Changes from:       September 6, 2022                                Total Change is:     3,377
        70          0        146      1,053        146       -100      2,015      2,503        514       -432         71         52         59         45
 
Percent of Open Interest Represented by Each Category of Trader
      60.1       70.5        0.2       29.7        5.7        1.6        4.9       20.5        0.8        1.9        0.4        0.1        0.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        51 
         4          4          .         14          .          4          6         10          .          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated September 16, 2022