Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   168,896
Positions
     2,938     84,189          3     59,033     24,387      4,785     36,085     33,594      4,351     17,537          0        911     43,253     16,676
 
Changes from:       January 19, 2021                                 Total Change is:    14,665
       132     11,064          3        827     -2,120       -698      9,761      7,413       -691        504          0        267      4,560       -573
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       49.8        0.0       35.0       14.4        2.8       21.4       19.9        2.6       10.4        0.0        0.5       25.6        9.9
 
Number of Traders in Each Category                                    Total Traders:       110 
         4         10          .         23         11          8         25         24         13         13          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    48,337
Positions
     1,712     22,541          7      7,058      6,420        381     16,786      6,367         53          0        642          0     22,340     11,926
 
Changes from:       January 19, 2021                                 Total Change is:      -193
       369        -64          1     -1,643        944       -153        679     -1,035         34          0          1          0        520         79
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       46.6        0.0       14.6       13.3        0.8       34.7       13.2        0.1        0.0        1.3        0.0       46.2       24.7
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          7          .          9          6          .         11          7          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   154,558
Positions
    15,203     30,772        698     57,428     50,552      6,196     33,797     31,563      1,819      2,068      6,854          0     37,349     26,104
 
Changes from:       January 19, 2021                                 Total Change is:     7,462
       679     -1,823       -157        600        734       -312      2,747      6,321        -64        -37          0          0      4,006      2,763
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       19.9        0.5       37.2       32.7        4.0       21.9       20.4        1.2        1.3        4.4        0.0       24.2       16.9
 
Number of Traders in Each Category                                    Total Traders:       103 
         6          7          4         19         17         11         26         23         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   193,822
Positions
     4,453    140,768         24    105,977      7,560      6,542     28,334     20,911        217     14,472        565          0     33,803     17,235
 
Changes from:       January 19, 2021                                 Total Change is:     2,282
        43     -1,984         17       -405       -107        205        323      4,012       -848        320          0          0      2,627        987
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       72.6        0.0       54.7        3.9        3.4       14.6       10.8        0.1        7.5        0.3        0.0       17.4        8.9
 
Number of Traders in Each Category                                    Total Traders:       109 
         .         11          .         34         11         13         25         17          7          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   677,432
Positions
    35,335    494,670      6,273    389,037     55,550     22,960     76,457     46,921      3,862     44,225      3,197      4,066     95,217     39,933
 
Changes from:       January 19, 2021                                 Total Change is:       917
     2,791      2,278        636      1,033     -1,345        594     -3,640     -1,932         97      1,993       -452        204     -2,791        837
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       73.0        0.9       57.4        8.2        3.4       11.3        6.9        0.6        6.5        0.5        0.6       14.1        5.9
 
Number of Traders in Each Category                                    Total Traders:       297 
        15         11         10        113         28         45         52         32         20         38          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    24,433
Positions
         0      9,215          0     10,346      2,962      2,454        466      4,437          0        800          0          0     10,367      5,365
 
Changes from:       January 19, 2021                                 Total Change is:    -1,967
         0          1          0     -2,647        -42        113        466     -1,948          0          0          0          0        101        -91
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.7        0.0       42.3       12.1       10.0        1.9       18.2        0.0        3.3        0.0        0.0       42.4       22.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0         12          .          7          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   143,073
Positions
     3,472     49,279      1,018     53,750     49,654      2,903     43,803     20,683      1,539      1,724          0          0     34,864     17,997
 
Changes from:       January 19, 2021                                 Total Change is:    -1,210
     1,018     -3,313          5     -1,129        230        151     -2,487        159        480         83          0          0        669      1,078
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       34.4        0.7       37.6       34.7        2.0       30.6       14.5        1.1        1.2        0.0        0.0       24.4       12.6
 
Number of Traders in Each Category                                    Total Traders:        86 
         .         10          .         21         10          9         23         18         10          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    25,097
Positions
         0      9,526         35     16,818      2,637          0      4,746     10,387         10      1,617        766          0      1,871      1,736
 
Changes from:       January 19, 2021                                 Total Change is:     1,351
         0        -73          0      1,898        113          0       -333      1,406          0       -216       -410          0          2        315
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.0        0.1       67.0       10.5        0.0       18.9       41.4        0.0        6.4        3.1        0.0        7.5        6.9
 
Number of Traders in Each Category                                    Total Traders:        40 
         0          5          .          8          .          0          8          9          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   150,653
Positions
     1,372     92,245        507     71,710      2,519        166     64,267     27,987      1,092      3,993     23,255          0      7,546      2,882
 
Changes from:       January 19, 2021                                 Total Change is:     4,918
     1,107      8,572       -168      6,142       -141     -1,443       -636     -1,579         51        147       -407          0       -282         33
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       61.2        0.3       47.6        1.7        0.1       42.7       18.6        0.7        2.7       15.4        0.0        5.0        1.9
 
Number of Traders in Each Category                                    Total Traders:       154 
         .         12          .         23          .          4         59         24         10         15         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,037
Positions
         0      2,129      8,890      9,564     15,548         14     12,504      5,336        755      3,368      4,019        113      3,829      2,233
 
Changes from:       January 19, 2021                                 Total Change is:    11,859
      -136        206      8,890        178      3,489          0      1,317       -842        216      1,040       -403        113        241        190
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        5.5       22.8       24.5       39.8        0.0       32.0       13.7        1.9        8.6       10.3        0.3        9.8        5.7
 
Number of Traders in Each Category                                    Total Traders:        65 
         0          .          .         12          4          .         18         12          6          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    46,804
Positions
     3,735     18,480         17     13,087      7,131          4     22,094     15,988        387        831      1,520          6      6,643      3,271
 
Changes from:       January 19, 2021                                 Total Change is:       560
       595        153         11     -1,081        618       -756      1,732        439       -162        297        -36          0        -76        293
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       39.5        0.0       28.0       15.2        0.0       47.2       34.2        0.8        1.8        3.2        0.0       14.2        7.0
 
Number of Traders in Each Category                                    Total Traders:        92 
         5          5          .         15          6          .         37         14          6          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    11,229
Positions
         0        128          0      3,020      1,874          0      6,692      7,318          0        150        360          0      1,367      1,549
 
Changes from:       January 19, 2021                                 Total Change is:       703
         0          0          0         84        773          0        708       -170          0          0        -20          0        -89        120
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.1        0.0       26.9       16.7        0.0       59.6       65.2        0.0        1.3        3.2        0.0       12.2       13.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          .          0          5          .          0          9          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    44,757
Positions
    18,516     11,173        260      8,196      1,597        824      7,350      9,378      1,415        111     14,343          0      8,086      5,769
 
Changes from:       January 19, 2021                                 Total Change is:     1,443
     1,295        111       -274       -145        -91        236        595        814          8        111        342          0       -384        296
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       25.0        0.6       18.3        3.6        1.8       16.4       21.0        3.2        0.2       32.0        0.0       18.1       12.9
 
Number of Traders in Each Category                                    Total Traders:       103 
        21         14          .         20          5          8         21         16          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    89,513
Positions
    37,032     22,346        519     16,391      3,193      1,648     14,700     18,755      2,829        222     28,685          0     16,172     11,538
 
Changes from:       January 19, 2021                                 Total Change is:     2,885
     2,590        222       -547       -289       -181        471      1,190      1,628         16        222        684          0       -768        592
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       25.0        0.6       18.3        3.6        1.8       16.4       21.0        3.2        0.2       32.0        0.0       18.1       12.9
 
Number of Traders in Each Category                                    Total Traders:       103 
        21         14          .         20          5          8         21         16          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    25,263
Positions
       810     16,288        270     16,237      2,300      2,464      2,435      3,098          0        400        444          0      2,647        399
 
Changes from:       January 19, 2021                                 Total Change is:    -1,528
       323        470       -142     -2,478     -1,846        156        352       -143          0          0          0          0        261        -23
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       64.5        1.1       64.3        9.1        9.8        9.6       12.3        0.0        1.6        1.8        0.0       10.5        1.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          6          .         13          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   539,902
Positions
    76,889    153,811      7,909    263,087     95,786     55,261     49,127     93,002     11,374     20,687     72,065      1,081     54,487     49,614
 
Changes from:       January 19, 2021                                 Total Change is:     4,674
    16,547      2,566      1,189     -5,587     -4,773     -1,127         20      7,003        855     -1,270      1,601        267     -6,220     -2,907
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       28.5        1.5       48.7       17.7       10.2        9.1       17.2        2.1        3.8       13.3        0.2       10.1        9.2
 
Number of Traders in Each Category                                    Total Traders:       539 
        31         37         16        170         75        117         68         95         53         35         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,186
Positions
     6,056      3,371          0      2,322      5,689        505        483        773          0          0          0          0      1,820        848
 
Changes from:       January 19, 2021                                 Total Change is:    -1,476
    -1,177          0          0       -237     -1,444          0       -239         35        -35          0          0          0        212        -32
 
Percent of Open Interest Represented by Each Category of Trader
      54.1       30.1        0.0       20.8       50.9        4.5        4.3        6.9        0.0        0.0        0.0        0.0       16.3        7.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          6          0          .          5          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    19,284
Positions
     7,242     16,351          0      6,988        117        306      2,465      1,271         21          0          0          0      2,262      1,218
 
Changes from:       January 19, 2021                                 Total Change is:       222
     1,391        884          0     -1,063         78       -303        191       -479         -1          0          0          0          7         43
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       84.8        0.0       36.2        0.6        1.6       12.8        6.6        0.1        0.0        0.0        0.0       11.7        6.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          7          0         11          .          .          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,617,305
Positions
   344,395    725,435     27,043  1,315,434    478,931    276,306    243,704    479,657     37,735    103,435    360,823      4,906    264,347    226,469
 
Changes from:       January 19, 2021                                 Total Change is:    17,997
    42,687     16,003        -99    -27,935    -23,866     -5,634        969     35,825      5,728     -6,351      8,005      1,334      7,298    -19,299
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       27.7        1.0       50.3       18.3       10.6        9.3       18.3        1.4        4.0       13.8        0.2       10.1        8.7
 
Number of Traders in Each Category                                    Total Traders:       539 
        31         37         15        170         75        117         69         94         49         35         27          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,344
Positions
     3,807     38,687          0     30,767        173         43      3,150      1,068          0          0          0          0      3,577      1,373
 
Changes from:       January 19, 2021                                 Total Change is:    -3,729
      -128     -2,357          0     -3,604          0          0       -170     -2,044          0          0          0          0        173        672
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       93.6        0.0       74.4        0.4        0.1        7.6        2.6        0.0        0.0        0.0        0.0        8.7        3.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          9          0         11          .          .          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    53,285
Positions
     6,606     18,547        161     31,428     26,699      1,565      3,390      3,373        164        370          0          0      9,601      2,776
 
Changes from:       January 19, 2021                                 Total Change is:      -702
       752       -744          0     -1,748       -274        -10        251        871          4       -344          0          0        393       -549
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       34.8        0.3       59.0       50.1        2.9        6.4        6.3        0.3        0.7        0.0        0.0       18.0        5.2
 
Number of Traders in Each Category                                    Total Traders:        78 
         7          9          .         31         14          9         11          5          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    46,412
Positions
     9,199      7,827        238     15,558      4,370      1,143     10,590     21,539        715      1,961      2,630          9      6,998      7,941
 
Changes from:       January 19, 2021                                 Total Change is:      -598
    -1,108        735        -90       -441       -168        -76        425     -1,197        165        200       -255          2        324        285
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       16.9        0.5       33.5        9.4        2.5       22.8       46.4        1.5        4.2        5.7        0.0       15.1       17.1
 
Number of Traders in Each Category                                    Total Traders:       269 
        23         26          4         60         33         30         35         60         27         14         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   232,059
Positions
    45,994     39,134      1,191     77,792     21,848      5,715     52,949    107,694      3,576      9,807     13,152         45     34,990     39,704
 
Changes from:       January 19, 2021                                 Total Change is:    -2,992
    -5,540      3,673       -448     -2,204       -838       -382      2,124     -5,983        826      1,002     -1,276         10      1,620      1,426
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       16.9        0.5       33.5        9.4        2.5       22.8       46.4        1.5        4.2        5.7        0.0       15.1       17.1
 
Number of Traders in Each Category                                    Total Traders:       269 
        23         26          4         60         33         30         35         60         27         14         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    85,161
Positions
       320      1,896          0        355          0          0     53,335     55,595      1,183        497        973          0     29,471     25,514
 
Changes from:       January 19, 2021                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        2.2        0.0        0.4        0.0        0.0       62.6       65.3        1.4        0.6        1.1        0.0       34.6       30.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          0          0          7          6          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   556,777
Positions
   114,503    112,564      8,074    258,947    151,529     47,578     77,601    140,198      4,873     14,662     71,017          6     30,533     20,938
 
Changes from:       January 19, 2021                                 Total Change is:     1,578
    11,689     -6,993         85    -11,559        313       -784       -357      2,922        473      3,527      4,643          0     -1,496        919
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       20.2        1.5       46.5       27.2        8.5       13.9       25.2        0.9        2.6       12.8        0.0        5.5        3.8
 
Number of Traders in Each Category                                    Total Traders:       353 
        27         21          .        108         44         49         64         58         23         14         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    15,761
Positions
     5,727     13,362          0      6,064      1,346          0      2,710        427         72          0          0          0      1,188        554
 
Changes from:       January 19, 2021                                 Total Change is:       358
         0       -294          0        352        332          0         10        221         36          0          0          0        -40         63
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       84.8        0.0       38.5        8.5        0.0       17.2        2.7        0.5        0.0        0.0        0.0        7.5        3.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          7          0          6          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    47,604
Positions
    11,230      7,047        882     13,313      1,130        734     12,975      7,653          0      1,016        232          0      7,454     29,926
 
Changes from:       January 19, 2021                                 Total Change is:      -842
     3,081        723        -10       -489       -746         -7     -3,622       -927        -38        -82       -113          0        325        276
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       14.8        1.9       28.0        2.4        1.5       27.3       16.1        0.0        2.1        0.5        0.0       15.7       62.9
 
Number of Traders in Each Category                                    Total Traders:        54 
         7          9          .         13          4          .          8         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   420,045
Positions
    36,027    246,878      9,417    285,994     83,497     46,273     18,021     26,217        729     14,177      1,805          0      9,407      5,229
 
Changes from:       January 19, 2021                                 Total Change is:     9,299
    -2,232       -599      3,355      4,563     -3,587         64     -2,118     11,740       -478      6,555          0          0       -410     -1,196
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       58.8        2.2       68.1       19.9       11.0        4.3        6.2        0.2        3.4        0.4        0.0        2.2        1.2
 
Number of Traders in Each Category                                    Total Traders:       183 
        14         15          8         73         41         40         17         14          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                          
CFTC Code #244042                                                    Open Interest is 1,262,832
Positions
    97,348    687,331      4,282    836,237    310,271    108,915    118,123     62,954      3,393     55,054     74,535      2,524     36,956      8,627
 
Changes from:       January 19, 2021                                 Total Change is:    13,147
       904    -10,041       -254      2,184     19,979      1,654      6,405      4,582     -1,529      7,122       -188       -151     -3,188       -905
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       54.4        0.3       66.2       24.6        8.6        9.4        5.0        0.3        4.4        5.9        0.2        2.9        0.7
 
Number of Traders in Each Category                                    Total Traders:       436 
        36         13          8        187         61         79         69         25         19         33         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   171,132
Positions
    17,161    123,340     30,140     22,118      4,737      3,146     87,919        305      9,350      1,038         75          0        260         39
 
Changes from:       January 19, 2021                                 Total Change is:      -796
        45     -1,928        824        130        237          0     -1,807          0         50        -25         20          0        -13          1
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       72.1       17.6       12.9        2.8        1.8       51.4        0.2        5.5        0.6        0.0        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        84 
        11         18         14         14          .          .         30          .          8          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,169,156
Positions
     7,345    121,657      4,699    660,229    183,668    191,937     59,052    440,933     19,479     71,373     34,877         15    155,027    171,891
 
Changes from:       January 19, 2021                                 Total Change is:    11,715
    -3,812       -399        -63      6,793     -4,827     13,958      5,597      4,414     -1,317     -4,660      2,417         15     -4,796     -2,483
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       10.4        0.4       56.5       15.7       16.4        5.1       37.7        1.7        6.1        3.0        0.0       13.3       14.7
 
Number of Traders in Each Category                                    Total Traders:       181 
         6         17          4         54         30         46         14         41         17         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,082,808
Positions
    29,697    116,231        442    552,623    218,319    205,277     87,978    381,712      5,993     65,230     12,687          0    135,568    142,147
 
Changes from:       January 19, 2021                                 Total Change is:     8,076
     3,121      4,979        442     -2,783      6,119      4,759       -965         -4       -475      4,775     -5,460          0       -798     -2,284
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       10.7        0.0       51.0       20.2       19.0        8.1       35.3        0.6        6.0        1.2        0.0       12.5       13.1
 
Number of Traders in Each Category                                    Total Traders:       141 
         .         11          .         59         31         57          5         24          6          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,124,684
Positions
    58,924    208,139     14,941    932,318    459,083    279,156    465,986    991,856     25,130    178,053     45,605      1,011    169,165     99,763
 
Changes from:       January 19, 2021                                 Total Change is:   152,720
    -2,013     63,551     -1,161     74,159     -7,011      4,395     70,240     87,632      2,627      8,472      3,196        -83     -3,916       -426
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        9.8        0.7       43.9       21.6       13.1       21.9       46.7        1.2        8.4        2.1        0.0        8.0        4.7
 
Number of Traders in Each Category                                    Total Traders:       290 
        10         33          9         96         28         69         54         37         20         25          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,447,076
Positions
   189,014    219,406     45,956  1,329,379  1,266,708    687,802    500,339    495,068     63,998    280,025    189,633      2,528    348,035    475,977
 
Changes from:       January 19, 2021                                 Total Change is:    77,839
    12,313    -27,225     12,435    119,157     55,726    -28,332    -13,581     34,787    -13,495    -18,583     29,620      2,214      5,711     12,109
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        6.4        1.3       38.6       36.7       20.0       14.5       14.4        1.9        8.1        5.5        0.1       10.1       13.8
 
Number of Traders in Each Category                                    Total Traders:       387 
        24         40         14         93         80         93         44         70         35         16         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,099,499
Positions
    67,487     28,500      7,823    455,185    400,331    142,309    256,115    249,285     11,821     48,425     41,369          0    110,334    218,061
 
Changes from:       January 19, 2021                                 Total Change is:    43,065
      -476      4,726      1,478     22,786     -2,261     24,366        180     13,614      3,565       -100       -583          0     -8,734     -1,840
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        2.6        0.7       41.4       36.4       12.9       23.3       22.7        1.1        4.4        3.8        0.0       10.0       19.8
 
Number of Traders in Each Category                                    Total Traders:       128 
         5          7          4         26         52         43         19          8          9          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,369,438
Positions
    54,699    229,082     22,846  1,488,651    804,426    574,179    482,777  1,186,967    104,966    332,276    141,891        731    308,313    304,350
 
Changes from:       January 19, 2021                                 Total Change is:   140,878
     1,913    -10,142     10,379     85,857    107,754     13,154     51,554     29,230     -4,651    -37,438      9,234         46     20,064    -14,126
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        6.8        0.7       44.2       23.9       17.0       14.3       35.2        3.1        9.9        4.2        0.0        9.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       301 
        11         22          4         90         56         74         38         57         28         11         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,105,010
Positions
   369,937    289,278    231,008     34,396      7,199      8,150    179,902    286,665    256,159      7,416      1,000      1,371     16,671     24,180
 
Changes from:       January 19, 2021                                 Total Change is:    43,522
    23,743    -29,911     15,247      2,664        400     -4,080    -28,163     29,043     33,830        583      1,000       -224        -78     -1,783
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       26.2       20.9        3.1        0.7        0.7       16.3       25.9       23.2        0.7        0.1        0.1        1.5        2.2
 
Number of Traders in Each Category                                    Total Traders:       101 
        25         16         37          .          4          .         24         21         39          5          .          .
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Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is10,466,366
Positions
 2,588,904  2,519,860  1,569,577    330,163    461,318    609,027  1,493,092  1,085,550  3,095,896     18,509    196,990    205,737    555,461    722,411
 
Changes from:       January 19, 2021                                 Total Change is:   416,430
   265,891    127,528    -97,883      7,586      1,930     38,780     57,530    185,326    125,095        787     28,152      7,424     11,220         78
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       24.1       15.0        3.2        4.4        5.8       14.3       10.4       29.6        0.2        1.9        2.0        5.3        6.9
 
Number of Traders in Each Category                                    Total Traders:       235 
        32         44         68         18         12         18         48         47         82          6         15         12
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Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   474,974
Positions
    27,103    212,054     86,273      2,145     16,027      8,236    223,559     25,200    122,493        910        294      4,110        145        287
 
Changes from:       January 19, 2021                                 Total Change is:    -3,101
    13,030     -5,761      3,284        -50        308         50    -15,695      2,661     -3,315        217        186       -542        -80         28
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       44.6       18.2        0.5        3.4        1.7       47.1        5.3       25.8        0.2        0.1        0.9        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        90 
        11         21         21          .          .          .         20         22         31          6          .          .
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Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   235,513
Positions
    32,727    113,751     34,147      4,480      7,167      2,230     97,362     27,696     48,069     15,101      1,017      1,328         69        108
 
Changes from:       January 19, 2021                                 Total Change is:    42,049
    13,173      7,316      6,803         -6       -238      1,217     11,566     12,107     14,143     -5,036        540        171         18        -10
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       48.3       14.5        1.9        3.0        0.9       41.3       11.8       20.4        6.4        0.4        0.6        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        80 
        10         16         13          .          .          .         20         24         26          .          .          .
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Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   131,584
Positions
         0     27,042          0      3,404      2,202          0      4,255     53,256     48,463     75,461        543          0          1         78
 
Changes from:       January 19, 2021                                 Total Change is:     4,666
         0      2,721          0          0        115          0        174     -2,644      4,474         17         -1          0          1          1
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       20.6        0.0        2.6        1.7        0.0        3.2       40.5       36.8       57.3        0.4        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          6          0          .          5          0          .          4          .          8          .          0
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Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    10,787
Positions
       428        605         42        308        225         13      3,605      7,991        453      2,424        364        338      3,176        756
 
Changes from:       January 19, 2021                                 Total Change is:    -1,158
        15       -104         42       -331        102          3       -306     -1,128        178       -455       -310         49       -353         10
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        5.6        0.4        2.9        2.1        0.1       33.4       74.1        4.2       22.5        3.4        3.1       29.4        7.0
 
Number of Traders in Each Category                                    Total Traders:        90 
         .          .          .          .          .          .         35         15         10         23          7          8
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Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    37,137
Positions
    10,405      1,498          1      6,569     10,050      1,197     10,005     16,550      1,701      1,692      2,672          9      5,558      3,459
 
Changes from:       January 19, 2021                                 Total Change is:     1,072
       876        -75         -1         74         21         -5       -288        603        663         18          0          4       -269       -138
 
Percent of Open Interest Represented by Each Category of Trader
      28.0        4.0        0.0       17.7       27.1        3.2       26.9       44.6        4.6        4.6        7.2        0.0       15.0        9.3
 
Number of Traders in Each Category                                    Total Traders:        99 
         4          .          .          7         10          .         17         31          4         15         13          .
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Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   342,508
Positions
    47,093     22,929      8,328    152,727     72,348     19,476     35,067    144,238     42,624     12,711      2,695      4,742     19,740     25,128
 
Changes from:       January 19, 2021                                 Total Change is:    -6,626
     5,885     -1,771     -1,559      4,417      6,409     -3,360        361      8,425     -4,060     -1,018       -391     -6,823       -469     -3,496
 
Percent of Open Interest Represented by Each Category of Trader
      13.7        6.7        2.4       44.6       21.1        5.7       10.2       42.1       12.4        3.7        0.8        1.4        5.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       179 
        10         16         16         13         34         19         28         54         38         10          8          7
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Traders in Financial Futures - Futures Only Positions as of January 26, 2021                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    40,230
Positions
     3,877      3,539         70     24,017      1,883        365      2,050     34,309          0      9,512          0          0        339         64
 
Changes from:       January 19, 2021                                 Total Change is:     1,029
       543        -10         10     -6,732       -156          0        -17      1,194          0      7,167          0          0         58         -9
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        8.8        0.2       59.7        4.7        0.9        5.1       85.3        0.0       23.6        0.0        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          .          .         10          .          .          5          7          0         14          0          0
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Updated January 29, 2021