Traders in Financial Futures - Futures Only Positions as of February 2, 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   158,155
Positions
     3,084     80,729         23     55,128     25,512      5,277     31,846     23,689      5,050     16,710          0        892     40,145     16,983
 
Changes from:       January 26, 2021                                 Total Change is:   -10,741
       146     -3,460         20     -3,905      1,125        492     -4,239     -9,905        699       -827          0        -19     -3,108        307
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       51.0        0.0       34.9       16.1        3.3       20.1       15.0        3.2       10.6        0.0        0.6       25.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       106 
         4         10          .         23         13          7         27         17         15         12          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    50,832
Positions
     2,965     22,470          7      5,003      5,875        617     22,540      6,313         94          0        642          0     19,606     14,814
 
Changes from:       January 26, 2021                                 Total Change is:     2,495
     1,253        -71          0     -2,055       -545        236      5,754        -54         41          0          0          0     -2,734      2,888
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       44.2        0.0        9.8       11.6        1.2       44.3       12.4        0.2        0.0        1.3        0.0       38.6       29.1
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          7          .          7          6          4         15          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   161,100
Positions
    17,955     29,994      1,551     56,613     51,696      6,512     39,479     37,839      1,146      3,042      6,467          0     34,802     25,895
 
Changes from:       January 26, 2021                                 Total Change is:     6,542
     2,752       -778        853       -815      1,144        316      5,682      6,276       -673        974       -387          0     -2,547       -209
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       18.6        1.0       35.1       32.1        4.0       24.5       23.5        0.7        1.9        4.0        0.0       21.6       16.1
 
Number of Traders in Each Category                                    Total Traders:       113 
         6          8          5         19         19         17         31         24         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   190,948
Positions
     9,172    119,013        129     95,603     11,676      6,989     38,181     27,924        697     14,972        566          0     25,205     23,954
 
Changes from:       January 26, 2021                                 Total Change is:    -2,874
     4,719    -21,755        105    -10,374      4,116        447      9,847      7,013        480        500          1          0     -8,598      6,719
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       62.3        0.1       50.1        6.1        3.7       20.0       14.6        0.4        7.8        0.3        0.0       13.2       12.5
 
Number of Traders in Each Category                                    Total Traders:       118 
         6         10          6         32         13         16         27         22         11          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   675,520
Positions
    34,702    476,340     10,125    381,415     54,720     24,888     73,530     51,409      6,462     44,909      3,892      4,251     95,238     43,433
 
Changes from:       January 26, 2021                                 Total Change is:    -1,912
      -633    -18,330      3,852     -7,622       -830      1,928     -2,927      4,488      2,600        684        695        185         21      3,500
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       70.5        1.5       56.5        8.1        3.7       10.9        7.6        1.0        6.6        0.6        0.6       14.1        6.4
 
Number of Traders in Each Category                                    Total Traders:       298 
        15         11         10        112         29         50         50         36         23         39          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    25,395
Positions
         0      9,247          0      9,832      3,452      3,098      1,165      3,366         40        800          0          0     10,460      6,192
 
Changes from:       January 26, 2021                                 Total Change is:       962
         0         32          0       -514        490        644        699     -1,071         40          0          0          0         93        827
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.4        0.0       38.7       13.6       12.2        4.6       13.3        0.2        3.2        0.0        0.0       41.2       24.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0         12          4          7          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   142,644
Positions
     3,469     49,182      1,012     53,173     51,065      1,993     45,517     20,524      1,007      1,226          0          0     35,247     17,861
 
Changes from:       January 26, 2021                                 Total Change is:      -429
        -3        -97         -6       -577      1,411       -910      1,714       -159       -532       -498          0          0        383       -136
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       34.5        0.7       37.3       35.8        1.4       31.9       14.4        0.7        0.9        0.0        0.0       24.7       12.5
 
Number of Traders in Each Category                                    Total Traders:        85 
         .         11          .         20         10          8         23         18          6          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    25,591
Positions
         0      9,645         35     18,093      2,770          0      4,484      9,955         10      1,517      1,180          0      1,452      1,996
 
Changes from:       January 26, 2021                                 Total Change is:       494
         0        119          0      1,275        133          0       -262       -432          0       -100        414          0       -419        260
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.7        0.1       70.7       10.8        0.0       17.5       38.9        0.0        5.9        4.6        0.0        5.7        7.8
 
Number of Traders in Each Category                                    Total Traders:        47 
         0          5          .         11          .          0          8         11          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   150,781
Positions
       190     96,125        507     74,075      3,637        371     61,665     26,630      2,291      4,393     18,224          5      7,284      2,991
 
Changes from:       January 26, 2021                                 Total Change is:       128
    -1,182      3,880          0      2,365      1,118        205     -2,602     -1,357      1,199        400     -5,031          5       -262        109
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       63.8        0.3       49.1        2.4        0.2       40.9       17.7        1.5        2.9       12.1        0.0        4.8        2.0
 
Number of Traders in Each Category                                    Total Traders:       150 
         .         11          .         22          4          4         56         28          9         13         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    34,016
Positions
     9,142      1,902          0      9,372     21,179          0      9,265      4,963         40      3,511      3,875          0      2,686      2,057
 
Changes from:       January 26, 2021                                 Total Change is:    -5,021
     9,142       -227     -8,890       -192      5,631        -14     -3,239       -373       -715        143       -144       -113     -1,143       -176
 
Percent of Open Interest Represented by Each Category of Trader
      26.9        5.6        0.0       27.6       62.3        0.0       27.2       14.6        0.1       10.3       11.4        0.0        7.9        6.0
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          .          0         12          6          0         15         10          .         13          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    50,685
Positions
     5,240     15,868         17     11,844      8,607        780     24,559     19,377        679      1,420      1,511          6      6,140      3,840
 
Changes from:       January 26, 2021                                 Total Change is:     3,881
     1,505     -2,612          0     -1,243      1,476        776      2,465      3,389        292        589         -9          0       -503        569
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       31.3        0.0       23.4       17.0        1.5       48.5       38.2        1.3        2.8        3.0        0.0       12.1        7.6
 
Number of Traders in Each Category                                    Total Traders:        93 
         6          4          .         17          6          4         29         21          9          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    13,089
Positions
       720        128          0      2,975      2,839          0      7,458      8,146          0        150        360          0      1,786      1,616
 
Changes from:       January 26, 2021                                 Total Change is:     1,860
       720          0          0        -45        965          0        766        828          0          0          0          0        419         67
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        1.0        0.0       22.7       21.7        0.0       57.0       62.2        0.0        1.1        2.8        0.0       13.6       12.3
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0          5          .          0          8          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    49,889
Positions
    17,064     17,235        408     13,745      1,875        340      7,504      7,756      1,340        100     14,752          0      9,390      6,186
 
Changes from:       January 26, 2021                                 Total Change is:     5,133
    -1,453      6,062        149      5,550        278       -485        154     -1,622        -75        -11        410          0      1,304        417
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       34.5        0.8       27.6        3.8        0.7       15.0       15.5        2.7        0.2       29.6        0.0       18.8       12.4
 
Number of Traders in Each Category                                    Total Traders:        96 
        18         15          .         17          4          7         20         15          7          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    99,778
Positions
    34,127     34,469        816     27,490      3,749        679     15,008     15,511      2,679        200     29,504          0     18,779     12,371
 
Changes from:       January 26, 2021                                 Total Change is:    10,265
    -2,905     12,123        297     11,099        556       -969        308     -3,244       -150        -22        819          0      2,607        833
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       34.5        0.8       27.6        3.8        0.7       15.0       15.5        2.7        0.2       29.6        0.0       18.8       12.4
 
Number of Traders in Each Category                                    Total Traders:        96 
        18         15          .         17          4          7         20         15          7          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    24,064
Positions
     2,029     16,838        525     14,468        794      2,176      2,030      3,123          0        400        444          0      2,436        164
 
Changes from:       January 26, 2021                                 Total Change is:    -1,199
     1,219        550        255     -1,769     -1,506       -288       -405         25          0          0          0          0       -211       -235
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       70.0        2.2       60.1        3.3        9.0        8.4       13.0        0.0        1.7        1.8        0.0       10.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        30 
         5          6          .         12          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   550,121
Positions
    80,695    153,550      9,491    249,900     99,377     53,772     56,663     95,534     13,445     23,262     70,774      1,305     61,588     52,872
 
Changes from:       January 26, 2021                                 Total Change is:    10,219
     3,806       -261      1,582    -13,186      3,591     -1,489      7,536      2,532      2,071      2,575     -1,290        224      7,100      3,259
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       27.9        1.7       45.4       18.1        9.8       10.3       17.4        2.4        4.2       12.9        0.2       11.2        9.6
 
Number of Traders in Each Category                                    Total Traders:       545 
        33         36         19        165         78        114         70        102         54         33         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    13,684
Positions
     5,923      3,386          0      5,259      5,689        505        279        453        132          0          0          0      1,586      3,519
 
Changes from:       January 26, 2021                                 Total Change is:     2,498
      -133         15          0      2,937          0          0       -204       -320        132          0          0          0       -234      2,671
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       24.7        0.0       38.4       41.6        3.7        2.0        3.3        1.0        0.0        0.0        0.0       11.6       25.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          6          0          .          5          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    19,436
Positions
     7,868     16,389          0      6,787        554        173      1,858      1,172         21          0          0          0      2,729      1,127
 
Changes from:       January 26, 2021                                 Total Change is:       152
       626         38          0       -201        437       -133       -607        -99          0          0          0          0        467        -91
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       84.3        0.0       34.9        2.9        0.9        9.6        6.0        0.1        0.0        0.0        0.0       14.0        5.8
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          7          0         11          .          .          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 2,640,747
Positions
   356,531    732,551     28,934  1,249,502    496,886    268,862    292,211    482,745     42,286    116,309    357,372      3,024    283,088    228,087
 
Changes from:       January 26, 2021                                 Total Change is:    23,442
    12,136      7,116      1,891    -65,932     17,955     -7,444     48,507      3,088      4,551     12,874     -3,451     -1,882     18,741      1,618
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       27.7        1.1       47.3       18.8       10.2       11.1       18.3        1.6        4.4       13.5        0.1       10.7        8.6
 
Number of Traders in Each Category                                    Total Traders:       545 
        32         37         18        165         78        114         70        102         51         33         28          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    44,694
Positions
     3,624     40,217          0     31,913      1,837        203      3,108      1,318          0          0          0          0      5,846      1,119
 
Changes from:       January 26, 2021                                 Total Change is:     3,350
      -183      1,530          0      1,146      1,664        160        -42        250          0          0          0          0      2,269       -254
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       90.0        0.0       71.4        4.1        0.5        7.0        2.9        0.0        0.0        0.0        0.0       13.1        2.5
 
Number of Traders in Each Category                                    Total Traders:        36 
         .         10          0         12          .          .          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    19,112
Positions
     4,559     17,879          0     10,693        529        351        935          0          0          0          0          0      2,574        353
 
Changes from:       January 26, 2021                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       93.5        0.0       55.9        2.8        1.8        4.9        0.0        0.0        0.0        0.0        0.0       13.5        1.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          7          0          8          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    52,267
Positions
     7,213     16,929        161     30,492     28,050      1,575      2,436      2,779        279        370          0          0      9,741      2,494
 
Changes from:       January 26, 2021                                 Total Change is:    -1,018
       607     -1,618          0       -936      1,351         10       -954       -594        115          0          0          0        140       -282
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       32.4        0.3       58.3       53.7        3.0        4.7        5.3        0.5        0.7        0.0        0.0       18.6        4.8
 
Number of Traders in Each Category                                    Total Traders:        76 
         7          9          .         31         15         11          7          6          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    46,946
Positions
     8,956      8,533        334     16,381      5,350      1,205      9,793     20,757        479      1,894      2,888          7      7,898      7,392
 
Changes from:       January 26, 2021                                 Total Change is:       535
      -243        706         95        822        981         62       -797       -781       -236        -68        258         -2        900       -548
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       18.2        0.7       34.9       11.4        2.6       20.9       44.2        1.0        4.0        6.2        0.0       16.8       15.7
 
Number of Traders in Each Category                                    Total Traders:       259 
        22         23          .         61         34         31         32         59         21         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   234,732
Positions
    44,780     42,666      1,668     81,903     26,752      6,023     48,966    103,787      2,397      9,469     14,442         35     39,491     36,962
 
Changes from:       January 26, 2021                                 Total Change is:     2,673
    -1,214      3,532        477      4,111      4,904        308     -3,983     -3,907     -1,179       -338      1,290        -10      4,501     -2,742
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       18.2        0.7       34.9       11.4        2.6       20.9       44.2        1.0        4.0        6.2        0.0       16.8       15.7
 
Number of Traders in Each Category                                    Total Traders:       259 
        22         23          .         61         34         31         32         59         21         12         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    72,334
Positions
       420          0          0        348          0          0     51,647      4,702      2,285        685      2,369          0     16,949     62,978
 
Changes from:       January 26, 2021                                 Total Change is:   -12,827
       100     -1,896          0         -7          0          0     -1,688    -50,893      1,102        188      1,396          0    -12,522     37,464
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        0.0        0.0        0.5        0.0        0.0       71.4        6.5        3.2        0.9        3.3        0.0       23.4       87.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          0          0          .          0          0          7          5          6          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   556,076
Positions
   132,021    103,226      6,434    235,722    147,481     54,568     79,681    149,201      4,727     14,770     72,519          3     28,150     17,917
 
Changes from:       January 26, 2021                                 Total Change is:      -701
    17,518     -9,338     -1,640    -23,225     -4,048      6,990      2,080      9,003       -146        108      1,502         -3     -2,383     -3,021
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       18.6        1.2       42.4       26.5        9.8       14.3       26.8        0.9        2.7       13.0        0.0        5.1        3.2
 
Number of Traders in Each Category                                    Total Traders:       366 
        28         17          .        113         46         51         63         63         26         14         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    16,168
Positions
     5,327     14,122          0      6,631        601          0      2,776        456         72          0        210          0      1,362        707
 
Changes from:       January 26, 2021                                 Total Change is:       407
      -400        760          0        567       -745          0         66         29          0          0        210          0        174        153
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       87.3        0.0       41.0        3.7        0.0       17.2        2.8        0.4        0.0        1.3        0.0        8.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          7          0          6          .          0          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    51,649
Positions
    13,225      7,393        875     13,262      1,423        747     14,996      8,112        264      1,454          0          0      6,826     32,835
 
Changes from:       January 26, 2021                                 Total Change is:     4,045
     1,995        346         -7        -51        293         13      2,021        459        264        438       -232          0       -628      2,909
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       14.3        1.7       25.7        2.8        1.4       29.0       15.7        0.5        2.8        0.0        0.0       13.2       63.6
 
Number of Traders in Each Category                                    Total Traders:        56 
         6          9          .         12          5          .         12          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   422,576
Positions
    32,975    254,393     12,130    286,739     75,760     42,892     22,662     27,004        671     15,337      5,007          0      9,170      4,719
 
Changes from:       January 26, 2021                                 Total Change is:     2,531
    -3,052      7,515      2,713        745     -7,737     -3,381      4,641        787        -58      1,160      3,202          0       -237       -510
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       60.2        2.9       67.9       17.9       10.2        5.4        6.4        0.2        3.6        1.2        0.0        2.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       186 
        13         16          7         70         42         41         20         15          5          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,261,374
Positions
    97,853    666,068      5,125    830,337    321,442    107,109    121,894     76,207      3,195     53,527     67,959      4,654     37,680      9,615
 
Changes from:       January 26, 2021                                 Total Change is:    -1,458
       505    -21,263        843     -5,900     11,171     -1,806      3,771     13,253       -198     -1,527     -6,576      2,130        724        988
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       52.8        0.4       65.8       25.5        8.5        9.7        6.0        0.3        4.2        5.4        0.4        3.0        0.8
 
Number of Traders in Each Category                                    Total Traders:       434 
        34         14          8        187         58         73         64         29         17         35         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   169,145
Positions
    16,627    121,089     29,889     23,585      5,222      3,396     85,280        420      9,015      1,108         75          0        245         39
 
Changes from:       January 26, 2021                                 Total Change is:    -1,987
      -534     -2,251       -251      1,467        485        250     -2,639        115       -335         70          0          0        -15          0
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       71.6       17.7       13.9        3.1        2.0       50.4        0.2        5.3        0.7        0.0        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        82 
        11         18         15         14          .          .         28          .          7          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,182,052
Positions
     9,258    122,773      3,721    679,220    199,682    189,260     55,218    437,354     17,885     74,130     33,649        289    153,071    177,439
 
Changes from:       January 26, 2021                                 Total Change is:    12,896
     1,913      1,116       -978     18,991     16,014     -2,677     -3,834     -3,579     -1,594      2,757     -1,228        274     -1,956      5,548
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       10.4        0.3       57.5       16.9       16.0        4.7       37.0        1.5        6.3        2.8        0.0       12.9       15.0
 
Number of Traders in Each Category                                    Total Traders:       195 
         4         22          4         56         32         47         14         47         20         11          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,093,162
Positions
    28,538    108,100        137    566,372    239,317    199,295     88,313    375,920      6,324     68,300     14,016          0    135,883    150,053
 
Changes from:       January 26, 2021                                 Total Change is:    10,354
    -1,159     -8,131       -305     13,749     20,998     -5,982        335     -5,792        331      3,070      1,329          0        315      7,906
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        9.9        0.0       51.8       21.9       18.2        8.1       34.4        0.6        6.2        1.3        0.0       12.4       13.7
 
Number of Traders in Each Category                                    Total Traders:       145 
         4         10          .         59         32         55          6         24          7          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 2,171,672
Positions
    66,236    179,633     16,431    983,022    461,932    279,473    440,952  1,046,188     37,523    180,678     46,521      1,449    165,908    102,522
 
Changes from:       January 26, 2021                                 Total Change is:    46,988
     7,312    -28,506      1,490     50,704      2,849        317    -25,034     54,332     12,393      2,625        916        438     -3,257      2,759
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        8.3        0.8       45.3       21.3       12.9       20.3       48.2        1.7        8.3        2.1        0.1        7.6        4.7
 
Number of Traders in Each Category                                    Total Traders:       295 
        11         34          8         98         27         69         55         36         23         26          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 3,570,188
Positions
   166,096    316,338     24,369  1,326,981  1,226,516    737,197    612,365    487,457     80,640    278,422    217,272      4,802    339,316    475,597
 
Changes from:       January 26, 2021                                 Total Change is:   123,112
   -22,918     96,932    -21,587     -2,398    -40,192     49,395    112,026     -7,611     16,642     -1,603     27,639      2,274     -8,719       -380
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        8.9        0.7       37.2       34.4       20.6       17.2       13.7        2.3        7.8        6.1        0.1        9.5       13.3
 
Number of Traders in Each Category                                    Total Traders:       407 
        24         43         18         92         87        100         45         73         40         20         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,166,311
Positions
    68,374     19,880      8,019    450,268    432,530    153,575    307,820    263,598     14,470     50,606     47,251        248    112,931    226,740
 
Changes from:       January 26, 2021                                 Total Change is:    66,812
       887     -8,620        196     -4,917     32,199     11,266     51,705     14,313      2,649      2,181      5,882        248      2,597      8,679
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        1.7        0.7       38.6       37.1       13.2       26.4       22.6        1.2        4.3        4.1        0.0        9.7       19.4
 
Number of Traders in Each Category                                    Total Traders:       137 
         6          5          4         27         58         44         18         11         11          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 3,537,674
Positions
    51,285    218,175     14,472  1,552,252    875,399    562,385    590,505  1,297,578    123,059    360,941    146,274        504    282,271    299,828
 
Changes from:       January 26, 2021                                 Total Change is:   168,236
    -3,414    -10,907     -8,374     63,601     70,973    -11,794    107,728    110,611     18,093     28,665      4,383       -227    -26,042     -4,522
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        6.2        0.4       43.9       24.7       15.9       16.7       36.7        3.5       10.2        4.1        0.0        8.0        8.5
 
Number of Traders in Each Category                                    Total Traders:       310 
        12         21          8         96         53         74         43         56         32         10         19          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,053,727
Positions
   334,236    225,771    230,472     32,829      3,820      9,079    121,499    256,677    293,664      5,824      1,008      7,721     18,403     25,515
 
Changes from:       January 26, 2021                                 Total Change is:   -51,283
   -35,701    -63,507       -536     -1,567     -3,379        929    -58,403    -29,988     37,505     -1,592          8      6,350      1,732      1,335
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       21.4       21.9        3.1        0.4        0.9       11.5       24.4       27.9        0.6        0.1        0.7        1.7        2.4
 
Number of Traders in Each Category                                    Total Traders:        95 
        25         14         35          .          .          4         17         25         37          4          .          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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 is10,843,374
Positions
 2,774,194  2,439,179  1,608,447    341,555    463,563    612,335  1,483,390  1,329,188  3,195,596     19,189    219,099    227,468    581,200    748,499
 
Changes from:       January 26, 2021                                 Total Change is:   377,008
   185,290    -80,681     38,870     11,392      2,245      3,308     -9,702    243,638     99,700        680     22,109     21,731     25,739     26,088
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       22.5       14.8        3.1        4.3        5.6       13.7       12.3       29.5        0.2        2.0        2.1        5.4        6.9
 
Number of Traders in Each Category                                    Total Traders:       236 
        33         42         68         18         12         20         50         46         81          6         15         14
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Traders in Financial Futures - Futures Only Positions as of February 2, 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   470,065
Positions
    37,533    195,959     92,391      2,091     13,571      8,497    197,576     27,985    126,276        693        231      4,848        160        307
 
Changes from:       January 26, 2021                                 Total Change is:    -4,909
    10,430    -16,095      6,118        -54     -2,456        261    -25,983      2,785      3,783       -217        -63        738         15         20
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       41.7       19.7        0.4        2.9        1.8       42.0        6.0       26.9        0.1        0.0        1.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        94 
        10         22         20          .          4          .         18         26         31          6          .          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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   204,014
Positions
    34,157     77,080     33,659      4,447      6,814        670     69,285     27,302     55,758      4,484      1,122      1,475         79        134
 
Changes from:       January 26, 2021                                 Total Change is:   -31,499
     1,430    -36,671       -488        -33       -353     -1,560    -28,077       -394      7,689    -10,617        105        147         10         26
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       37.8       16.5        2.2        3.3        0.3       34.0       13.4       27.3        2.2        0.5        0.7        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        81 
        10         17         12          .          .          .         22         22         28          .          .          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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   134,887
Positions
         0     27,141          0      3,386      2,419          0      4,645     50,493     54,204     72,651        543          0          1         87
 
Changes from:       January 26, 2021                                 Total Change is:     3,303
         0         99          0        -18        217          0        390     -2,763      5,741     -2,810          0          0          0          9
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       20.1        0.0        2.5        1.8        0.0        3.4       37.4       40.2       53.9        0.4        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         0          7          0          .          5          0          .          4          .          8          .          0
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Traders in Financial Futures - Futures Only Positions as of February 2, 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     9,469
Positions
       422        446         97        308        357         20      3,031      7,224        456      2,008        161         57      3,070        651
 
Changes from:       January 26, 2021                                 Total Change is:    -1,318
        -6       -159         55          0        132          7       -574       -767          3       -416       -203       -281       -106       -105
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        4.7        1.0        3.3        3.8        0.2       32.0       76.3        4.8       21.2        1.7        0.6       32.4        6.9
 
Number of Traders in Each Category                                    Total Traders:        85 
         .          .          .          .          .          .         31         20         10         20          5          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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    36,894
Positions
     8,778      1,453          3      7,593      9,873      1,143     10,190     16,863      1,186      2,025      3,229         55      5,921      3,089
 
Changes from:       January 26, 2021                                 Total Change is:      -243
    -1,627        -45          2      1,024       -177        -54        185        313       -515        333        557         46        363       -370
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        3.9        0.0       20.6       26.8        3.1       27.6       45.7        3.2        5.5        8.8        0.1       16.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       112 
         6          .          .          8         10          .         28         25          4         18         15          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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   318,219
Positions
    45,129     23,366      9,707    135,183     47,392     18,190     30,528    135,869     42,708      8,679      3,767      8,222     19,873     28,998
 
Changes from:       January 26, 2021                                 Total Change is:   -24,289
    -1,964        437      1,379    -17,544    -24,956     -1,286     -4,539     -8,369         84     -4,032      1,072      3,480        133      3,870
 
Percent of Open Interest Represented by Each Category of Trader
      14.2        7.3        3.1       42.5       14.9        5.7        9.6       42.7       13.4        2.7        1.2        2.6        6.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       166 
         8         15         16         14         29         20         21         55         43          8          9         12
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Traders in Financial Futures - Futures Only Positions as of February 2, 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    42,607
Positions
     3,877      3,557         52     27,967      1,983          0        837     36,927          1      9,553          0          0        320         87
 
Changes from:       January 26, 2021                                 Total Change is:     2,377
         0         18        -18      3,950        100       -365     -1,213      2,618          1         41          0          0        -19         23
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        8.3        0.1       65.6        4.7        0.0        2.0       86.7        0.0       22.4        0.0        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .         10          .          0          5          7          .         15          0          0
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Updated February 05, 2021