Traders in Financial Futures - Futures Only Positions as of February 23, 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   166,868
Positions
     2,853     80,791         32     53,525     22,016      5,174     31,808     33,730      6,300     16,562          0      1,359     49,255     17,466
 
Changes from:       February 16, 2021                                Total Change is:     7,602
    -1,277      6,735       -229        910     -2,528         22        717      3,441      1,360        933          0        139      5,027     -1,338
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       48.4        0.0       32.1       13.2        3.1       19.1       20.2        3.8        9.9        0.0        0.8       29.5       10.5
 
Number of Traders in Each Category                                    Total Traders:       111 
         4         11          .         24         12          7         24         24         12         12          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    53,002
Positions
     9,374     21,329         10      4,152      7,196        470     22,430      7,801        872          0        642          0     15,694     14,682
 
Changes from:       February 16, 2021                                Total Change is:     4,909
     2,207       -439          3     -1,077        473         31      5,779      2,167        333          0          0          0     -2,367      2,341
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       40.2        0.0        7.8       13.6        0.9       42.3       14.7        1.6        0.0        1.2        0.0       29.6       27.7
 
Number of Traders in Each Category                                    Total Traders:        51 
         6          7          .          6          8          .         13         10          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   176,721
Positions
    11,522     51,009      1,978     60,450     47,924      4,908     50,662     34,912      3,762      4,021      6,467          0     39,418     25,761
 
Changes from:       February 16, 2021                                Total Change is:     5,503
      -939      4,631       -213      1,557     -3,679        753      4,458      3,168        849      1,078          0          0     -2,040         -6
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       28.9        1.1       34.2       27.1        2.8       28.7       19.8        2.1        2.3        3.7        0.0       22.3       14.6
 
Number of Traders in Each Category                                    Total Traders:       118 
         5         11          5         21         18         14         29         27         11          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   183,247
Positions
    13,724     92,821        567     81,602     16,918      6,135     39,084     38,915      1,583     15,346        567          0     25,206     25,741
 
Changes from:       February 16, 2021                                Total Change is:    -4,872
     3,662    -13,836        387     -7,729      2,723        341       -148      8,059       -581          0          0          0       -804     -1,965
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       50.7        0.3       44.5        9.2        3.3       21.3       21.2        0.9        8.4        0.3        0.0       13.8       14.0
 
Number of Traders in Each Category                                    Total Traders:       112 
         8          8          5         25         16         13         24         25         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   696,916
Positions
    28,603    483,691     23,593    402,165     57,490     23,639     72,092     54,006      5,755     41,282      5,007      4,509     95,278     39,226
 
Changes from:       February 16, 2021                                Total Change is:    21,155
       472      4,381      9,867      6,135        867       -129      3,956      5,298        160     -1,936        383        238      2,392         90
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       69.4        3.4       57.7        8.2        3.4       10.3        7.7        0.8        5.9        0.7        0.6       13.7        5.6
 
Number of Traders in Each Category                                    Total Traders:       302 
        14         15          9        118         26         41         49         36         26         36          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    28,684
Positions
         0      9,318          0      9,793      6,696      3,153      3,351      2,812          0        800          0          0     11,587      6,705
 
Changes from:       February 16, 2021                                Total Change is:       914
         0          8          0        145        778         13        471         16          0          0          0          0        285         99
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.5        0.0       34.1       23.3       11.0       11.7        9.8        0.0        2.8        0.0        0.0       40.4       23.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0         11          7          8          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    18,742
Positions
       437      2,078         24      6,537      6,721      1,298      1,000      3,285          0          0        573         77      9,369      4,686
 
Changes from:       February 16, 2021                                Total Change is:     1,123
         0        -83          0         23       -472        -79      1,000      1,299          0          0          0          0        179        458
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       11.1        0.1       34.9       35.9        6.9        5.3       17.5        0.0        0.0        3.1        0.4       50.0       25.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          7          6          5          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   145,261
Positions
     4,965     49,754      1,051     53,136     44,358      2,107     42,856     26,043      3,014        465        774          0     37,667     18,160
 
Changes from:       February 16, 2021                                Total Change is:     4,307
       270      4,325          2      1,759     -6,317       -239     -1,255      4,973      1,601        465        774          0      1,704       -812
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       34.3        0.7       36.6       30.5        1.5       29.5       17.9        2.1        0.3        0.5        0.0       25.9       12.5
 
Number of Traders in Each Category                                    Total Traders:        89 
         4         10          .         21          8          8         24         20         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    31,019
Positions
       571      9,797         35     19,002      2,703          0      7,958     15,465          2      1,493      1,531          0      1,958      1,486
 
Changes from:       February 16, 2021                                Total Change is:       571
        23         30          0        -69         -2          0        862        673         -7       -124       -197          0       -114         74
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       31.6        0.1       61.3        8.7        0.0       25.7       49.9        0.0        4.8        4.9        0.0        6.3        4.8
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          5          .          9          .          0         13          8          .          4          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   165,600
Positions
       732    100,961        692     70,282      3,868      1,900     74,046     28,897      7,733      3,295     17,848        161      6,759      3,540
 
Changes from:       February 16, 2021                                Total Change is:     2,278
       -31      1,929        -34     -1,782     -1,291        841        897     -2,849      3,902       -345       -452         -9     -1,161        241
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       61.0        0.4       42.4        2.3        1.1       44.7       17.4        4.7        2.0       10.8        0.1        4.1        2.1
 
Number of Traders in Each Category                                    Total Traders:       143 
         4          9          .         20          5          8         51         29         11         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    36,249
Positions
     9,088      1,933        158      8,066     21,969        435     10,961      5,939        829      3,433      3,463          0      3,279      1,523
 
Changes from:       February 16, 2021                                Total Change is:       963
       -54       -345        158     -1,137      1,553        435      1,120       -340        207        428        -53          0       -194       -652
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        5.3        0.4       22.3       60.6        1.2       30.2       16.4        2.3        9.5        9.6        0.0        9.0        4.2
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          .          .         10          6          .         16         10          6         12          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    48,209
Positions
     3,011     19,544         11     13,622      4,156        362     23,091     18,953        756        852      1,641          6      6,498      2,780
 
Changes from:       February 16, 2021                                Total Change is:       106
      -590      1,583         -4        565     -2,488       -198       -313        539        339        102        108          0        205        227
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       40.5        0.0       28.3        8.6        0.8       47.9       39.3        1.6        1.8        3.4        0.0       13.5        5.8
 
Number of Traders in Each Category                                    Total Traders:        95 
         4          8          .         19          4          .         36         16          7          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    13,505
Positions
       720        275          0      4,020      3,139          0      7,249      8,174          1        252        425          0      1,263      1,491
 
Changes from:       February 16, 2021                                Total Change is:      -497
         0       -129          0        579          6          0       -859       -438          1          0          0          0       -218         63
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        2.0        0.0       29.8       23.2        0.0       53.7       60.5        0.0        1.9        3.1        0.0        9.4       11.0
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          6          4          0         12          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    46,040
Positions
    16,839     12,333        724     11,445      1,772        334      6,840      9,560        895          0     14,315          0      8,964      6,108
 
Changes from:       February 16, 2021                                Total Change is:      -903
       858     -1,416        127       -866        575       -144       -642        346         42       -123        -17          0       -155       -416
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       26.8        1.6       24.9        3.8        0.7       14.9       20.8        1.9        0.0       31.1        0.0       19.5       13.3
 
Number of Traders in Each Category                                    Total Traders:       100 
        18         15          4         19          5          6         20         17          8          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    92,079
Positions
    33,677     24,665      1,448     22,890      3,544        668     13,679     19,119      1,790          0     28,630          0     17,927     12,215
 
Changes from:       February 16, 2021                                Total Change is:    -1,805
     1,716     -2,831        253     -1,732      1,150       -288     -1,283        691         84       -245        -33          0       -310       -831
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       26.8        1.6       24.9        3.8        0.7       14.9       20.8        1.9        0.0       31.1        0.0       19.5       13.3
 
Number of Traders in Each Category                                    Total Traders:       100 
        18         15          4         19          5          6         20         17          8          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    24,734
Positions
     2,490     15,539      1,345     14,678        713      2,628      1,066      4,040          0        400          0          0      2,127        469
 
Changes from:       February 16, 2021                                Total Change is:       707
       182        121         50        737        -59        114       -220        823          0          0       -444          0       -156        102
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       62.8        5.4       59.3        2.9       10.6        4.3       16.3        0.0        1.6        0.0        0.0        8.6        1.9
 
Number of Traders in Each Category                                    Total Traders:        30 
         6          6          .         12          .          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   556,649
Positions
    78,114    166,576     10,597    252,308     90,467     58,177     58,935     98,835     18,765     19,762     59,407        652     59,339     53,173
 
Changes from:       February 16, 2021                                Total Change is:     4,278
    -2,622     11,740     -2,774        430      2,859      2,705      5,966     -7,538      2,901       -130     -4,213         70     -2,268     -1,472
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       29.9        1.9       45.3       16.3       10.5       10.6       17.8        3.4        3.6       10.7        0.1       10.7        9.6
 
Number of Traders in Each Category                                    Total Traders:       542 
        34         39         19        160         82        107         77         94         59         31         25          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    13,164
Positions
     6,200      4,361          0      4,751      5,453        840        281      1,348          0          0          0          0      1,092      1,162
 
Changes from:       February 16, 2021                                Total Change is:       334
         0       -138          0        399       -335        335          2        492       -135          0          0          0       -267        115
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       33.1        0.0       36.1       41.4        6.4        2.1       10.2        0.0        0.0        0.0        0.0        8.3        8.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          7          0          .          4          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    26,503
Positions
     7,510     23,086          0     13,240        309        173      2,983      1,273         22          0          0          0      2,575      1,640
 
Changes from:       February 16, 2021                                Total Change is:     1,005
    -1,250      1,292          0      1,959          0          0        319       -628          1          0          0          0        -24        340
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       87.1        0.0       50.0        1.2        0.7       11.3        4.8        0.1        0.0        0.0        0.0        9.7        6.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          9          0         14          .          .          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 2,652,739
Positions
   343,571    759,019     47,896  1,256,538    452,333    290,885    297,495    508,200     48,621     98,809    292,535      3,261    265,663    249,989
 
Changes from:       February 16, 2021                                Total Change is:    16,444
   -24,612     37,313      5,488      2,149     14,296     13,524     31,273    -46,325      9,593       -649    -23,064        349    -20,671      5,270
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       28.6        1.8       47.4       17.1       11.0       11.2       19.2        1.8        3.7       11.0        0.1       10.0        9.4
 
Number of Traders in Each Category                                    Total Traders:       541 
        34         39         18        160         82        107         74         96         57         31         25          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    50,418
Positions
     2,906     46,837          0     41,001        173        142      2,644      2,614          0          0          0          0      3,725        652
 
Changes from:       February 16, 2021                                Total Change is:     3,838
      -691      3,497          0      4,413          0          0         17        593          0          0          0          0         99       -252
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       92.9        0.0       81.3        0.3        0.3        5.2        5.2        0.0        0.0        0.0        0.0        7.4        1.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          9          0         16          .          .          6          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    19,363
Positions
     4,558     18,698          0     10,861        107        244        935          0          0          0          0          0      2,765        314
 
Changes from:       February 16, 2021                                Total Change is:       628
       100      1,123          0        654       -459       -107          0          0          0          0          0          0        -19         71
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       96.6        0.0       56.1        0.6        1.3        4.8        0.0        0.0        0.0        0.0        0.0       14.3        1.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          8          0          7          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    17,918
Positions
     9,083     11,482          0      6,851      4,647          0          0        807          0          0          0          0      1,984        982
 
Changes from:       February 16, 2021                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      50.7       64.1        0.0       38.2       25.9        0.0        0.0        4.5        0.0        0.0        0.0        0.0       11.1        5.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         6          4          0          5          .          0          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                              
CFTC Code #13874N                                                    Open Interest is   125,938
Positions
    91,857     99,464     25,974          0          0          0      7,607          0          0          0          0          0        500        500
 
Changes from:       February 16, 2021                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      72.9       79.0       20.6        0.0        0.0        0.0        6.0        0.0        0.0        0.0        0.0        0.0        0.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         8         11          6          0          0          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    50,452
Positions
     5,515     17,228        265     30,788     24,520      2,123      2,252      3,140          3        370          0          0      9,136      3,173
 
Changes from:       February 16, 2021                                Total Change is:      -600
      -608        -31        104       -240        558        120        247     -1,139        -46          0          0          0       -177       -166
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       34.1        0.5       61.0       48.6        4.2        4.5        6.2        0.0        0.7        0.0        0.0       18.1        6.3
 
Number of Traders in Each Category                                    Total Traders:        73 
         5          8          .         32         15          9          7          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    48,014
Positions
    13,931      6,850        333     11,428      6,908      1,345     10,345     20,715      1,200      1,768      3,497         20      7,643      7,145
 
Changes from:       February 16, 2021                                Total Change is:       943
     3,645     -1,457        -59     -3,131      1,707        224        349        256       -104       -102        730         13        109       -366
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       14.3        0.7       23.8       14.4        2.8       21.5       43.1        2.5        3.7        7.3        0.0       15.9       14.9
 
Number of Traders in Each Category                                    Total Traders:       300 
        28         25          .         63         44         35         35         70         23         10         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   240,070
Positions
    69,657     34,252      1,666     57,138     34,541      6,725     51,726    103,574      5,999      8,841     17,484        102     38,216     35,727
 
Changes from:       February 16, 2021                                Total Change is:     4,717
    18,227     -7,287       -296    -15,655      8,535      1,120      1,743      1,281       -521       -512      3,652         65        546     -1,832
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       14.3        0.7       23.8       14.4        2.8       21.5       43.1        2.5        3.7        7.3        0.0       15.9       14.9
 
Number of Traders in Each Category                                    Total Traders:       300 
        28         25          .         63         44         35         35         70         23         10         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    56,560
Positions
       400      7,286          0        328          0          0     16,159     33,606      1,496      2,514      1,196        365     35,298     12,611
 
Changes from:       February 16, 2021                                Total Change is:    -4,381
       -20      6,089          0         -8          0          0    -19,178     30,061       -880      1,245       -555          0     14,460    -39,096
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       12.9        0.0        0.6        0.0        0.0       28.6       59.4        2.6        4.4        2.1        0.6       62.4       22.3
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          0          0          6          6          5          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   572,716
Positions
   144,671    105,439      5,965    249,773    136,227     52,041     78,412    179,217      4,912      6,832     67,823        105     30,005     20,987
 
Changes from:       February 16, 2021                                Total Change is:     3,177
      -500      6,112        190      3,108     -5,855       -487      4,295      4,276     -2,264     -1,577      1,906          9        403       -710
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       18.4        1.0       43.6       23.8        9.1       13.7       31.3        0.9        1.2       11.8        0.0        5.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       361 
        29         19          .        107         47         52         56         66         21         17         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    17,673
Positions
     5,338     15,916         21      7,976        567          0      2,382        492         32          0          0          0      1,924        645
 
Changes from:       February 16, 2021                                Total Change is:     1,229
         0      1,477          0        519         -8          0        151        135       -225          0       -203          0        784         53
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       90.1        0.1       45.1        3.2        0.0       13.5        2.8        0.2        0.0        0.0        0.0       10.9        3.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          9          .          8          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    53,292
Positions
    13,809      9,723      1,250     13,321      1,535        133     16,310      6,320        206      1,389      1,564          0      6,874     32,561
 
Changes from:       February 16, 2021                                Total Change is:    -1,005
       164       -724        -80     -1,616        356       -585      1,673     -1,081        171         -4        721          0       -728        217
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       18.2        2.3       25.0        2.9        0.2       30.6       11.9        0.4        2.6        2.9        0.0       12.9       61.1
 
Number of Traders in Each Category                                    Total Traders:        60 
         6         10          .         11          4          .         13         13          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   432,836
Positions
    32,853    272,094     12,118    294,014     70,476     51,702     22,488     14,234      2,512      6,965      2,642          0     10,184      7,058
 
Changes from:       February 16, 2021                                Total Change is:     1,114
        87       -797        120     -3,991     -1,337      3,357        543     -3,748        503         53        942          0        442      2,074
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       62.9        2.8       67.9       16.3       11.9        5.2        3.3        0.6        1.6        0.6        0.0        2.4        1.6
 
Number of Traders in Each Category                                    Total Traders:       179 
        12         13          6         73         39         42         23          9          7          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,233,983
Positions
   111,290    642,658      3,124    833,755    335,636    111,276     91,230     65,380      3,252     38,993     51,841      5,104     35,959     15,712
 
Changes from:       February 16, 2021                                Total Change is:    -5,741
     5,248     -1,470       -310      9,444     -7,852      1,759     -9,173     -5,085         97     -7,606        898         22     -5,222      6,200
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       52.1        0.3       67.6       27.2        9.0        7.4        5.3        0.3        3.2        4.2        0.4        2.9        1.3
 
Number of Traders in Each Category                                    Total Traders:       430 
        33         15          7        185         68         80         61         28         20         28         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   173,743
Positions
    19,297    125,328     28,922     23,597      5,952      3,196     87,615        410      9,801      1,061         75          0        254         59
 
Changes from:       February 16, 2021                                Total Change is:       409
       755        695        515          0        200          0        173        -10       -510        -27          0          0       -497       -481
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       72.1       16.6       13.6        3.4        1.8       50.4        0.2        5.6        0.6        0.0        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        80 
        11         17         16         14          .          .         27          .          5          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,249,239
Positions
     3,876    125,232      2,459    656,533    272,671    206,969     86,002    372,064     29,483     89,657     34,255      1,918    172,342    204,188
 
Changes from:       February 16, 2021                                Total Change is:    42,032
    -4,104       -875     -3,882      4,855     49,140      2,011      9,833    -27,650     -3,481     16,225       -738      1,918     18,657     25,589
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       10.0        0.2       52.6       21.8       16.6        6.9       29.8        2.4        7.2        2.7        0.2       13.8       16.3
 
Number of Traders in Each Category                                    Total Traders:       188 
         4         15          6         54         35         53         25         34         24         13          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,188,911
Positions
    33,070    111,239      1,634    597,852    249,438    223,458     68,209    377,549     48,340     65,388     12,812        901    150,059    163,540
 
Changes from:       February 16, 2021                                Total Change is:    62,599
     2,944     -4,820        317     -1,314     12,083     24,590     -6,253    -11,104     29,272      6,925        476        901      5,217     10,884
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        9.4        0.1       50.3       21.0       18.8        5.7       31.8        4.1        5.5        1.1        0.1       12.6       13.8
 
Number of Traders in Each Category                                    Total Traders:       149 
         .         11          .         59         31         55          8         26         18          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 2,379,004
Positions
    44,521    297,474     22,778    961,830    476,462    293,202    610,123  1,034,621     94,882    174,949     52,397     30,967    145,752     76,221
 
Changes from:       February 16, 2021                                Total Change is:    35,552
    -1,312     62,457     -6,340    -19,248    -51,896     -7,086     60,316     37,297      2,584     -3,288      1,392     29,759    -19,833    -32,615
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       12.5        1.0       40.4       20.0       12.3       25.6       43.5        4.0        7.4        2.2        1.3        6.1        3.2
 
Number of Traders in Each Category                                    Total Traders:       300 
         9         37         15         95         30         70         56         38         31         21         13          5
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Traders in Financial Futures - Futures Only Positions as of February 23, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,049,360
Positions
   155,683    288,818     61,668  1,218,916  1,169,811    878,071    558,904    449,047    382,140    356,999    198,660     25,861    411,118    595,284
 
Changes from:       February 16, 2021                                Total Change is:   444,516
    -5,811    -22,990     30,202    -27,803    -84,279     84,199     -4,120     88,762    236,431     40,382      4,457     22,941     68,095     84,793
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        7.1        1.5       30.1       28.9       21.7       13.8       11.1        9.4        8.8        4.9        0.6       10.2       14.7
 
Number of Traders in Each Category                                    Total Traders:       414 
        23         37         23         85         93         99         47         83         55         25         21          6
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Traders in Financial Futures - Futures Only Positions as of February 23, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,362,907
Positions
    90,145     27,484     14,533    388,610    427,983    179,652    389,060    273,979    105,752     56,901     68,239      3,000    135,254    262,285
 
Changes from:       February 16, 2021                                Total Change is:   106,656
       378     16,856      6,120    -33,245    -47,922     12,564     14,296      1,555     71,646     10,053      8,066      3,000     21,844     34,771
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        2.0        1.1       28.5       31.4       13.2       28.5       20.1        7.8        4.2        5.0        0.2        9.9       19.2
 
Number of Traders in Each Category                                    Total Traders:       144 
         7          8          9         19         58         46         25         13         21          6          8          .
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Traders in Financial Futures - Futures Only Positions as of February 23, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,787,902
Positions
    61,422    229,779     37,781  1,380,580    877,963    623,021    735,630  1,176,554    299,853    313,410    140,581     17,538    318,667    384,832
 
Changes from:       February 16, 2021                                Total Change is:   267,438
   -18,883     20,545     15,176    -19,748    -12,594     11,769     74,463    -27,158    196,099    -34,647     -8,665     17,249     25,960     55,017
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        6.1        1.0       36.4       23.2       16.4       19.4       31.1        7.9        8.3        3.7        0.5        8.4       10.2
 
Number of Traders in Each Category                                    Total Traders:       309 
        14         24         19         81         63         82         32         66         39         11         17          5
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Traders in Financial Futures - Futures Only Positions as of February 23, 2021                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,192,400
Positions
   418,782    281,616    251,915     26,899      4,444      9,097    107,794    273,565    348,216      7,475          0          0     22,222     23,547
 
Changes from:       February 16, 2021                                Total Change is:    43,944
    43,177     -2,419     12,756     -7,502          0      1,199    -27,052     14,447     17,324      1,301          0       -931      3,672      1,568
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       23.6       21.1        2.3        0.4        0.8        9.0       22.9       29.2        0.6        0.0        0.0        1.9        2.0
 
Number of Traders in Each Category                                    Total Traders:        96 
        24         17         39          .          .          4         22         19         36          5          0          0
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Traders in Financial Futures - Futures Only Positions as of February 23, 2021                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is11,575,108
Positions
 2,588,152  2,066,971  1,656,569    398,984    758,385    704,616  2,146,873  1,876,531  3,300,177     22,923    168,023    213,785    543,029    830,051
 
Changes from:       February 16, 2021                                Total Change is:   195,421
  -175,339   -353,240    125,104     74,813     89,976    110,073    172,446    288,728    -60,566      1,333      6,399     -9,088    -43,355     -1,965
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       17.9       14.3        3.4        6.6        6.1       18.5       16.2       28.5        0.2        1.5        1.8        4.7        7.2
 
Number of Traders in Each Category                                    Total Traders:       241 
        27         43         66         17         11         22         49         55         89          8         15         13
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Traders in Financial Futures - Futures Only Positions as of February 23, 2021                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   478,355
Positions
    37,784    175,873    122,679      2,265     13,953     11,366    183,686     34,508    113,385      2,237        285      4,647        306      1,659
 
Changes from:       February 16, 2021                                Total Change is:    14,462
    -5,321      9,307     11,676        229      1,097      1,898     13,579     -3,045     -7,647         47       -106       -101        102      1,383
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       36.8       25.6        0.5        2.9        2.4       38.4        7.2       23.7        0.5        0.1        1.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:       102 
        11         28         22          .          4          .         23         22         32          6          .          .
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Traders in Financial Futures - Futures Only Positions as of February 23, 2021                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   255,102
Positions
    46,158    113,953     34,091      2,462      6,887        693     94,080     30,357     67,204      9,238        694      1,017        159        206
 
Changes from:       February 16, 2021                                Total Change is:    21,881
      -422     23,478      1,547     -1,239          6         13     22,349     -1,399     -1,842      1,460         22        -55         70        111
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       44.7       13.4        1.0        2.7        0.3       36.9       11.9       26.3        3.6        0.3        0.4        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        88 
         9         22         13          .          .          .         24         22         30          .          .          .
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Traders in Financial Futures - Futures Only Positions as of February 23, 2021                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   147,511
Positions
         0     26,384          0      3,386      2,613          0      5,111     45,854     71,972     67,021        543          0         21        145
 
Changes from:       February 16, 2021                                Total Change is:     4,986
         0     -1,350          0          0       -231          0        -69      2,844      3,659      1,380          0          0         16         64
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       17.9        0.0        2.3        1.8        0.0        3.5       31.1       48.8       45.4        0.4        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         0          6          0          .          7          0          .          4          .          7          .          0
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Traders in Financial Futures - Futures Only Positions as of February 23, 2021                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    10,572
Positions
       332        464         62        314        551          0      2,633      7,639        608      3,650        259         81      2,892        908
 
Changes from:       February 16, 2021                                Total Change is:      -854
       -36       -100          1        -24        212         -9       -668     -1,111        -52        620        127        -70       -616        148
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        4.4        0.6        3.0        5.2        0.0       24.9       72.3        5.8       34.5        2.4        0.8       27.4        8.6
 
Number of Traders in Each Category                                    Total Traders:        85 
         .          .          .          .          .          0         31         18         10         20          5          4
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Traders in Financial Futures - Futures Only Positions as of February 23, 2021                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    41,377
Positions
    10,656        953          0      6,903      9,082      1,146     11,184     18,919      4,118      2,175      2,704        148      5,047      4,307
 
Changes from:       February 16, 2021                                Total Change is:     5,409
       525          0          0        197       -789          3        910      1,758      3,238        714        263         51       -229        885
 
Percent of Open Interest Represented by Each Category of Trader
      25.8        2.3        0.0       16.7       21.9        2.8       27.0       45.7       10.0        5.3        6.5        0.4       12.2       10.4
 
Number of Traders in Each Category                                    Total Traders:       107 
         5          .          0          6         12          .         20         38          6         13         11          .
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Traders in Financial Futures - Futures Only Positions as of February 23, 2021                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   392,604
Positions
    61,341     25,210      7,031    181,148     81,881     20,371     29,643    160,579     52,534      8,306      3,573     10,503     21,727     30,922
 
Changes from:       February 16, 2021                                Total Change is:   -31,336
     4,045     -6,589     -4,988     -3,453     -8,477       -175    -14,664        501     -8,251       -585       -823     -2,906       -359        372
 
Percent of Open Interest Represented by Each Category of Trader
      15.6        6.4        1.8       46.1       20.9        5.2        7.6       40.9       13.4        2.1        0.9        2.7        5.5        7.9
 
Number of Traders in Each Category                                    Total Traders:       175 
         9         16         17         14         28         16         29         54         57          7         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 2021                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    48,571
Positions
     3,147      4,276         48     41,616      1,115         30        830     42,955          0      2,492         94          1        407         52
 
Changes from:       February 16, 2021                                Total Change is:    -6,377
         0          0          0     -6,606       -153          0          7     -6,075          0        167       -139          1         54        -11
 
Percent of Open Interest Represented by Each Category of Trader
       6.5        8.8        0.1       85.7        2.3        0.1        1.7       88.4        0.0        5.1        0.2        0.0        0.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          .          .         12          .          .          4          7          0         16          .          .
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Updated February 26, 2021