Traders in Financial Futures - Futures Only Positions as of March 9, 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   173,078
Positions
     1,292     77,420      4,746     49,795     29,765      6,288     36,120     30,206      6,055     18,548          0      1,358     48,876     17,240
 
Changes from:       March 2, 2021                                    Total Change is:     4,389
       340     -5,479      4,462     -1,006      1,223        356       -378      2,692       -271       -383          0          0      1,269      1,406
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       44.7        2.7       28.8       17.2        3.6       20.9       17.5        3.5       10.7        0.0        0.8       28.2       10.0
 
Number of Traders in Each Category                                    Total Traders:       104 
         .          9          7         19         14          6         26         19         13         13          0          .
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Traders in Financial Futures - Futures Only Positions as of March 9, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    57,348
Positions
    17,190     19,521        849      2,441      9,651        651     25,136      5,697      1,081          0        643          6      9,994     19,249
 
Changes from:       March 2, 2021                                    Total Change is:     4,641
     3,969        101        792     -1,317      2,114        347      2,077     -1,556        301          0          0          0     -1,528      2,542
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       34.0        1.5        4.3       16.8        1.1       43.8        9.9        1.9        0.0        1.1        0.0       17.4       33.6
 
Number of Traders in Each Category                                    Total Traders:        53 
         7          8          .          .         12          5         15          7          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   181,373
Positions
     9,964     44,874     18,737     53,924     49,798      4,831     47,340     23,890      7,247      3,118      6,227          0     36,212     25,769
 
Changes from:       March 2, 2021                                    Total Change is:    12,010
      -103     -6,292     15,678     -3,266     -1,232        466     -5,176     -1,989      4,142        211       -466          0         58      1,703
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       24.7       10.3       29.7       27.5        2.7       26.1       13.2        4.0        1.7        3.4        0.0       20.0       14.2
 
Number of Traders in Each Category                                    Total Traders:       112 
         5         11          8         17         22         13         31         19         17          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   211,347
Positions
    45,628     77,961      1,301     75,218     32,152      6,379     43,612     50,648      4,329     14,615        982        252     20,013     37,343
 
Changes from:       March 2, 2021                                    Total Change is:    22,077
    22,238     -4,014     -1,540     -3,622     11,023       -400      7,688      8,196        622     -1,311        415        252     -1,850      7,523
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       36.9        0.6       35.6       15.2        3.0       20.6       24.0        2.0        6.9        0.5        0.1        9.5       17.7
 
Number of Traders in Each Category                                    Total Traders:       122 
        13          4          5         24         21         15         21         32         16          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   722,123
Positions
    33,499    444,345     53,469    394,927     70,728     22,773     64,247     64,173     15,963     36,244      5,149      4,476     96,525     41,047
 
Changes from:       March 2, 2021                                    Total Change is:    23,894
     2,476    -22,876     29,395     -7,419      5,431     -2,916     -9,175      8,979      5,490        322        208         67      5,654        116
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       61.5        7.4       54.7        9.8        3.2        8.9        8.9        2.2        5.0        0.7        0.6       13.4        5.7
 
Number of Traders in Each Category                                    Total Traders:       290 
        16         12         12        112         31         45         43         38         29         31          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    29,590
Positions
         0      9,027          0      8,988      6,358      3,440      2,323      2,963      1,285        800          0          0     12,754      6,517
 
Changes from:       March 2, 2021                                    Total Change is:     2,469
         0        -89          0     -1,120        922        354        358        151      1,245          0          0          0      1,632       -114
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       30.5        0.0       30.4       21.5       11.6        7.9       10.0        4.3        2.7        0.0        0.0       43.1       22.0
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0          9          8          8          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    20,457
Positions
       445      1,881        809      6,397      6,395      1,325        500      2,911        809          0        588         62     10,110      5,677
 
Changes from:       March 2, 2021                                    Total Change is:     1,973
        16          0        785        -53        -76         -3          0        177        809          0          0          0        419        281
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        9.2        4.0       31.3       31.3        6.5        2.4       14.2        4.0        0.0        2.9        0.3       49.4       27.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          7          6          5          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   150,330
Positions
     4,177     44,782      6,035     48,511     47,202      1,663     48,883     22,099      3,822        452        774          0     36,787     23,953
 
Changes from:       March 2, 2021                                    Total Change is:       426
      -472     -9,826      2,826     -5,437      3,629       -308      1,917     -1,496       -313         20          0          0      2,193      5,914
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       29.8        4.0       32.3       31.4        1.1       32.5       14.7        2.5        0.3        0.5        0.0       24.5       15.9
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          9          6         20         11          9         25         16         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    29,102
Positions
       171      9,801        422     17,889          0          0      6,799     15,629        260      1,511      1,431          0      2,050      1,559
 
Changes from:       March 2, 2021                                    Total Change is:    -1,213
       -25         25        387       -501          0          0       -612     -1,723         19       -444          0          0        -37         79
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       33.7        1.5       61.5        0.0        0.0       23.4       53.7        0.9        5.2        4.9        0.0        7.0        5.4
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          5          .          7          0          0         10          6          .          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   167,287
Positions
    19,230     94,294     12,954     51,022      4,455        804     66,096     25,724      7,624      3,995     17,316        160      5,402      3,956
 
Changes from:       March 2, 2021                                    Total Change is:     7,532
    16,295     -5,532     12,337    -15,526         86       -622     -3,348      2,066       -762       -161       -533         -1       -680        493
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       56.4        7.7       30.5        2.7        0.5       39.5       15.4        4.6        2.4       10.4        0.1        3.2        2.4
 
Number of Traders in Each Category                                    Total Traders:       142 
         .         10          .         20          6          4         43         35         13         12         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    47,345
Positions
    16,851        799        103      6,473     28,289          0     15,952      9,990        767      4,057      4,643          1      3,141      2,753
 
Changes from:       March 2, 2021                                    Total Change is:     6,525
       -36        609         -1       -477      3,671          0      6,223        834        512        428        927          1       -125        -28
 
Percent of Open Interest Represented by Each Category of Trader
      35.6        1.7        0.2       13.7       59.8        0.0       33.7       21.1        1.6        8.6        9.8        0.0        6.6        5.8
 
Number of Traders in Each Category                                    Total Traders:        77 
         .          .          .          8          9          0         17         17          6         11          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    51,380
Positions
     3,128     18,910        637     12,097      5,066      1,268     25,333     17,455      3,162        110      1,718          6      5,639      3,158
 
Changes from:       March 2, 2021                                    Total Change is:     2,793
     1,054        407        347       -708          0        413        904         87      1,366       -634         32          0         51        141
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       36.8        1.2       23.5        9.9        2.5       49.3       34.0        6.2        0.2        3.3        0.0       11.0        6.1
 
Number of Traders in Each Category                                    Total Traders:        78 
         7          4          .         15          5          4         24         17          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    14,567
Positions
       727        128        577      3,590      2,812          0      6,674      7,758      1,357        100          0          0      1,542      1,935
 
Changes from:       March 2, 2021                                    Total Change is:    -1,414
         7        -59     -2,579       -810        161          0        518         -2      1,300       -213       -130          0        363       -105
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        0.9        4.0       24.6       19.3        0.0       45.8       53.3        9.3        0.7        0.0        0.0       10.6       13.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          6          .          0         10          7          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    46,402
Positions
    18,024      7,546      5,282      8,090      3,139        515      5,557      8,482        341          0     14,679          0      8,595      6,419
 
Changes from:       March 2, 2021                                    Total Change is:     1,705
        91       -732      3,189        365      1,412       -957       -470     -1,430       -613          0        348          0        100        487
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       16.3       11.4       17.4        6.8        1.1       12.0       18.3        0.7        0.0       31.6        0.0       18.5       13.8
 
Number of Traders in Each Category                                    Total Traders:       102 
        20         12          6         22          7          9         19         15          5          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    92,804
Positions
    36,047     15,092     10,564     16,180      6,278      1,030     11,113     16,964        681          0     29,357          0     17,189     12,838
 
Changes from:       March 2, 2021                                    Total Change is:     3,409
       181     -1,463      6,377        730      2,823     -1,914       -940     -2,859     -1,225          0        696          0        200        974
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       16.3       11.4       17.4        6.8        1.1       12.0       18.3        0.7        0.0       31.6        0.0       18.5       13.8
 
Number of Traders in Each Category                                    Total Traders:       102 
        20         12          6         22          7          9         19         15          5          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    25,861
Positions
     2,757     17,013      1,412     14,532          0      3,140      1,481      3,647          0        190          0        210      2,139        439
 
Changes from:       March 2, 2021                                    Total Change is:       202
       462        291       -142        -40          0          0        465        -19          0       -210          0        210       -543       -138
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       65.8        5.5       56.2        0.0       12.1        5.7       14.1        0.0        0.7        0.0        0.8        8.3        1.7
 
Number of Traders in Each Category                                    Total Traders:        31 
         5          7          .         14          0          .          .          .          0          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   585,629
Positions
    85,585    170,709     17,214    231,223     96,187     71,170     68,960     84,172     24,918     20,742     63,417      1,367     64,450     56,474
 
Changes from:       March 2, 2021                                    Total Change is:       789
      -543      1,616      2,357     -5,628      2,352      6,578      2,643     -7,539      4,027        363     -1,471       -236     -8,772     -6,896
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       29.1        2.9       39.5       16.4       12.2       11.8       14.4        4.3        3.5       10.8        0.2       11.0        9.6
 
Number of Traders in Each Category                                    Total Traders:       544 
        35         35         24        159         86        114         75         95         72         31         28          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    29,649
Positions
     6,782     18,479        165      2,000          0          0     10,923      5,759        139          0      1,400          0      9,640      3,707
 
Changes from:       March 2, 2021                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       62.3        0.6        6.7        0.0        0.0       36.8       19.4        0.5        0.0        4.7        0.0       32.5       12.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          .          .          .          0          0          7          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    15,749
Positions
     5,145      9,249          0      6,250      4,072        420      1,043        884          0          0          0          0      2,891      1,124
 
Changes from:       March 2, 2021                                    Total Change is:     2,782
      -280      4,408          0      1,499       -671       -420        494       -212          0          0          0          0      1,489       -323
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       58.7        0.0       39.7       25.9        2.7        6.6        5.6        0.0        0.0        0.0        0.0       18.4        7.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         4         10          0          .          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    35,959
Positions
    11,006     31,365      1,000     16,040        309        361      4,070      1,737         24          0          0          0      3,458      1,163
 
Changes from:       March 2, 2021                                    Total Change is:     7,231
     3,390      6,673      1,000      1,110          0        188        480       -409          0          0          0          0      1,063       -221
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       87.2        2.8       44.6        0.9        1.0       11.3        4.8        0.1        0.0        0.0        0.0        9.6        3.2
 
Number of Traders in Each Category                                    Total Traders:        41 
         4          9          .         15          .          .          8          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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 2,779,898
Positions
   409,075    776,210     70,184  1,156,115    490,936    345,850    339,896    441,778     74,183    107,691    314,064      2,856    274,048    263,837
 
Changes from:       March 2, 2021                                    Total Change is:    12,685
   -31,062      8,424     17,943    -18,140     21,762     22,892      4,005    -32,828     20,769      1,295    -10,372       -660     -4,357    -35,245
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       27.9        2.5       41.6       17.7       12.4       12.2       15.9        2.7        3.9       11.3        0.1        9.9        9.5
 
Number of Traders in Each Category                                    Total Traders:       544 
        34         36         22        159         86        114         75         95         70         32         27          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    53,524
Positions
     3,135     46,877      2,500     40,304          0         99      3,083      3,075          0          0          0          0      4,403        973
 
Changes from:       March 2, 2021                                    Total Change is:     1,713
       229     -1,058      2,500     -2,023       -173        -43        256        215          0          0          0          0        794        272
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       87.6        4.7       75.3        0.0        0.2        5.8        5.7        0.0        0.0        0.0        0.0        8.2        1.8
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          9          .         18          0          .          7          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    27,755
Positions
     5,626     25,742          0     18,283      1,175        244        699          0          0          0          0          0      2,903        594
 
Changes from:       March 2, 2021                                    Total Change is:     6,360
     1,068      5,072          0      4,956      1,068          0         10          0          0          0          0          0        326        220
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       92.7        0.0       65.9        4.2        0.9        2.5        0.0        0.0        0.0        0.0        0.0       10.5        2.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          8          0          9          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    19,555
Positions
     8,647     13,625          0      6,387      3,998         93          0        849          0          0          0          0      4,428        990
 
Changes from:       March 2, 2021                                    Total Change is:     1,591
      -509      2,172          0       -387       -649         93       -254          0          0          0          0          0      2,648        -25
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       69.7        0.0       32.7       20.4        0.5        0.0        4.3        0.0        0.0        0.0        0.0       22.6        5.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         6          6          0          4          .          .          0          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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:       March 2, 2021                                    Total Change is:         0
         0          0          0          0          0          0          0          0          0          0          0          0          0          0
 
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 March 9, 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 S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   101,928
Positions
    18,234      1,493          0     23,376      1,001         33     25,041     63,097      3,177          0      2,710         20     32,047     30,397
 
Changes from:       March 2, 2021                                    Total Change is:    -1,353
     4,763        106          0       -126       -152         33     -5,409      2,059      3,038          0      1,280         20     -3,672     -7,737
 
Percent of Open Interest Represented by Each Category of Trader
      17.9        1.5        0.0       22.9        1.0        0.0       24.6       61.9        3.1        0.0        2.7        0.0       31.4       29.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          5          .          .          5          7          7          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    49,427
Positions
     6,429     16,460        258     29,106     24,996      1,977      1,795      1,935        433          0        226          2      9,427      3,140
 
Changes from:       March 2, 2021                                    Total Change is:      -207
       249       -314         94        203        258       -412       -226       -429        430       -370        -50          2       -177        214
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       33.3        0.5       58.9       50.6        4.0        3.6        3.9        0.9        0.0        0.5        0.0       19.1        6.4
 
Number of Traders in Each Category                                    Total Traders:        67 
         5          8          .         30         14          9          6          .          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    50,706
Positions
    17,244      4,893        513     10,077     10,890      1,302     11,556     18,178      1,457      1,494      4,074         26      7,037      9,373
 
Changes from:       March 2, 2021                                    Total Change is:     1,902
       -71       -333        193         95      2,562        196      1,925     -1,340       -312       -110       -126         17        -30      1,046
 
Percent of Open Interest Represented by Each Category of Trader
      34.0        9.6        1.0       19.9       21.5        2.6       22.8       35.9        2.9        2.9        8.0        0.1       13.9       18.5
 
Number of Traders in Each Category                                    Total Traders:       313 
        31         20          8         55         55         37         38         78         28         13         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   253,528
Positions
    86,221     24,463      2,566     50,384     54,451      6,511     57,779     90,891      7,284      7,470     20,368        128     35,185     46,866
 
Changes from:       March 2, 2021                                    Total Change is:     9,512
      -356     -1,664        963        477     12,809        979      9,624     -6,702     -1,560       -552       -628         86       -149      5,229
 
Percent of Open Interest Represented by Each Category of Trader
      34.0        9.6        1.0       19.9       21.5        2.6       22.8       35.9        2.9        2.9        8.0        0.1       13.9       18.5
 
Number of Traders in Each Category                                    Total Traders:       313 
        31         20          8         55         55         37         38         78         28         13         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   123,766
Positions
       460     20,130          0        598          0          0     22,064     76,124      2,919      1,370      1,192        276     96,079     23,125
 
Changes from:       March 2, 2021                                    Total Change is:    30,446
        90      1,895          0         55       -214          0      7,343     21,129          1        -28      1,002       -169     23,154      6,802
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       16.3        0.0        0.5        0.0        0.0       17.8       61.5        2.4        1.1        1.0        0.2       77.6       18.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0          .          0          0          4          6          5          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   550,255
Positions
   140,644    109,109      6,133    242,878    127,948     45,666     71,488    164,850      4,100     10,311     74,226         52     28,983     18,171
 
Changes from:       March 2, 2021                                    Total Change is:   -15,140
   -11,850      6,637       -156     -3,941     -5,320     -4,010      2,556    -11,801     -1,016      2,698      1,179          1        578       -654
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       19.8        1.1       44.1       23.3        8.3       13.0       30.0        0.7        1.9       13.5        0.0        5.3        3.3
 
Number of Traders in Each Category                                    Total Traders:       356 
        26         21          7        103         51         52         53         63         16         18         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    21,269
Positions
     4,974     20,388         21     11,456        567          0      2,587          0         88          0          0          0      2,143        205
 
Changes from:       March 2, 2021                                    Total Change is:     3,838
      -434      4,002          0      3,248          0          0        214          0         56          0          0          0        754       -220
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       95.9        0.1       53.9        2.7        0.0       12.2        0.0        0.4        0.0        0.0        0.0       10.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         .         10          .         11          .          0          .          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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 - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    22,556
Positions
       520      9,872      1,094      8,633          0          3      1,353      3,875      1,623          0        361        779      8,551      4,949
 
Changes from:       March 2, 2021                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       43.8        4.9       38.3        0.0        0.0        6.0       17.2        7.2        0.0        1.6        3.5       37.9       21.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          9          0          .          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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    60,422
Positions
    14,397     10,089      2,144     14,477      3,016        270     18,045      7,679        536      2,580          0        249      7,724     36,439
 
Changes from:       March 2, 2021                                    Total Change is:     8,120
     1,233        545      1,032      1,800      1,317        -47      3,210         10        182        321          0        249        140      4,832
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       16.7        3.5       24.0        5.0        0.4       29.9       12.7        0.9        4.3        0.0        0.4       12.8       60.3
 
Number of Traders in Each Category                                    Total Traders:        64 
         7          9          7         11          5          5         15         13          .          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   430,459
Positions
    33,455    255,227     11,781    291,986     72,905     56,790     17,964     19,841      1,819      7,350      4,493          0      9,314      7,603
 
Changes from:       March 2, 2021                                    Total Change is:    -3,495
    -1,009     -8,261       -327     -2,218      1,250      1,547        258     -2,177        -90          0      1,455          0     -1,656      3,108
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       59.3        2.7       67.8       16.9       13.2        4.2        4.6        0.4        1.7        1.0        0.0        2.2        1.8
 
Number of Traders in Each Category                                    Total Traders:       186 
        13         15          7         74         40         44         20         14          6          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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 1,198,671
Positions
   110,473    631,066      8,703    784,350    298,435    126,462     87,131     61,440      4,893     32,621     49,337      7,313     36,725     11,022
 
Changes from:       March 2, 2021                                    Total Change is:   -15,429
     4,267    -16,547      5,630    -39,568    -22,636     13,119      3,789     -1,674      1,400     -7,204      4,258      2,270        868     -1,249
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       52.6        0.7       65.4       24.9       10.6        7.3        5.1        0.4        2.7        4.1        0.6        3.1        0.9
 
Number of Traders in Each Category                                    Total Traders:       427 
        32         15         10        184         66         88         60         30         28         27         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   164,105
Positions
    23,794    127,134     17,327     24,324      6,247      3,341     84,160        410      9,501      1,061         75          0        597         70
 
Changes from:       March 2, 2021                                    Total Change is:    -4,330
       541     -2,344     -2,237         70        200          0     -2,837          0         50          0          0          0         83          1
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       77.5       10.6       14.8        3.8        2.0       51.3        0.2        5.8        0.6        0.0        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        77 
        11         17         16         14          .          .         25          .          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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 1,208,461
Positions
     4,089     98,560      2,633    639,080    329,036    212,945    100,284    302,526     19,917     80,409     53,677          0    149,104    189,167
 
Changes from:       March 2, 2021                                    Total Change is:   -19,955
    -1,221    -18,074     -2,126    -31,483      8,138     11,805     -1,686    -20,679      1,715      3,617      1,899          0       -576     -2,633
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        8.2        0.2       52.9       27.2       17.6        8.3       25.0        1.6        6.7        4.4        0.0       12.3       15.7
 
Number of Traders in Each Category                                    Total Traders:       198 
         .         20          4         56         40         53         19         40         18         11          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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 1,159,844
Positions
    28,475    128,246      1,105    658,409    314,502    190,220     66,687    344,057     14,377     62,439     19,284          0    138,132    148,053
 
Changes from:       March 2, 2021                                    Total Change is:    14,508
    -2,094     14,852        707      7,573     32,734     -5,830     11,155    -17,755     -2,831      2,047     -3,853          0      3,781     -3,516
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       11.1        0.1       56.8       27.1       16.4        5.7       29.7        1.2        5.4        1.7        0.0       11.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       155 
         .         11          .         63         36         58         10         21         10          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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 2,395,586
Positions
   168,415    185,635     26,223    949,263    453,253    329,231    545,753  1,189,700     52,716    165,925     41,632      1,234    156,826    115,962
 
Changes from:       March 2, 2021                                    Total Change is:   114,218
    71,794    -66,195     -3,455      3,108      2,582      8,734     16,178    154,786     15,691     -1,444     -6,748         -3      3,615      8,826
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        7.7        1.1       39.6       18.9       13.7       22.8       49.7        2.2        6.9        1.7        0.1        6.5        4.8
 
Number of Traders in Each Category                                    Total Traders:       293 
        14         31         10         98         35         75         40         48         25         17         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,678,122
Positions
   150,050    239,537     30,003  1,213,009  1,286,556    785,814    845,273    481,324     98,460    248,104    244,472      1,495    305,914    510,461
 
Changes from:       March 2, 2021                                    Total Change is:   121,246
    40,370      5,129    -15,673     76,352     72,403    -37,036    111,356     95,255    -29,218    -14,590     18,545     -1,609     -8,706     13,450
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        6.5        0.8       33.0       35.0       21.4       23.0       13.1        2.7        6.7        6.6        0.0        8.3       13.9
 
Number of Traders in Each Category                                    Total Traders:       411 
        26         30         18         76        103         99         59         77         38         17         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,294,071
Positions
   110,916     14,821      8,855    368,829    473,443    169,131    465,300    292,830     24,054     37,429     75,722         74    109,483    235,141
 
Changes from:       March 2, 2021                                    Total Change is:    24,511
    -2,578         28      1,313      3,473     10,512     -4,529     23,829     15,645        421     -2,032       -798          0      4,614      1,919
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        1.1        0.7       28.5       36.6       13.1       36.0       22.6        1.9        2.9        5.9        0.0        8.5       18.2
 
Number of Traders in Each Category                                    Total Traders:       147 
         8          4          7         24         58         42         26         17         17          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,453,939
Positions
   115,314    131,372     25,172  1,460,969  1,050,405    618,509    565,176    989,553     86,467    306,649    167,430      2,441    273,242    382,590
 
Changes from:       March 2, 2021                                    Total Change is:   -46,975
    18,871    -57,157     -2,172      3,851     92,456      8,249    -55,887   -146,853     -7,481    -19,929     36,578        978      6,545     28,427
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        3.8        0.7       42.3       30.4       17.9       16.4       28.6        2.5        8.9        4.8        0.1        7.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       321 
        20         21         12         81         70         83         43         59         27         11         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,010,370
Positions
   373,844    198,286    210,389     20,748      6,335      5,726     80,270    267,329    294,431      3,687      1,500          0     21,275     26,374
 
Changes from:       March 2, 2021                                    Total Change is:    24,936
     4,691    -32,558     24,401     -1,019         10       -113    -15,873     19,923     10,063       -988      1,500          0      3,774      1,710
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       19.6       20.8        2.1        0.6        0.6        7.9       26.5       29.1        0.4        0.1        0.0        2.1        2.6
 
Number of Traders in Each Category                                    Total Traders:        92 
        23         20         40          .          4          .         16         21         31          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is11,622,561
Positions
 2,252,436  1,977,609  1,795,040    471,169    821,794    774,972  2,300,354  1,785,152  3,146,171     48,446    167,086    237,471    596,502    917,266
 
Changes from:       March 2, 2021                                    Total Change is:   168,953
  -400,748   -105,555     95,611     61,816    -17,268     57,946    240,265     25,249     29,793     29,528      5,549      3,303     51,439     74,325
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       17.0       15.4        4.1        7.1        6.7       19.8       15.4       27.1        0.4        1.4        2.0        5.1        7.9
 
Number of Traders in Each Category                                    Total Traders:       234 
        27         49         71         14         13         25         49         49         83          9         14         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   491,535
Positions
    57,137    193,502    128,449      2,288     19,341      6,394    185,443     27,781    103,898      2,516        327      4,999        411      6,844
 
Changes from:       March 2, 2021                                    Total Change is:    -3,732
     4,107    -11,440       -337        109      1,965     -1,036     -3,695      3,741     -3,454        329         -9        230         15      6,608
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       39.4       26.1        0.5        3.9        1.3       37.7        5.7       21.1        0.5        0.1        1.0        0.1        1.4
 
Number of Traders in Each Category                                    Total Traders:       100 
        13         26         22          .          4          .         22         18         33          7          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   213,953
Positions
    23,399     81,288     36,941      2,506      2,378      1,662     83,080     31,679     58,413      6,795        320      1,042        115        230
 
Changes from:       March 2, 2021                                    Total Change is:     4,188
    -5,797     -5,374      6,862        106        -28          8      1,835      1,435      1,100          0         67         58         16         60
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       38.0       17.3        1.2        1.1        0.8       38.8       14.8       27.3        3.2        0.1        0.5        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        87 
         9         21         12          4          .          .         25         22         30          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   176,456
Positions
         0     27,514          0      1,765      2,510          0      4,877     52,546     93,110     76,702        690          0          2         86
 
Changes from:       March 2, 2021                                    Total Change is:     6,782
         0        870          0          0        142          0         96     -7,986     13,835     -7,128        -62          0        -21        -17
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.6        0.0        1.0        1.4        0.0        2.8       29.8       52.8       43.5        0.4        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          7          0          .          5          0          .          6          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     8,785
Positions
       395        164         41        331        619         15      2,055      6,148        664      2,573        186         76      2,635        872
 
Changes from:       March 2, 2021                                    Total Change is:       717
        19         27         -1          8        -24         15        298        585         92        154         18        -38        170         43
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        1.9        0.5        3.8        7.0        0.2       23.4       70.0        7.6       29.3        2.1        0.9       30.0        9.9
 
Number of Traders in Each Category                                    Total Traders:        75 
         .          .          .          .          .          .         24         18          8         18          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    41,300
Positions
    10,400        288        814      7,459      3,657      1,245     11,591     28,092      1,066      3,688      3,282        225      4,812      2,631
 
Changes from:       March 2, 2021                                    Total Change is:     3,754
     1,404       -665        814        -82     -2,174         20      1,775      7,091       -774        -45       -135       -151        793       -272
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        0.7        2.0       18.1        8.9        3.0       28.1       68.0        2.6        8.9        7.9        0.5       11.7        6.4
 
Number of Traders in Each Category                                    Total Traders:       105 
         .          .          .         10          6          4         21         27          8         24         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   395,630
Positions
    62,882     21,842      7,540    150,033     57,169     18,234     28,419    154,828     89,224      8,233      3,808     12,017     19,048     30,968
 
Changes from:       March 2, 2021                                    Total Change is:     9,249
      -574     -2,845      2,667    -10,664     -3,892     -1,090      4,467     -1,570     14,546        788       -159      1,208     -2,099        384
 
Percent of Open Interest Represented by Each Category of Trader
      15.9        5.5        1.9       37.9       14.5        4.6        7.2       39.1       22.6        2.1        1.0        3.0        4.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       172 
         9         13         15         13         28         18         28         53         58          6         11         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    52,184
Positions
     3,147      4,316          0     45,002      1,243        232        817     46,249          1      2,518         75          6        461         62
 
Changes from:       March 2, 2021                                    Total Change is:      -882
         0         34        -34       -987        113        148          1     -1,135          1        -46         -6          3         32         -6
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        8.3        0.0       86.2        2.4        0.4        1.6       88.6        0.0        4.8        0.1        0.0        0.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          .          0         12          4          .          4          7          .         16          .          .
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Updated March 12, 2021