Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   162,170
Positions
     3,157     72,997        271     55,792     29,494      6,401     31,099     31,754      1,283     17,681          0          7     46,479     19,963
 
Changes from:       March 16, 2021                                   Total Change is:   -24,762
       823      2,993    -13,957      2,772      1,760       -234     -5,521        233     -4,122       -592          0          0     -3,931    -11,435
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       45.0        0.2       34.4       18.2        3.9       19.2       19.6        0.8       10.9        0.0        0.0       28.7       12.3
 
Number of Traders in Each Category                                    Total Traders:       100 
         4          9          .         21         13          8         21         20          8         12          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    38,302
Positions
    11,281      1,359         58      2,431     10,632        376     14,565      3,722        117          0        643          0      9,474     21,395
 
Changes from:       March 16, 2021                                   Total Change is:       317
       156         16         -3        120        676       -100       -885        462         34          0          0          0        995       -768
 
Percent of Open Interest Represented by Each Category of Trader
      29.5        3.5        0.2        6.3       27.8        1.0       38.0        9.7        0.3        0.0        1.7        0.0       24.7       55.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          .          .         11          .         10          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   146,112
Positions
     5,318     34,303        892     53,881     45,119      5,983     40,724     27,597        967      2,428      6,227          0     35,919     25,024
 
Changes from:       March 16, 2021                                   Total Change is:    -1,923
     2,536     -6,951        582     -4,711     -1,180        863        -98      3,487         84       -775          0          0       -404      1,192
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       23.5        0.6       36.9       30.9        4.1       27.9       18.9        0.7        1.7        4.3        0.0       24.6       17.1
 
Number of Traders in Each Category                                    Total Traders:       105 
         4          5          .         20         20         12         25         25         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   160,581
Positions
    37,802      6,936        110     69,874     39,545      6,750     23,035     66,682      1,203      2,402        563          0     19,405     38,792
 
Changes from:       March 16, 2021                                   Total Change is:    14,630
    11,797     -4,777         -3     -1,189      4,296        452      1,984     11,784       -543      1,180         -5          0        952      3,426
 
Percent of Open Interest Represented by Each Category of Trader
      23.5        4.3        0.1       43.5       24.6        4.2       14.3       41.5        0.7        1.5        0.4        0.0       12.1       24.2
 
Number of Traders in Each Category                                    Total Traders:       113 
        10          .          .         21         22         10         23         31          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   641,428
Positions
    27,253    431,005      1,380    398,839     69,324     25,196     51,452     58,114      6,245     38,895      2,707      3,894     88,274     43,563
 
Changes from:       March 16, 2021                                   Total Change is:     2,451
       542        457       -538     -5,737      2,403      2,066      2,540     -2,621      1,052      1,514     -1,672         -2      1,014      1,306
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       67.2        0.2       62.2       10.8        3.9        8.0        9.1        1.0        6.1        0.4        0.6       13.8        6.8
 
Number of Traders in Each Category                                    Total Traders:       292 
        11         14          5        111         31         49         41         47         19         33          4          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    25,824
Positions
         0      6,453          0     10,518      5,989      2,986          0      3,556          0        800          0          0     11,520      6,840
 
Changes from:       March 16, 2021                                   Total Change is:       145
         0          7          0       -402        420        190          0        568          0          0          0          0        357     -1,040
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       25.0        0.0       40.7       23.2       11.6        0.0       13.8        0.0        3.1        0.0        0.0       44.6       26.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0         12          7          7          0          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   133,276
Positions
     1,576     42,708         42     45,944     47,104      2,039     42,039     20,922        574      8,670        774          0     32,392     19,113
 
Changes from:       March 16, 2021                                   Total Change is:     3,855
     1,344     -1,442         41     -3,670        831        -17      1,714      3,007       -204      2,555          0          0      2,092      1,639
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       32.0        0.0       34.5       35.3        1.5       31.5       15.7        0.4        6.5        0.6        0.0       24.3       14.3
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          9          .         20         11          8         18         21         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    30,839
Positions
       106     15,412          0     20,338          0          0      6,431     13,318          0      1,661        796          0      2,303      1,313
 
Changes from:       March 16, 2021                                   Total Change is:      -908
       106         61          0      1,418          0          0     -2,404     -1,304          0        -29         73          0          1        262
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       50.0        0.0       65.9        0.0        0.0       20.9       43.2        0.0        5.4        2.6        0.0        7.5        4.3
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          5          0          9          0          0          9          7          0          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   130,204
Positions
       727     69,705        558     61,204      4,382        792     55,933     33,575        488      4,557     17,261         15      5,930      3,428
 
Changes from:       March 16, 2021                                   Total Change is:    16,280
       573     12,699         53      5,696        683        -61      8,871      2,915         25        327        241         10        786       -285
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       53.5        0.4       47.0        3.4        0.6       43.0       25.8        0.4        3.5       13.3        0.0        4.6        2.6
 
Number of Traders in Each Category                                    Total Traders:       139 
         .         10          .         20          6          4         48         27          5         15         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    47,249
Positions
    16,452      1,115        389      7,240     28,233        141     15,391      8,593      1,977      3,007      4,379        175      2,477      2,247
 
Changes from:       March 16, 2021                                   Total Change is:      -436
         3         10         97        754        259         33     -1,550     -1,272        859       -623        -28        174       -183       -568
 
Percent of Open Interest Represented by Each Category of Trader
      34.8        2.4        0.8       15.3       59.8        0.3       32.6       18.2        4.2        6.4        9.3        0.4        5.2        4.8
 
Number of Traders in Each Category                                    Total Traders:        76 
         .          .          .          9          8          .         20         16          8          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    38,253
Positions
     4,562      7,155         90      9,667      6,277        952     15,701     17,204      1,410          0      1,861          6      5,865      3,298
 
Changes from:       March 16, 2021                                   Total Change is:     3,688
     2,280        556         90     -1,943       -291        -43      1,925      2,091        489       -113        228          0      1,003        568
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       18.7        0.2       25.3       16.4        2.5       41.0       45.0        3.7        0.0        4.9        0.0       15.3        8.6
 
Number of Traders in Each Category                                    Total Traders:        78 
         5          .          .         17          8          4         21         19          5          0          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    12,582
Positions
     2,630          0          0      3,488      2,741          0      5,070      8,256          0        200          0          0      1,194      1,585
 
Changes from:       March 16, 2021                                   Total Change is:       368
         0          0          0        125       -132          0        405        396          0       -127          0          0        -35        104
 
Percent of Open Interest Represented by Each Category of Trader
      20.9        0.0        0.0       27.7       21.8        0.0       40.3       65.6        0.0        1.6        0.0        0.0        9.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          0          0          5          .          0         10         10          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    45,440
Positions
    15,391     15,587        644      8,117      2,796        719      9,208      3,212      1,521        540     14,831          0      9,302      6,132
 
Changes from:       March 16, 2021                                   Total Change is:    -8,992
      -153      8,001    -10,760        255        418         53      1,278     -6,160        323        402         55          0       -390       -922
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       34.3        1.4       17.9        6.2        1.6       20.3        7.1        3.3        1.2       32.6        0.0       20.5       13.5
 
Number of Traders in Each Category                                    Total Traders:       108 
        14         14          .         24          6          8         24         15          8          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                
CFTC Code #124603                                                    Open Interest is    90,880
Positions
    30,781     31,174      1,288     16,233      5,591      1,437     18,416      6,424      3,042      1,080     29,661          0     18,603     12,263
 
Changes from:       March 16, 2021                                   Total Change is:   -17,983
      -305     16,002    -21,519        510        836        106      2,555    -12,319        645        804        110          0       -779     -1,844
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       34.3        1.4       17.9        6.2        1.6       20.3        7.1        3.3        1.2       32.6        0.0       20.5       13.5
 
Number of Traders in Each Category                                    Total Traders:       108 
        14         14          .         24          6          8         24         15          8          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    22,829
Positions
       708     16,858         75     15,222          0      3,273      1,366      1,998          0          0          0          0      2,185        625
 
Changes from:       March 16, 2021                                   Total Change is:   -11,902
    -1,446       -351     -8,485     -1,766          0        155         50     -3,003        -31          0          0          0       -379       -187
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       73.8        0.3       66.7        0.0       14.3        6.0        8.8        0.0        0.0        0.0        0.0        9.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          7          .         13          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   508,037
Positions
    77,492    158,448      3,408    240,772     93,492     63,942     38,561     78,863      8,705     20,551     57,291        607     54,000     43,281
 
Changes from:       March 16, 2021                                   Total Change is:  -135,862
   -13,017     -7,801    -44,666     12,328        349    -19,506    -25,875     -7,701    -31,821        792     -8,694       -768    -13,328    -15,253
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       31.2        0.7       47.4       18.4       12.6        7.6       15.5        1.7        4.0       11.3        0.1       10.6        8.5
 
Number of Traders in Each Category                                    Total Traders:       525 
        36         30         11        167         86        116         57         97         54         29         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    25,267
Positions
     6,768     22,673          0     10,757        309        173      3,910      1,023          2          0          0          0      3,657      1,087
 
Changes from:       March 16, 2021                                   Total Change is:   -18,537
    -4,297     -8,680     -5,256     -8,319          0       -536         97       -799       -464          0          0          0        238     -2,802
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       89.7        0.0       42.6        1.2        0.7       15.5        4.0        0.0        0.0        0.0        0.0       14.5        4.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         5          6          0         11          .          .          8          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                           
CFTC Code #13874A                                                    Open Interest is 2,540,184
Positions
   387,462    792,241     17,038  1,203,859    467,462    319,709    192,804    394,314     43,526    102,753    286,457      3,034    269,999    216,403
 
Changes from:       March 16, 2021                                   Total Change is:  -523,468
   -40,484     27,750   -200,864     61,640     -8,256    -87,530   -127,750    -69,796    -87,236      3,958    -43,470     -3,842    -41,360    -50,224
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       31.2        0.7       47.4       18.4       12.6        7.6       15.5        1.7        4.0       11.3        0.1       10.6        8.5
 
Number of Traders in Each Category                                    Total Traders:       525 
        36         30         11        167         86        116         57         97         54         29         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    52,936
Positions
     3,723     48,455          0     42,168          0         99      2,927      2,491          0          0          0          0      4,019      1,891
 
Changes from:       March 16, 2021                                   Total Change is:    -4,860
       -19      1,846     -7,419      2,880          0          0        -71       -231          0          0          0          0       -231        944
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       91.5        0.0       79.7        0.0        0.2        5.5        4.7        0.0        0.0        0.0        0.0        7.6        3.6
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          7          0         19          0          .          6          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    24,363
Positions
       305     22,286          0     18,034        669        223        925        286          0          0          0          0      4,876        899
 
Changes from:       March 16, 2021                                   Total Change is:   -11,317
    -5,585     -3,663     -4,154        415       -506     -3,627        226        286          0          0          0          0      1,408        347
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       91.5        0.0       74.0        2.7        0.9        3.8        1.2        0.0        0.0        0.0        0.0       20.0        3.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          6          0          9          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    46,611
Positions
     4,280     14,237        249     27,492     23,343      1,988      3,428      2,896        185          0        579          0      8,989      3,134
 
Changes from:       March 16, 2021                                   Total Change is:    -3,941
    -2,063     -3,095       -859       -554        324       -230      1,460         92         29       -475        579          0     -1,249       -781
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       30.5        0.5       59.0       50.1        4.3        7.4        6.2        0.4        0.0        1.2        0.0       19.3        6.7
 
Number of Traders in Each Category                                    Total Traders:        75 
         4          9          .         32         15         10          8          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    44,355
Positions
    13,568      4,649        124     11,550      9,384      1,378      9,347     16,956        422      1,578      3,722          6      6,383      7,715
 
Changes from:       March 16, 2021                                   Total Change is:    -7,122
    -1,384        304     -2,160        827       -756     -1,059       -472       -638     -1,427       -381       -162       -194       -873     -1,030
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       10.5        0.3       26.0       21.2        3.1       21.1       38.2        1.0        3.6        8.4        0.0       14.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       301 
        28         23          .         61         51         45         32         74         18         12         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   221,777
Positions
    67,838     23,243        619     57,748     46,919      6,891     46,733     84,779      2,109      7,892     18,611         30     31,917     38,576
 
Changes from:       March 16, 2021                                   Total Change is:   -35,608
    -6,920      1,519    -10,800      4,137     -3,781     -5,293     -2,360     -3,191     -7,133     -1,905       -808       -970     -4,364     -5,151
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       10.5        0.3       26.0       21.2        3.1       21.1       38.2        1.0        3.6        8.4        0.0       14.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       301 
        28         23          .         61         51         45         32         74         18         12         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                        
CFTC Code #239742                                                    Open Interest is   490,524
Positions
    95,548    131,895      4,943    252,350    122,279     38,096     56,986    101,160      2,778     10,012     70,060         14     29,797     19,299
 
Changes from:       March 16, 2021                                   Total Change is:  -123,984
   -34,912     26,445    -55,638      3,648        580    -12,830     -9,166    -65,911    -12,190       -568       -220       -240     -2,088     -3,980
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       26.9        1.0       51.4       24.9        7.8       11.6       20.6        0.6        2.0       14.3        0.0        6.1        3.9
 
Number of Traders in Each Category                                    Total Traders:       346 
        26         19          5        110         50         49         49         59         17         19         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    23,729
Positions
     5,735     22,430          0     13,130        540          0      2,655        454          0          0          0          0      2,209        305
 
Changes from:       March 16, 2021                                   Total Change is:    -1,961
       -38      1,462     -2,915      1,445         -1          0          0        -14       -342          0          0          0       -111       -151
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       94.5        0.0       55.3        2.3        0.0       11.2        1.9        0.0        0.0        0.0        0.0        9.3        1.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .         10          0         14          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    14,347
Positions
       229      3,004          0      9,029          0          3        490      5,018          1          0      1,435          0      4,595      4,886
 
Changes from:       March 16, 2021                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       20.9        0.0       62.9        0.0        0.0        3.4       35.0        0.0        0.0       10.0        0.0       32.0       34.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          9          0          .          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    31,206
Positions
     2,401      4,651        443     10,297      3,247        298      8,515      1,786        395      1,824      3,227          0      7,033     17,159
 
Changes from:       March 16, 2021                                   Total Change is:    -3,939
      -413        364        158     -4,828        310        -12      1,698     -1,610        224         50      2,149          0       -816     -5,522
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       14.9        1.4       33.0       10.4        1.0       27.3        5.7        1.3        5.8       10.3        0.0       22.5       55.0
 
Number of Traders in Each Category                                    Total Traders:        47 
         5          6          .          9          5          4         11          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   411,896
Positions
    29,443    263,509      6,796    281,287     70,267     57,314     16,874      5,689      1,965      9,091      1,851          0      9,126      4,505
 
Changes from:       March 16, 2021                                   Total Change is:   -70,266
    -3,622      8,184    -45,242     -9,661        170    -10,788      1,907    -11,751       -928      1,808     -3,385       -132     -3,608     -6,394
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       64.0        1.6       68.3       17.1       13.9        4.1        1.4        0.5        2.2        0.4        0.0        2.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       184 
        12         14          4         73         40         42         23         11          8          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                          
CFTC Code #244042                                                    Open Interest is 1,135,023
Positions
   116,330    621,839      6,449    735,064    264,554    113,300     87,555     62,569      4,829     34,369     46,806      3,839     33,288     10,838
 
Changes from:       March 16, 2021                                   Total Change is:  -264,287
      -363      5,584    -98,460    -44,776     -5,755    -33,349     12,623    -11,630    -19,045      2,030    -10,674    -10,058    -72,889    -80,900
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       54.8        0.6       64.8       23.3       10.0        7.7        5.5        0.4        3.0        4.1        0.3        2.9        1.0
 
Number of Traders in Each Category                                    Total Traders:       425 
        32         15         10        177         68         88         56         38         22         26         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   170,477
Positions
    22,940    131,515     19,068     25,448      6,247      3,341     88,596        410      9,751      1,131         75          0        202         70
 
Changes from:       March 16, 2021                                   Total Change is:     4,192
     1,112      3,859         83        864          0          0      1,911          0        250         70          0          0        -98          0
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       77.1       11.2       14.9        3.7        2.0       52.0        0.2        5.7        0.7        0.0        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        79 
        11         17         15         15          .          .         25          .          4          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,196,984
Positions
     4,574    115,888      2,243    614,607    333,945    226,843     92,737    238,071     31,533     73,140     49,763      1,198    150,109    197,500
 
Changes from:       March 16, 2021                                   Total Change is:    -6,611
     1,231       -114         20     -1,714      7,992      3,584      1,132    -20,504        892    -10,487        742      1,198     -2,467       -421
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        9.7        0.2       51.3       27.9       19.0        7.7       19.9        2.6        6.1        4.2        0.1       12.5       16.5
 
Number of Traders in Each Category                                    Total Traders:       189 
         5         20          .         52         38         51         20         36         22          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                    
CFTC Code #020604                                                    Open Interest is 1,138,540
Positions
    39,889    110,535        245    635,600    291,861    207,186     53,855    361,429      7,742     61,800     14,942          0    132,223    144,600
 
Changes from:       March 16, 2021                                   Total Change is:   -33,943
    11,079    -13,055       -176    -18,487    -11,680      2,637    -12,971     -4,667     -4,306        325     -1,485          0    -12,044     -1,211
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        9.7        0.0       55.8       25.6       18.2        4.7       31.7        0.7        5.4        1.3        0.0       11.6       12.7
 
Number of Traders in Each Category                                    Total Traders:       160 
         6         10          .         64         36         58         11         23          9          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,298,773
Positions
   169,243    160,480     29,644    916,808    429,541    335,764    507,516  1,129,887     28,292    168,572     58,017        795    142,139    126,353
 
Changes from:       March 16, 2021                                   Total Change is:   -67,390
     4,532    -30,780     -1,137     13,446    -47,886     -5,345    -74,284     26,405    -11,389      3,982      9,126       -422      3,227     -5,962
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        7.0        1.3       39.9       18.7       14.6       22.1       49.2        1.2        7.3        2.5        0.0        6.2        5.5
 
Number of Traders in Each Category                                    Total Traders:       287 
        12         31         10         98         33         76         41         41         21         19         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,881,815
Positions
   161,373    291,614     18,447  1,358,356  1,405,702    799,123    856,758    538,978     71,032    298,516    275,582        245    317,965    481,092
 
Changes from:       March 16, 2021                                   Total Change is:    76,097
    -7,815     28,826     -6,152     39,277     -2,852     29,337     21,770     48,717     -8,464     -3,028     20,543         -1     11,173    -33,857
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        7.5        0.5       35.0       36.2       20.6       22.1       13.9        1.8        7.7        7.1        0.0        8.2       12.4
 
Number of Traders in Each Category                                    Total Traders:       418 
        29         31          9         81         99         96         63         70         39         21         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,298,194
Positions
   102,715     20,280      8,681    350,078    514,516    162,736    503,887    270,709     10,595     47,058     82,451         74    112,370    228,152
 
Changes from:       March 16, 2021                                   Total Change is:    32,296
    -4,184      2,705      1,899      3,930     25,697      2,985     31,485     -8,307     -2,482       -254     17,123          0     -1,083     -7,324
 
Percent of Open Interest Represented by Each Category of Trader
       7.9        1.6        0.7       27.0       39.6       12.5       38.8       20.9        0.8        3.6        6.4        0.0        8.7       17.6
 
Number of Traders in Each Category                                    Total Traders:       150 
         7          5          6         23         61         44         25         17         13          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,510,072
Positions
    80,273    182,439     20,714  1,558,316  1,039,941    653,700    549,304    963,320    109,860    272,880    164,996      3,025    262,000    372,077
 
Changes from:       March 16, 2021                                   Total Change is:    87,964
    25,059     13,295     -2,291      5,746     -5,683     42,452     31,785     31,876      7,130    -15,187     11,317        497     -7,227    -10,629
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        5.2        0.6       44.4       29.6       18.6       15.6       27.4        3.1        7.8        4.7        0.1        7.5       10.6
 
Number of Traders in Each Category                                    Total Traders:       326 
        14         28         10         84         71         84         38         58         29         12         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,093,485
Positions
   327,744    213,658    286,296     26,314      5,155      7,666    137,440    265,684    285,773      1,200      1,500          0     21,052     27,753
 
Changes from:       March 16, 2021                                   Total Change is:    45,601
   -27,858      6,339     54,934      3,337     -1,397        913     43,447     11,414    -27,550     -2,455          0          0        833        948
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       19.5       26.2        2.4        0.5        0.7       12.6       24.3       26.1        0.1        0.1        0.0        1.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        95 
        23         20         41          .          .          .         24         18         32          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is10,870,548
Positions
 1,954,924  2,067,457  1,560,920    674,423    798,065    775,432  2,269,415  1,632,622  2,733,335     53,526    152,043    255,358    593,215    895,316
 
Changes from:       March 16, 2021                                   Total Change is:   275,228
    24,225    184,063    -12,983     87,850     45,941       -532     63,267    -40,142     57,082     -1,467     -6,672     17,732     40,054     30,739
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       19.0       14.4        6.2        7.3        7.1       20.9       15.0       25.1        0.5        1.4        2.3        5.5        8.2
 
Number of Traders in Each Category                                    Total Traders:       226 
        25         47         69         19          9         25         47         44         80          5         16         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   427,531
Positions
    83,254    164,169    101,306      3,094      2,334     10,442    129,080     51,498     92,949      2,300        324      4,198        908        311
 
Changes from:       March 16, 2021                                   Total Change is:   -60,628
    20,734    -15,092    -29,966        797    -10,366     -2,201    -31,692     15,846    -17,330        254       -222     -1,347        123         50
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       38.4       23.7        0.7        0.5        2.4       30.2       12.0       21.7        0.5        0.1        1.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        99 
        15         24         19          .          .          .         16         25         30          7          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   229,402
Positions
    39,793    108,318     34,328        168      8,961      3,275     99,744     28,813     43,897      6,795        308      1,318         84        184
 
Changes from:       March 16, 2021                                   Total Change is:     4,604
    13,526     18,612     -6,809     -1,095        527       -175     12,776      5,471    -13,551       -364        217        268         28         44
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       47.2       15.0        0.1        3.9        1.4       43.5       12.6       19.1        3.0        0.1        0.6        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        91 
        10         23         13          .          4          .         26         21         30          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   132,750
Positions
         0     46,283          0      1,753      2,722          0      4,737     28,244     54,873     71,384        500          0          3        128
 
Changes from:       March 16, 2021                                   Total Change is:    10,246
         0      3,625          0          0        171          0        299     -8,765     15,166     -5,220          0          0          1         49
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.9        0.0        1.3        2.1        0.0        3.6       21.3       41.3       53.8        0.4        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         0          8          0          .          5          0          .          6          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     9,897
Positions
       502        132        181        358        463        120      2,606      7,198        623      2,608        315         71      2,828        794
 
Changes from:       March 16, 2021                                   Total Change is:       562
        34        -71        118          1        -53         65        507        442       -219        256        176         27       -227         77
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        1.3        1.8        3.6        4.7        1.2       26.3       72.7        6.3       26.4        3.2        0.7       28.6        8.0
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          .          .          .          .          .         31         21          9         16          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    36,732
Positions
       315      8,057          0      7,869      3,186      1,015     14,122     19,529      1,153      7,081      1,800          0      5,177      1,992
 
Changes from:       March 16, 2021                                   Total Change is:     1,364
    -1,849          0         -1        508       -441       -125      1,616      2,035          3      1,228         83         -9         -7       -181
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       21.9        0.0       21.4        8.7        2.8       38.4       53.2        3.1       19.3        4.9        0.0       14.1        5.4
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          .          0         10          6          .         27         24          6         24         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   384,390
Positions
    60,099     23,513      6,935    145,302     70,691     23,692     32,122    138,329     70,866      6,116      3,051      7,640     31,618     39,673
 
Changes from:       March 16, 2021                                   Total Change is:   -28,143
       520     -1,857     -6,673      1,101      5,011        125     -5,277     -6,874    -18,978     -2,638       -603     -5,657      9,334      7,363
 
Percent of Open Interest Represented by Each Category of Trader
      15.6        6.1        1.8       37.8       18.4        6.2        8.4       36.0       18.4        1.6        0.8        2.0        8.2       10.3
 
Number of Traders in Each Category                                    Total Traders:       171 
        12         12         15         16         31         20         34         44         47          7          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 23, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    38,472
Positions
     3,347      4,757         73     32,759      1,753        177        849     31,608          0        885         45          0        382         59
 
Changes from:       March 16, 2021                                   Total Change is:   -20,619
         0        554     -1,269     -9,600         -7          0         22    -11,819     -8,056     -1,668        -13         -6        -42         -3
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       12.4        0.2       85.2        4.6        0.5        2.2       82.2        0.0        2.3        0.1        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .         11          4          .          4          7          0         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated March 25, 2021