Traders in Financial Futures - Futures Only Positions as of July 27, 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   174,701
Positions
    25,004     84,601        843     43,928     31,366      5,805     39,640     24,952      6,041     16,479          0          6     36,955     21,087
 
Changes from:       July 20, 2021                                    Total Change is:   -14,607
      -733     -3,938        129      1,524     -2,871       -459    -12,636     -3,702       -668     -1,573          0       -150        -41     -2,948
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       48.4        0.5       25.1       18.0        3.3       22.7       14.3        3.5        9.4        0.0        0.0       21.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       102 
         9          5          .         19         15         12         23         18         13         13          0          .
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Traders in Financial Futures - Futures Only Positions as of July 27, 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    44,784
Positions
    10,995      5,862          0      2,171     12,662      1,957     20,296      4,625         63        475        642          0      8,827     18,973
 
Changes from:       July 20, 2021                                    Total Change is:        49
    -1,078         29          0       -453        -35        429       -214        428         56        475          0          0        834       -858
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       13.1        0.0        4.8       28.3        4.4       45.3       10.3        0.1        1.1        1.4        0.0       19.7       42.4
 
Number of Traders in Each Category                                    Total Traders:        48 
         5          4          0          .         14          7         12          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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   185,373
Positions
    63,834     51,690      1,752     36,301     58,295      5,113     41,636     31,899      1,957      7,344      5,287        474     26,962     28,906
 
Changes from:       July 20, 2021                                    Total Change is:    -3,414
    -2,229      2,706        214       -667     -5,156       -964     -1,571      1,384       -613      4,173       -937        212     -1,969       -260
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       27.9        0.9       19.6       31.4        2.8       22.5       17.2        1.1        4.0        2.9        0.3       14.5       15.6
 
Number of Traders in Each Category                                    Total Traders:       117 
         6          9          5         16         29         14         25         24         15          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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   196,102
Positions
    96,706      2,036          0     40,676     83,413      5,490     31,715     69,439      1,598      1,328        457          0     18,589     33,669
 
Changes from:       July 20, 2021                                    Total Change is:     3,801
     5,916     -2,684          0     -2,065      9,401       -882     -1,089     -3,500      1,027          0          0          0        894        439
 
Percent of Open Interest Represented by Each Category of Trader
      49.3        1.0        0.0       20.7       42.5        2.8       16.2       35.4        0.8        0.7        0.2        0.0        9.5       17.2
 
Number of Traders in Each Category                                    Total Traders:       126 
        13          .          0         18         28         13         25         35         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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   678,008
Positions
    44,381    375,205      3,660    401,410    113,184     28,706     53,235     86,419      8,773     40,323      6,264      5,034     92,486     50,763
 
Changes from:       July 20, 2021                                    Total Change is:    -5,067
       834    -11,672         28    -11,683      4,258      1,764     -1,487     -2,039      2,444     -1,079      1,182        660      3,452     -1,692
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       55.3        0.5       59.2       16.7        4.2        7.9       12.7        1.3        5.9        0.9        0.7       13.6        7.5
 
Number of Traders in Each Category                                    Total Traders:       310 
        17         14          9        110         38         45         42         46         23         33         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    29,780
Positions
         0      9,613          0     12,114      5,025      2,551        473      4,421      1,196        800          0          0     12,646      6,974
 
Changes from:       July 20, 2021                                    Total Change is:      -455
         0          5          0        139        228       -268         -6       -123          0          0          0          0       -320       -297
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.3        0.0       40.7       16.9        8.6        1.6       14.8        4.0        2.7        0.0        0.0       42.5       23.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         12          5          7          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    27,959
Positions
     1,006      1,189          0      5,816     19,188      1,685     12,036      1,545          0          0        975          0      7,416      3,377
 
Changes from:       July 20, 2021                                    Total Change is:     2,816
       559         -4          0       -140      3,187       -469      4,291          0          0          0          0          0     -1,425        102
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        4.3        0.0       20.8       68.6        6.0       43.0        5.5        0.0        0.0        3.5        0.0       26.5       12.1
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0          6         11          5          6          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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   167,840
Positions
    45,292     10,136        303     42,536     94,834      3,481     52,523     26,953        441      5,428      1,600          0     17,836     30,092
 
Changes from:       July 20, 2021                                    Total Change is:     4,266
     3,450     -1,272          1      1,500      3,328        254        795       -883       -108        -10      1,600          0     -1,616      1,346
 
Percent of Open Interest Represented by Each Category of Trader
      27.0        6.0        0.2       25.3       56.5        2.1       31.3       16.1        0.3        3.2        1.0        0.0       10.6       17.9
 
Number of Traders in Each Category                                    Total Traders:        90 
        10          4          .         12         17          7         21         22          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    51,749
Positions
       382     22,408          0     37,766        100         26      8,923     27,084         41      1,958        903          0      2,653      1,187
 
Changes from:       July 20, 2021                                    Total Change is:     4,086
       -20         76          0      2,744        100          0      1,006      4,369         41        490       -142        -17       -158       -341
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       43.3        0.0       73.0        0.2        0.1       17.2       52.3        0.1        3.8        1.7        0.0        5.1        2.3
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          5          0         11          .          .         16          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   150,348
Positions
     4,729     93,732        505     68,609      7,632      2,114     58,197     18,321      4,736      4,899     20,037          0      6,559      3,271
 
Changes from:       July 20, 2021                                    Total Change is:     3,936
    -1,074      5,497          0      2,354       -248      1,351       -323     -2,739      1,767        166     -1,529          0       -305       -163
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       62.3        0.3       45.6        5.1        1.4       38.7       12.2        3.2        3.3       13.3        0.0        4.4        2.2
 
Number of Traders in Each Category                                    Total Traders:       149 
         4         10          .         23          6          5         54         28         17         12         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    43,479
Positions
       845     17,480      3,716     16,609      1,519         33     12,228     15,593      1,485      4,894      1,984         18      3,651      1,651
 
Changes from:       July 20, 2021                                    Total Change is:     3,761
      -119          0      3,716       -227          0         33        593        675       -780        409        -46          0        136        163
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       40.2        8.5       38.2        3.5        0.1       28.1       35.9        3.4       11.3        4.6        0.0        8.4        3.8
 
Number of Traders in Each Category                                    Total Traders:        62 
         .          .          .         10          .          .         16         14          4          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    43,953
Positions
    11,147     14,318          0      5,707     12,041        830     21,337     11,686        351        624        540         22      3,935      4,165
 
Changes from:       July 20, 2021                                    Total Change is:       370
       -65        497          0      2,408        336       -220     -1,410        752       -362        226        -58          2       -209       -577
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       32.6        0.0       13.0       27.4        1.9       48.5       26.6        0.8        1.4        1.2        0.0        9.0        9.5
 
Number of Traders in Each Category                                    Total Traders:        98 
         9          .          0         13         17          6         33         16          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    18,324
Positions
     3,089      4,886          0      4,563      3,135          0      8,664      8,364          1        623        379          0      1,384      1,559
 
Changes from:       July 20, 2021                                    Total Change is:     1,057
       175         10          0     -1,141        238          0      1,925        545          0          0        209          0         98         55
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       26.7        0.0       24.9       17.1        0.0       47.3       45.6        0.0        3.4        2.1        0.0        7.6        8.5
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          0          5          4          0         11         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    51,277
Positions
    13,597     20,116        514     16,950      1,606        268      9,690      6,471        811        616     15,255          0      8,833      6,238
 
Changes from:       July 20, 2021                                    Total Change is:       -73
      -539        848       -171      3,588       -294       -582     -2,797        832       -294          0       -711          0        722        299
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       39.2        1.0       33.1        3.1        0.5       18.9       12.6        1.6        1.2       29.8        0.0       17.2       12.2
 
Number of Traders in Each Category                                    Total Traders:       103 
        11         17          .         26          6          6         27          9          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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   102,554
Positions
    27,193     40,231      1,028     33,900      3,211        535     19,379     12,941      1,622      1,232     30,510          0     17,665     12,476
 
Changes from:       July 20, 2021                                    Total Change is:      -146
    -1,078      1,696       -342      7,175       -588     -1,164     -5,594      1,664       -587          0     -1,422          0      1,444        597
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       39.2        1.0       33.1        3.1        0.5       18.9       12.6        1.6        1.2       29.8        0.0       17.2       12.2
 
Number of Traders in Each Category                                    Total Traders:       103 
        11         17          .         26          6          6         27          9          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    45,393
Positions
     1,991     41,446          0     37,259          0      1,360      1,899      2,369          0          0          0          0      2,884        218
 
Changes from:       July 20, 2021                                    Total Change is:      -682
       -27        -87          0     -1,208          0          7        386       -517          0          0          0          0        160        -85
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       91.3        0.0       82.1        0.0        3.0        4.2        5.2        0.0        0.0        0.0        0.0        6.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          8          0         18          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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   560,457
Positions
    36,605    151,564     38,016    264,355     80,263     51,079     40,035     77,958     34,992     29,541     63,960        905     64,928     61,720
 
Changes from:       July 20, 2021                                    Total Change is:     9,220
    -3,086     -5,903      5,561     -7,547     -2,724     -1,030     -3,923       -202      8,271      4,681        974         64      6,228      4,206
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       27.0        6.8       47.2       14.3        9.1        7.1       13.9        6.2        5.3       11.4        0.2       11.6       11.0
 
Number of Traders in Each Category                                    Total Traders:       509 
        32         32         26        166         76        100         67         87         54         30         19         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    21,574
Positions
     6,697     17,593          3     10,984      2,034          0      1,989      1,259          0          0          0          0      1,901        685
 
Changes from:       July 20, 2021                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       81.5        0.0       50.9        9.4        0.0        9.2        5.8        0.0        0.0        0.0        0.0        8.8        3.2
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          7          .          5          .          0          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    22,177
Positions
    10,397     17,448          0      8,166      1,425        145        537      2,143          0          0          0          0      2,932      1,016
 
Changes from:       July 20, 2021                                    Total Change is:       -48
       381        261          0       -466        367          0          0       -403          0          0          0          0         37       -273
 
Percent of Open Interest Represented by Each Category of Trader
      46.9       78.7        0.0       36.8        6.4        0.7        2.4        9.7        0.0        0.0        0.0        0.0       13.2        4.6
 
Number of Traders in Each Category                                    Total Traders:        31 
         6          7          0         10          .          .          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 2,666,461
Positions
   187,902    787,024    143,552  1,316,776    401,316    255,397    219,666    422,226     82,145    147,707    319,799      4,526    308,790    250,476
 
Changes from:       July 20, 2021                                    Total Change is:    -1,516
   -10,556    -16,437      3,781    -42,734    -13,618     -5,150     -5,705     19,954      3,489     24,903      4,871        322     30,134      1,272
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       29.5        5.4       49.4       15.1        9.6        8.2       15.8        3.1        5.5       12.0        0.2       11.6        9.4
 
Number of Traders in Each Category                                    Total Traders:       508 
        33         31         22        166         76        100         68         85         53         30         19         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    29,218
Positions
    10,036     27,443         13     15,009        498         20        845        682          6          0          0          0      3,289        556
 
Changes from:       July 20, 2021                                    Total Change is:    -2,150
       144     -2,086          1     -1,981          0       -110       -284          0          0          0          0          0         80         45
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       93.9        0.0       51.4        1.7        0.1        2.9        2.3        0.0        0.0        0.0        0.0       11.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        37 
         7          7          .         18          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    16,913
Positions
     2,557     13,298          1     10,704          0        394      1,042      2,771          0          0          0          0      2,215        449
 
Changes from:       July 20, 2021                                    Total Change is:     4,594
       744      4,595          0      3,576          0         -1          0        378          0          0          0          0        275       -378
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       78.6        0.0       63.3        0.0        2.3        6.2       16.4        0.0        0.0        0.0        0.0       13.1        2.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          9          .          7          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    43,811
Positions
     3,969     13,782        142     25,655     21,263      2,272      3,266      2,746        166          0          0          0      8,341      3,440
 
Changes from:       July 20, 2021                                    Total Change is:    -1,295
      -146        167          2       -410       -321        -27       -684        177        -77       -203       -649          0        250       -567
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       31.5        0.3       58.6       48.5        5.2        7.5        6.3        0.4        0.0        0.0        0.0       19.0        7.9
 
Number of Traders in Each Category                                    Total Traders:        70 
         .          7          .         29         17         10          8          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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   457,067
Positions
   119,930     37,510      4,498    206,506    182,537     36,788     49,054    119,377      3,787      6,096     47,511      1,039     29,369     24,020
 
Changes from:       July 20, 2021                                    Total Change is:     4,681
     6,165     -2,286        -19      5,750       -582     -2,638     -7,293     13,338       -673      2,200     -6,202        983        206      2,760
 
Percent of Open Interest Represented by Each Category of Trader
      26.2        8.2        1.0       45.2       39.9        8.0       10.7       26.1        0.8        1.3       10.4        0.2        6.4        5.3
 
Number of Traders in Each Category                                    Total Traders:       326 
        30          9          .         88         56         51         38         75         23         11         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    32,648
Positions
     5,895     31,065          0     23,419        482          0      1,829        642          5          0          0          0      1,500        454
 
Changes from:       July 20, 2021                                    Total Change is:         0
         0          0          0          6          0          0         -5         -2          0          0          0          0         -1          2
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       95.2        0.0       71.7        1.5        0.0        5.6        2.0        0.0        0.0        0.0        0.0        4.6        1.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          8          0         14          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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    15,710
Positions
       275      1,894          0      9,629          0          4        804      4,864          0      1,118      2,980          0      3,880      5,968
 
Changes from:       July 20, 2021                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       12.1        0.0       61.3        0.0        0.0        5.1       31.0        0.0        7.1       19.0        0.0       24.7       38.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          9          0          .          .          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    47,887
Positions
     8,631      5,701        593      8,581      4,230        288     19,181      5,467         63      4,391          0          0      6,159     31,545
 
Changes from:       July 20, 2021                                    Total Change is:     2,536
       647      2,499        -44        479     -2,113       -322        196      2,183         22      1,380          0          0        178        311
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       11.9        1.2       17.9        8.8        0.6       40.1       11.4        0.1        9.2        0.0        0.0       12.9       65.9
 
Number of Traders in Each Category                                    Total Traders:        58 
         8          7          .         10          5          5         17          6          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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   433,666
Positions
    42,026    271,244     10,105    295,966     74,670     52,033     14,306     11,844        687      8,323      2,739          0     10,220     10,344
 
Changes from:       July 20, 2021                                    Total Change is:       244
    -2,454       -248          0     12,112     -1,490     -2,783     -7,270      1,064       -119      1,223       -494          0       -465      4,314
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       62.5        2.3       68.2       17.2       12.0        3.3        2.7        0.2        1.9        0.6        0.0        2.4        2.4
 
Number of Traders in Each Category                                    Total Traders:       189 
        13         13          7         80         39         40         22         14          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,069,489
Positions
    95,254    471,377      5,727    680,439    325,746    125,682     83,583     67,538      6,109     40,211     50,258      1,045     31,439     16,007
 
Changes from:       July 20, 2021                                    Total Change is:    18,969
     4,306     -8,314      1,644     10,193     -7,231     12,836     -9,467     19,909     -1,289        606     -1,534       -556        696      3,504
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       44.1        0.5       63.6       30.5       11.8        7.8        6.3        0.6        3.8        4.7        0.1        2.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       418 
        29         19          9        165         77         84         54         32         23         28         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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   225,009
Positions
    35,739    165,083     38,107     17,408      7,097      3,091    118,303        406     10,937      1,104        177          0        320        111
 
Changes from:       July 20, 2021                                    Total Change is:    -1,670
        38     -2,424      5,309          9          0          0     -6,399         -5      1,420        -80          0         -1     -1,966     -5,969
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       73.4       16.9        7.7        3.2        1.4       52.6        0.2        4.9        0.5        0.1        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        88 
        10         22         17         13          .          .         29          .          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    46,944
Positions
    12,721      8,050        155     12,460      9,256      1,132     10,740     16,335        799      1,991      2,541         27      6,921      8,650
 
Changes from:       July 20, 2021                                    Total Change is:        38
     1,561       -427       -169         54       -563        138     -1,502        849        447       -235       -112        -29       -225        -94
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       17.1        0.3       26.5       19.7        2.4       22.9       34.8        1.7        4.2        5.4        0.1       14.7       18.4
 
Number of Traders in Each Category                                    Total Traders:       304 
        25         20          .         62         47         37         45         63         29         18         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                               
CFTC Code #209742                                                    Open Interest is   234,722
Positions
    63,603     40,249        773     62,298     46,279      5,660     53,698     81,676      3,997      9,953     12,706        133     34,607     43,249
 
Changes from:       July 20, 2021                                    Total Change is:       190
     7,803     -2,136       -847        270     -2,817        689     -7,509      4,245      2,234     -1,177       -560       -147     -1,126       -471
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       17.1        0.3       26.5       19.7        2.4       22.9       34.8        1.7        4.2        5.4        0.1       14.7       18.4
 
Number of Traders in Each Category                                    Total Traders:       304 
        25         20          .         62         47         37         45         63         29         18         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is    72,128
Positions
       456      1,354          0        322        278          0     23,129     39,007        498      3,180      3,803        446     44,097     26,742
 
Changes from:       July 20, 2021                                    Total Change is:    10,202
       -10       -219          0         61        -64          0      8,850     17,357       -541       -870        106        120      2,592     -6,557
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        1.9        0.0        0.4        0.4        0.0       32.1       54.1        0.7        4.4        5.3        0.6       61.1       37.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          .          0         11          .          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,186,182
Positions
     8,479    121,093      3,265    584,558    302,682    231,243     73,635    291,694     20,426     71,708     39,002        238    192,630    176,539
 
Changes from:       July 20, 2021                                    Total Change is:   -25,109
    -4,271    -11,757       -474      7,889      4,675        245     -2,066    -18,960     -3,212    -30,013      3,199       -403      7,196      1,578
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       10.2        0.3       49.3       25.5       19.5        6.2       24.6        1.7        6.0        3.3        0.0       16.2       14.9
 
Number of Traders in Each Category                                    Total Traders:       189 
         7         18          6         58         42         58         11         37         17          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,235,300
Positions
    30,066    104,842        332    705,749    281,284    187,669     68,936    477,076     21,858     68,418     22,794        272    152,000    139,173
 
Changes from:       July 20, 2021                                    Total Change is:    10,997
     1,823     -3,057        161     22,731     -7,934     -7,946     -4,612     29,243          8     -3,490     -1,375          0      2,322      1,897
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.5        0.0       57.1       22.8       15.2        5.6       38.6        1.8        5.5        1.8        0.0       12.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       163 
         .         13          .         74         28         55          8         27          8          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,975,684
Positions
    57,091    152,709     11,287    839,558    520,436    329,833    424,505    659,417     53,385    114,509    111,376      4,350    141,166    132,891
 
Changes from:       July 20, 2021                                    Total Change is:   -37,394
    -6,545     -6,961     -4,026     -8,263     28,083      8,081    -20,937    -49,501     -5,175     -1,470    -11,840      4,176     -3,235       -231
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        7.7        0.6       42.5       26.3       16.7       21.5       33.4        2.7        5.8        5.6        0.2        7.1        6.7
 
Number of Traders in Each Category                                    Total Traders:       309 
        16         32          9         93         46         75         40         48         23         17         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 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 4,071,737
Positions
   183,028    243,860     34,337  1,475,304  1,490,893    790,293    956,256    576,546    100,364    163,680    265,573      1,034    367,441    568,837
 
Changes from:       July 20, 2021                                    Total Change is:   -78,949
    23,521    -37,086    -20,318     -7,969     45,704      2,203   -124,715    -51,421     -1,782     15,627      1,733         38     34,446    -18,020
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        6.0        0.8       36.2       36.6       19.4       23.5       14.2        2.5        4.0        6.5        0.0        9.0       14.0
 
Number of Traders in Each Category                                    Total Traders:       443 
        20         36         15         84        115        113         60         84         43         16         28          4
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Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,488,304
Positions
   104,405     28,491      6,782    488,462    564,274    180,210    501,042    367,162      5,046     74,847     64,198        830    126,680    271,311
 
Changes from:       July 20, 2021                                    Total Change is:   -17,926
   -11,974      1,410      1,036     26,590    -20,203     -7,006    -18,183         81        159    -10,886      2,854          0      2,338      3,743
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        1.9        0.5       32.8       37.9       12.1       33.7       24.7        0.3        5.0        4.3        0.1        8.5       18.2
 
Number of Traders in Each Category                                    Total Traders:       164 
         7          7          5         25         65         51         29         17          9          5          9          .
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Traders in Financial Futures - Futures Only Positions as of July 27, 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 3,479,942
Positions
    29,531    231,557     28,172  1,700,049  1,003,064    688,718    380,554    808,812     80,113    278,745    206,858        411    293,649    432,237
 
Changes from:       July 20, 2021                                    Total Change is:     5,286
   -15,192    -16,278      3,155    -62,230    -52,116     27,450     23,686     67,792     -7,683     30,449        867       -495      6,146    -17,406
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        6.7        0.8       48.9       28.8       19.8       10.9       23.2        2.3        8.0        5.9        0.0        8.4       12.4
 
Number of Traders in Each Category                                    Total Traders:       341 
         7         36         12         80         74         83         42         70         32         11         21          .
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Traders in Financial Futures - Futures Only Positions as of July 27, 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 1,085,516
Positions
   302,063    213,315    384,478     36,373      4,917      9,238     80,732    181,691    250,037          0      6,984          0     22,595     34,856
 
Changes from:       July 20, 2021                                    Total Change is:   -20,037
    12,706     57,019     -6,859        846       -401      5,572     -8,814    -53,404    -25,497          0        280          0      2,009      3,253
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       19.7       35.4        3.4        0.5        0.9        7.4       16.7       23.0        0.0        0.6        0.0        2.1        3.2
 
Number of Traders in Each Category                                    Total Traders:        98 
        21         32         48          .          .          .         15         19         27          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is12,014,673
Positions
 2,960,782  1,588,654  1,907,787    645,083  1,213,859    821,655  2,072,688  2,518,467  2,796,003     36,270    183,278    170,156    604,249    814,814
 
Changes from:       July 20, 2021                                    Total Change is:   106,225
    18,992     50,202    -47,160     60,697    -24,636     11,758      7,630     48,561     37,573     -1,098        505        559     17,274     28,863
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       13.2       15.9        5.4       10.1        6.8       17.3       21.0       23.3        0.3        1.5        1.4        5.0        6.8
 
Number of Traders in Each Category                                    Total Traders:       247 
        36         38         64         21         17         28         48         58         87          5         16         10
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Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   650,570
Positions
   160,336    173,877    191,652     17,947     20,546      7,971    132,795    105,010    131,011        550     12,119      8,219         89        165
 
Changes from:       July 20, 2021                                    Total Change is:     9,813
    19,180    -23,756     19,291        821      2,576      1,516    -12,501     26,835    -17,212        -77      1,760     -1,226         21         29
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       26.7       29.5        2.8        3.2        1.2       20.4       16.1       20.1        0.1        1.9        1.3        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       112 
        18         28         30          4          4          .         17         24         33          7          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   185,164
Positions
    41,478     63,285     29,964      7,143      5,529      1,292     60,598     40,407     43,099        176        200      1,286        128        102
 
Changes from:       July 20, 2021                                    Total Change is:     5,754
    10,689      2,890        932        793        -33          0     -7,914        947      1,371         53       -214       -177          7         38
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       34.2       16.2        3.9        3.0        0.7       32.7       21.8       23.3        0.1        0.1        0.7        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        88 
        15         18         16          4          .          .         20         24         25          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   124,568
Positions
     1,050     44,551          0      1,639      1,606          0      5,956     32,053     45,676     70,240        591          0          7         91
 
Changes from:       July 20, 2021                                    Total Change is:     6,062
         0        905          0          0         41          0        365      5,126          0      5,700          0          0         -3        -10
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       35.8        0.0        1.3        1.3        0.0        4.8       25.7       36.7       56.4        0.5        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          7          0          .          4          0          .          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     7,802
Positions
       195        105        104        494        165         13      2,800      4,841      1,197        984        306        323      1,692        748
 
Changes from:       July 20, 2021                                    Total Change is:      -481
      -146        -15         56        -66       -437         13       -938       -883        768       -389         44         93        128       -120
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        1.3        1.3        6.3        2.1        0.2       35.9       62.0       15.3       12.6        3.9        4.1       21.7        9.6
 
Number of Traders in Each Category                                    Total Traders:        67 
         .          .          .          4          .          .         24         23         13          7          .          .
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Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    19,506
Positions
         0      1,321          4          0          0          0      8,571     13,721      2,522      3,730        538        375      4,304      1,025
 
Changes from:       July 20, 2021                                    Total Change is:      -213
      -100     -4,232          4          0          0          0     -1,899      2,891      2,150        611       -416       -180       -799       -430
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        6.8        0.0        0.0        0.0        0.0       43.9       70.3       12.9       19.1        2.8        1.9       22.1        5.3
 
Number of Traders in Each Category                                    Total Traders:        77 
         0          .          .          0          0          0         12          7          .         48          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     3,133
Positions
        61         90         58         25         75          0        657      2,380        122      1,057          0          0      1,153        408
 
Changes from:       July 20, 2021                                    Total Change is:      -134
       -13         -8          3         25        -43          0       -275         98         46         -4       -106        -50        134        -74
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        2.9        1.9        0.8        2.4        0.0       21.0       76.0        3.9       33.7        0.0        0.0       36.8       13.0
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          .          .          .          0         10         15          4          9          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    43,059
Positions
     1,649     20,523          0     12,025      1,825        898     13,649     15,071      1,218      5,721      1,338         42      7,857      2,144
 
Changes from:       July 20, 2021                                    Total Change is:     4,141
       797      4,870          0      2,185        -94       -106        343       -957        433        161       -238         17        311        216
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       47.7        0.0       27.9        4.2        2.1       31.7       35.0        2.8       13.3        3.1        0.1       18.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       122 
         4          .          0         13          5          .         26         28          4         36          9          .
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Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   302,318
Positions
    54,749     18,828      9,788    107,839     70,511     24,399     23,282     90,285     54,579      4,562      2,833      4,068     19,052     27,027
 
Changes from:       July 20, 2021                                    Total Change is:   -22,386
       415     -3,180     -5,433      3,190     11,823     -4,829     -3,713     -9,443     -1,998       -342      1,332     -8,687       -989     -1,971
 
Percent of Open Interest Represented by Each Category of Trader
      18.1        6.2        3.2       35.7       23.3        8.1        7.7       29.9       18.1        1.5        0.9        1.3        6.3        8.9
 
Number of Traders in Each Category                                    Total Traders:       154 
        13         12         14         18         28         20         22         45         37          .          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 27, 2021                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    36,913
Positions
     3,240      7,810        180     20,914      2,349          0      5,066     26,467          0      7,095          0          0        418        107
 
Changes from:       July 20, 2021                                    Total Change is:       316
         0          0          0      1,778         23          0     -1,448        278          0         52          0          0        -66         15
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       21.2        0.5       56.7        6.4        0.0       13.7       71.7        0.0       19.2        0.0        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          4          .         13          4          0          7          5          0         20          0          0
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Updated July 30, 2021