Traders in Financial Futures - Futures Only Positions as of August 3, 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   170,609
Positions
    22,402     83,834        861     44,633     28,265      5,734     38,425     24,823      5,314     15,833          0          6     37,401     21,772
 
Changes from:       July 27, 2021                                    Total Change is:    -4,092
    -2,602       -767         18        705     -3,101        -71     -1,215       -129       -727       -646          0          0        446        685
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       49.1        0.5       26.2       16.6        3.4       22.5       14.5        3.1        9.3        0.0        0.0       21.9       12.8
 
Number of Traders in Each Category                                    Total Traders:        99 
         9          5          .         21         13         10         21         17          9         13          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    42,456
Positions
     7,892      5,800          0      2,570     10,686      1,093     18,350      5,600         11        475        642          0     12,065     18,624
 
Changes from:       July 27, 2021                                    Total Change is:    -2,328
    -3,103        -62          0        399     -1,976       -864     -1,946        975        -52          0          0          0      3,238       -349
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       13.7        0.0        6.1       25.2        2.6       43.2       13.2        0.0        1.1        1.5        0.0       28.4       43.9
 
Number of Traders in Each Category                                    Total Traders:        44 
         5          4          0          4         12          6          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   180,873
Positions
    46,639     54,359      3,483     42,316     52,134      5,301     42,949     31,674      1,922      8,502      5,287        465     29,296     26,248
 
Changes from:       July 27, 2021                                    Total Change is:    -4,500
   -17,195      2,669      1,731      6,015     -6,161        188      1,313       -225        -35      1,158          0         -9      2,334     -2,658
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       30.1        1.9       23.4       28.8        2.9       23.7       17.5        1.1        4.7        2.9        0.3       16.2       14.5
 
Number of Traders in Each Category                                    Total Traders:       117 
         5         10          5         18         27         14         22         27         12          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   189,242
Positions
    90,646      5,279         32     39,498     76,409      6,393     29,822     66,104        977        700        457          0     21,174     33,591
 
Changes from:       July 27, 2021                                    Total Change is:    -6,860
    -6,060      3,243         32     -1,178     -7,004        903     -1,893     -3,335       -621       -628          0          0      2,585        -78
 
Percent of Open Interest Represented by Each Category of Trader
      47.9        2.8        0.0       20.9       40.4        3.4       15.8       34.9        0.5        0.4        0.2        0.0       11.2       17.8
 
Number of Traders in Each Category                                    Total Traders:       120 
        12          .          .         18         27         14         25         32         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   674,491
Positions
    45,158    373,396      3,501    397,915    109,126     28,517     51,182     88,923      7,873     42,519      6,357      5,096     92,730     51,702
 
Changes from:       July 27, 2021                                    Total Change is:    -3,517
       777     -1,809       -159     -3,495     -4,058       -189     -2,053      2,504       -900      2,196         93         62        244        939
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       55.4        0.5       59.0       16.2        4.2        7.6       13.2        1.2        6.3        0.9        0.8       13.7        7.7
 
Number of Traders in Each Category                                    Total Traders:       308 
        16         12          9        109         38         44         44         43         27         36         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    30,147
Positions
         0      9,614          0     12,102      5,490      2,551        473      4,465      1,196        800          0          0     13,025      6,831
 
Changes from:       July 27, 2021                                    Total Change is:       367
         0          1          0        -12        465          0          0         44          0          0          0          0        379       -143
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.9        0.0       40.1       18.2        8.5        1.6       14.8        4.0        2.7        0.0        0.0       43.2       22.7
 
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 August 3, 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    28,011
Positions
     1,415      1,193          0      5,704     19,590      1,317     12,103      1,545          0          0        975          0      7,472      3,391
 
Changes from:       July 27, 2021                                    Total Change is:        52
       409          4          0       -112        402       -368         67          0          0          0          0          0         56         14
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        4.3        0.0       20.4       69.9        4.7       43.2        5.5        0.0        0.0        3.5        0.0       26.7       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 August 3, 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   169,889
Positions
    45,699      8,507        303     42,804     97,804      3,538     51,864     26,834        831      5,452      2,520          0     19,398     29,552
 
Changes from:       July 27, 2021                                    Total Change is:     2,049
       407     -1,629          0        268      2,970         57       -659       -119        390         24        920          0      1,562       -540
 
Percent of Open Interest Represented by Each Category of Trader
      26.9        5.0        0.2       25.2       57.6        2.1       30.5       15.8        0.5        3.2        1.5        0.0       11.4       17.4
 
Number of Traders in Each Category                                    Total Traders:        88 
        10          4          .         12         18          6         19         19          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    54,727
Positions
       387     23,018          0     37,707        200         38     11,030     29,222          6      2,528      1,184         73      2,958        986
 
Changes from:       July 27, 2021                                    Total Change is:     2,978
         5        610          0        -59        100         12      2,107      2,138        -35        570        281         73        305       -201
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       42.1        0.0       68.9        0.4        0.1       20.2       53.4        0.0        4.6        2.2        0.1        5.4        1.8
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          5          0         12          .          .         21          6          .          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   154,363
Positions
     4,827     97,625        505     70,986      7,802      1,858     61,198     19,105      3,317      4,505     21,321          0      7,167      2,830
 
Changes from:       July 27, 2021                                    Total Change is:     4,015
        98      3,893          0      2,377        170       -256      3,001        784     -1,419       -394      1,284          0        608       -441
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       63.2        0.3       46.0        5.1        1.2       39.6       12.4        2.1        2.9       13.8        0.0        4.6        1.8
 
Number of Traders in Each Category                                    Total Traders:       159 
         .         11          .         26          6          5         61         27         14         11         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    41,258
Positions
     1,085     17,420         33     19,121        838          0     13,759     19,230        141      3,869      1,974         18      3,232      1,604
 
Changes from:       July 27, 2021                                    Total Change is:    -2,221
       240        -60     -3,683      2,512       -681        -33      1,531      3,637     -1,344     -1,025        -10          0       -419        -47
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       42.2        0.1       46.3        2.0        0.0       33.3       46.6        0.3        9.4        4.8        0.0        7.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        63 
         4          .          .         10          .          0         17         13          .          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    42,743
Positions
    11,440     13,698          0      5,601     10,247      1,027     19,319     12,600        621        530        348         22      4,183      4,180
 
Changes from:       July 27, 2021                                    Total Change is:    -1,210
       293       -620          0       -106     -1,794        197     -2,018        914        270        -94       -192          0        248         15
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       32.0        0.0       13.1       24.0        2.4       45.2       29.5        1.5        1.2        0.8        0.1        9.8        9.8
 
Number of Traders in Each Category                                    Total Traders:        96 
         9          4          0         12         18          6         34         13          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    17,158
Positions
     2,988      4,876          0      3,990      3,302          0      7,785      7,573          1      1,022          0          0      1,372      1,406
 
Changes from:       July 27, 2021                                    Total Change is:    -1,166
      -101        -10          0       -573        167          0       -879       -791          0        399       -379          0        -12       -153
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       28.4        0.0       23.3       19.2        0.0       45.4       44.1        0.0        6.0        0.0        0.0        8.0        8.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0          5          5          0         13         14          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    55,408
Positions
    13,946     22,134        610     18,987      1,516        301     10,712      7,953      1,246        616     15,494          0      8,992      6,157
 
Changes from:       July 27, 2021                                    Total Change is:     4,131
       349      2,018         96      2,037        -90         33      1,022      1,482        435          0        239          0        160        -81
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       39.9        1.1       34.3        2.7        0.5       19.3       14.4        2.2        1.1       28.0        0.0       16.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       112 
        11         20          .         27          6          7         29         11          6          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   110,815
Positions
    27,891     44,267      1,219     37,974      3,031        601     21,423     15,905      2,491      1,232     30,987          0     17,984     12,314
 
Changes from:       July 27, 2021                                    Total Change is:     8,261
       698      4,036        191      4,074       -180         66      2,044      2,964        869          0        477          0        319       -162
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       39.9        1.1       34.3        2.7        0.5       19.3       14.4        2.2        1.1       28.0        0.0       16.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       112 
        11         20          .         27          6          7         29         11          6          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    45,128
Positions
     2,403     39,650        200     36,517          0      1,564      1,759      2,880          0          0          0          0      2,685        834
 
Changes from:       July 27, 2021                                    Total Change is:      -265
       412     -1,796        200       -742          0        204       -140        511          0          0          0          0       -199        616
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       87.9        0.4       80.9        0.0        3.5        3.9        6.4        0.0        0.0        0.0        0.0        5.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          7          .         19          0          4          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   568,882
Positions
    35,318    147,096     42,112    261,605     79,817     50,854     44,114     79,855     38,293     27,086     65,669      1,059     68,441     64,127
 
Changes from:       July 27, 2021                                    Total Change is:     8,425
    -1,287     -4,468      4,096     -2,750       -446       -225      4,079      1,897      3,301     -2,456      1,709        154      3,513      2,406
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       25.9        7.4       46.0       14.0        8.9        7.8       14.0        6.7        4.8       11.5        0.2       12.0       11.3
 
Number of Traders in Each Category                                    Total Traders:       514 
        32         32         26        166         75        104         70         88         59         28         23          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    22,782
Positions
     6,493     18,564          0     11,371      2,034          0      3,284      1,315          0          0          0          0      1,634        869
 
Changes from:       July 27, 2021                                    Total Change is:     1,208
      -204        971         -3        387          0          0      1,295         56          0          0          0          0       -267        184
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       81.5        0.0       49.9        8.9        0.0       14.4        5.8        0.0        0.0        0.0        0.0        7.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          8          0          5          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    22,898
Positions
    10,692     17,435         62      8,303      1,425        145      1,042      2,775          0          0          0          0      2,654      1,056
 
Changes from:       July 27, 2021                                    Total Change is:       721
       295        -13         62        137          0          0        505        632          0          0          0          0       -278         40
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       76.1        0.3       36.3        6.2        0.6        4.6       12.1        0.0        0.0        0.0        0.0       11.6        4.6
 
Number of Traders in Each Category                                    Total Traders:        34 
         7          7          .         11          .          .          .          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 2,697,035
Positions
   183,041    773,260    155,960  1,303,027    399,084    254,271    244,024    448,067     87,921    135,428    328,345      5,294    328,069    244,833
 
Changes from:       July 27, 2021                                    Total Change is:    30,574
    -4,861    -13,764     12,408    -13,749     -2,232     -1,126     24,358     25,841      5,776    -12,279      8,546        768     19,279     -5,643
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       28.7        5.8       48.3       14.8        9.4        9.0       16.6        3.3        5.0       12.2        0.2       12.2        9.1
 
Number of Traders in Each Category                                    Total Traders:       514 
        32         32         22        166         75        104         71         87         57         28         23          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    28,947
Positions
    10,252     26,555         12     14,030        498         20      1,106      1,220         93          0          0          0      3,434        549
 
Changes from:       July 27, 2021                                    Total Change is:      -271
       216       -888         -1       -979          0          0        261        538         87          0          0          0        145         -7
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       91.7        0.0       48.5        1.7        0.1        3.8        4.2        0.3        0.0        0.0        0.0       11.9        1.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         7          7          .         17          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    20,146
Positions
     2,658     16,713          1     13,795          0        394      1,118      2,128          0          0          0          0      2,180        910
 
Changes from:       July 27, 2021                                    Total Change is:     3,233
       101      3,415          0      3,091          0          0         76       -643          0          0          0          0        -35        461
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       83.0        0.0       68.5        0.0        2.0        5.5       10.6        0.0        0.0        0.0        0.0       10.8        4.5
 
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 August 3, 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    42,313
Positions
     3,840     13,229        148     25,190     21,108      1,982      2,779      2,259         16          0          0          0      8,358      3,571
 
Changes from:       July 27, 2021                                    Total Change is:    -1,498
      -129       -553          6       -465       -155       -290       -487       -487       -150          0          0          0         17        131
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       31.3        0.3       59.5       49.9        4.7        6.6        5.3        0.0        0.0        0.0        0.0       19.8        8.4
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          6          .         29         17         11          6          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   453,220
Positions
   120,598     39,918      4,954    204,720    175,614     37,869     45,592    120,102      5,199      5,421     47,330         22     28,845     22,212
 
Changes from:       July 27, 2021                                    Total Change is:    -3,847
       668      2,408        456     -1,786     -6,923      1,081     -3,462        725      1,412       -675       -181     -1,017       -524     -1,808
 
Percent of Open Interest Represented by Each Category of Trader
      26.6        8.8        1.1       45.2       38.7        8.4       10.1       26.5        1.1        1.2       10.4        0.0        6.4        4.9
 
Number of Traders in Each Category                                    Total Traders:       324 
        31         11          4         86         55         52         41         72         25          9         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    32,734
Positions
     5,892     31,065          0     22,976        476          0      2,092        726          5          0          0          0      1,769        462
 
Changes from:       July 27, 2021                                    Total Change is:        86
        -3          0          0       -443         -6          0        263         84          0          0          0          0        269          8
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       94.9        0.0       70.2        1.5        0.0        6.4        2.2        0.0        0.0        0.0        0.0        5.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          8          0         13          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    15,708
Positions
       275      2,147          0      9,895        216          4        803      5,142          0      1,118      2,639          0      3,613      5,560
 
Changes from:       July 27, 2021                                    Total Change is:        -2
         0        253          0        266        216          0         -1        278          0          0       -341          0       -267       -408
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       13.7        0.0       63.0        1.4        0.0        5.1       32.7        0.0        7.1       16.8        0.0       23.0       35.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0         10          .          .          .          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    47,784
Positions
     8,711      5,617        619      7,477      2,959        824     18,799      3,834          6      3,821          0          0      7,527     33,925
 
Changes from:       July 27, 2021                                    Total Change is:      -103
        80        -84         26     -1,104     -1,271        536       -382     -1,633        -57       -570          0          0      1,368      2,380
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       11.8        1.3       15.6        6.2        1.7       39.3        8.0        0.0        8.0        0.0        0.0       15.8       71.0
 
Number of Traders in Each Category                                    Total Traders:        52 
         8          8          .          9          4          6         14          5          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   425,247
Positions
    39,301    266,437     10,138    289,146     72,961     52,302     14,615     12,123        818      8,169      4,255          0     10,758      6,213
 
Changes from:       July 27, 2021                                    Total Change is:    -8,419
    -2,725     -4,807         33     -6,820     -1,709        269        309        279        131       -154      1,516          0        538     -4,131
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       62.7        2.4       68.0       17.2       12.3        3.4        2.9        0.2        1.9        1.0        0.0        2.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       191 
        12         14          7         81         39         42         24         14          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 1,069,000
Positions
    87,839    477,976      2,985    690,224    298,032    128,616     78,231     76,040      7,886     42,457     60,918      1,046     29,716     15,501
 
Changes from:       July 27, 2021                                    Total Change is:      -489
    -7,415      6,599     -2,742      9,785    -27,714      2,934     -5,352      8,502      1,777      2,246     10,660          1     -1,723       -506
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       44.7        0.3       64.6       27.9       12.0        7.3        7.1        0.7        4.0        5.7        0.1        2.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       407 
        25         21          6        162         76         83         47         35         24         27         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   235,832
Positions
    32,874    172,530     40,970     17,888      7,397      2,626    128,416        386     11,625      1,106        177          0        327        121
 
Changes from:       July 27, 2021                                    Total Change is:    10,823
    -2,865      7,447      2,863        480        300       -465     10,113        -20        688          2          0          0          7         10
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       73.2       17.4        7.6        3.1        1.1       54.5        0.2        4.9        0.5        0.1        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        89 
        10         22         17         13          .          .         30          .          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    44,609
Positions
    12,932      7,728        165     12,791      8,318      1,275      7,689     15,046        867      2,194      2,386         37      6,658      8,786
 
Changes from:       July 27, 2021                                    Total Change is:    -2,336
       211       -321         10        331       -938        143     -3,050     -1,289         68        203       -155         11       -263        136
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       17.3        0.4       28.7       18.6        2.9       17.2       33.7        1.9        4.9        5.3        0.1       14.9       19.7
 
Number of Traders in Each Category                                    Total Traders:       295 
        24         19          .         65         44         36         42         65         27         14         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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   223,043
Positions
    64,660     38,642        823     63,955     41,591      6,377     38,446     75,229      4,335     10,968     11,929        187     33,292     43,930
 
Changes from:       July 27, 2021                                    Total Change is:   -11,679
     1,057     -1,607         50      1,657     -4,688        717    -15,252     -6,447        338      1,015       -777         54     -1,315        681
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       17.3        0.4       28.7       18.6        2.9       17.2       33.7        1.9        4.9        5.3        0.1       14.9       19.7
 
Number of Traders in Each Category                                    Total Traders:       295 
        24         19          .         65         44         36         42         65         27         14         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    81,790
Positions
         0      2,821          0        303        299          0     33,457     43,212        331      3,370      4,379        300     44,029     30,448
 
Changes from:       July 27, 2021                                    Total Change is:     9,662
      -456      1,467          0        -19         21          0     10,328      4,205       -167        190        576       -146        -68      3,706
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        3.4        0.0        0.4        0.4        0.0       40.9       52.8        0.4        4.1        5.4        0.4       53.8       37.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          .          0          .          .          0         10          6          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                          
CFTC Code #020601                                                    Open Interest is 1,208,169
Positions
    10,485    125,905      2,794    606,125    294,246    230,008     83,465    314,271     17,458     68,255     44,866      5,315    184,264    173,306
 
Changes from:       July 27, 2021                                    Total Change is:    21,987
     2,006      4,812       -471     21,567     -8,436     -1,235      9,830     22,577     -2,968     -3,453      5,864      5,077     -8,366     -3,233
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       10.4        0.2       50.2       24.4       19.0        6.9       26.0        1.4        5.6        3.7        0.4       15.3       14.3
 
Number of Traders in Each Category                                    Total Traders:       196 
         6         19          4         59         41         58         17         35         16          8         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 1,265,818
Positions
    30,847    103,239        200    695,540    285,242    185,738     68,239    458,660     66,255     71,048     21,879        202    147,749    144,403
 
Changes from:       July 27, 2021                                    Total Change is:    30,518
       781     -1,603       -132    -10,209      3,958     -1,931       -697    -18,416     44,397      2,630       -915        -70     -4,251      5,230
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.2        0.0       54.9       22.5       14.7        5.4       36.2        5.2        5.6        1.7        0.0       11.7       11.4
 
Number of Traders in Each Category                                    Total Traders:       161 
         .         12          .         71         30         59          8         26         13          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 1,987,967
Positions
    46,038    154,725     10,105    836,389    518,211    337,916    430,241    662,341     52,663    121,296    116,820      5,601    147,718    129,585
 
Changes from:       July 27, 2021                                    Total Change is:    12,283
   -11,053      2,016     -1,182     -3,169     -2,225      8,083      5,736      2,924       -722      6,787      5,444      1,251      6,552     -3,306
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        7.8        0.5       42.1       26.1       17.0       21.6       33.3        2.6        6.1        5.9        0.3        7.4        6.5
 
Number of Traders in Each Category                                    Total Traders:       304 
        13         32          9         96         44         79         38         46         22         17         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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 4,097,814
Positions
   204,694    269,497     36,535  1,530,141  1,509,186    774,332    957,556    556,434    100,426    122,565    283,491      5,181    366,384    562,732
 
Changes from:       July 27, 2021                                    Total Change is:    26,077
    21,666     25,637      2,198     54,837     18,293    -15,961      1,300    -20,112         62    -41,115     17,918      4,147     -1,057     -6,105
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        6.6        0.9       37.3       36.8       18.9       23.4       13.6        2.5        3.0        6.9        0.1        8.9       13.7
 
Number of Traders in Each Category                                    Total Traders:       449 
        19         43         13         81        116        112         58         83         46         16         33          5
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Traders in Financial Futures - Futures Only Positions as of August 3, 2021                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,458,798
Positions
   102,988     29,586      6,027    461,880    545,969    183,280    488,210    346,032     14,976     71,663     55,525        701    129,073    276,702
 
Changes from:       July 27, 2021                                    Total Change is:   -29,506
    -1,417      1,095       -755    -26,582    -18,305      3,070    -12,832    -21,130      9,930     -3,184     -8,673       -129      2,393      5,391
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        2.0        0.4       31.7       37.4       12.6       33.5       23.7        1.0        4.9        3.8        0.0        8.8       19.0
 
Number of Traders in Each Category                                    Total Traders:       160 
         6          8          4         24         66         51         26         17         13          5          8          .
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Traders in Financial Futures - Futures Only Positions as of August 3, 2021                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,441,853
Positions
    33,801    237,354     27,093  1,674,006    957,013    685,209    334,517    805,980     90,910    294,883    216,475        525    300,909    421,294
 
Changes from:       July 27, 2021                                    Total Change is:   -38,089
     4,270      5,797     -1,079    -26,043    -46,051     -3,509    -46,037     -2,832     10,797     16,138      9,617        114      7,260    -10,943
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        6.9        0.8       48.6       27.8       19.9        9.7       23.4        2.6        8.6        6.3        0.0        8.7       12.2
 
Number of Traders in Each Category                                    Total Traders:       339 
         7         37         13         76         75         83         38         71         38         11         24          .
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Traders in Financial Futures - Futures Only Positions as of August 3, 2021                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is   972,491
Positions
   246,156    163,839    363,899     33,247      5,527     10,906     49,191    155,672    232,306          0      5,484          0     36,786     34,858
 
Changes from:       July 27, 2021                                    Total Change is:  -113,025
   -55,907    -49,476    -20,579     -3,126        610      1,668    -31,541    -26,019    -17,731          0     -1,500          0     14,191          2
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       16.8       37.4        3.4        0.6        1.1        5.1       16.0       23.9        0.0        0.6        0.0        3.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        92 
        20         30         45          .          .          .         14         19         26          0          .          0
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Traders in Financial Futures - Futures Only Positions as of August 3, 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 is12,215,153
Positions
 3,119,515  1,589,576  1,943,659    751,262  1,210,301    832,352  1,928,824  2,690,570  2,797,842     34,570    167,390    172,924    634,205    810,539
 
Changes from:       July 27, 2021                                    Total Change is:   200,480
   158,733        922     35,872    106,179     -3,558     10,697   -143,864    172,103      1,839     -1,700    -15,888      2,768     29,956     -4,275
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       13.0       15.9        6.2        9.9        6.8       15.8       22.0       22.9        0.3        1.4        1.4        5.2        6.6
 
Number of Traders in Each Category                                    Total Traders:       248 
        35         38         66         23         17         31         36         65         86          5         18         12
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Traders in Financial Futures - Futures Only Positions as of August 3, 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   662,463
Positions
   172,552    171,323    189,772     19,475      9,309      9,935    125,553    126,634    132,368        251     10,273     12,385        172        464
 
Changes from:       July 27, 2021                                    Total Change is:    11,893
    12,216     -2,554     -1,880      1,528    -11,237      1,964     -7,242     21,624      1,357       -299     -1,846      4,166         83        299
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       25.9       28.6        2.9        1.4        1.5       19.0       19.1       20.0        0.0        1.6        1.9        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:       112 
        18         27         28          4          .          .         15         28         31          4         10          6
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Traders in Financial Futures - Futures Only Positions as of August 3, 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   123,797
Positions
    43,704     30,421     19,295      8,234      5,432        300     21,213     29,271     29,322        126        787        959        644      8,010
 
Changes from:       July 27, 2021                                    Total Change is:   -61,367
     2,226    -32,864    -10,669      1,091        -97       -992    -39,385    -11,136    -13,777        -50        587       -327        516      7,908
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       24.6       15.6        6.7        4.4        0.2       17.1       23.6       23.7        0.1        0.6        0.8        0.5        6.5
 
Number of Traders in Each Category                                    Total Traders:        76 
        13         14         13          4          .          .         18         21         22          .          .          .
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Traders in Financial Futures - Futures Only Positions as of August 3, 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   127,715
Positions
     1,050     46,224          0      1,639      1,606          0      6,196     33,550     45,672     73,140        591          0         18         72
 
Changes from:       July 27, 2021                                    Total Change is:     3,147
         0      1,673          0          0          0          0        240      1,497         -4      2,900          0          0         11        -19
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       36.2        0.0        1.3        1.3        0.0        4.9       26.3       35.8       57.3        0.5        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          7          0          .          4          0          .          8          .          5          .          0
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Traders in Financial Futures - Futures Only Positions as of August 3, 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     6,408
Positions
       232         74        140        643        234          0      1,969      4,782        206      1,571        169         42      1,605        761
 
Changes from:       July 27, 2021                                    Total Change is:    -1,394
        37        -31         36        149         69        -13       -831        -59       -991        587       -137       -281        -87         13
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        1.2        2.2       10.0        3.7        0.0       30.7       74.6        3.2       24.5        2.6        0.7       25.0       11.9
 
Number of Traders in Each Category                                    Total Traders:        69 
         .          .          .          6          .          0         23         22          5         11          .          .
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Traders in Financial Futures - Futures Only Positions as of August 3, 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    14,072
Positions
        69         84          0         39          0          0      3,222     11,303      1,187      5,546        527        218      3,791        753
 
Changes from:       July 27, 2021                                    Total Change is:    -5,434
        69     -1,237         -4         39          0          0     -5,349     -2,418     -1,335      1,816        -11       -157       -513       -272
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        0.6        0.0        0.3        0.0        0.0       22.9       80.3        8.4       39.4        3.7        1.5       26.9        5.4
 
Number of Traders in Each Category                                    Total Traders:        97 
         .          .          0          .          0          0         17          6          .         58         12          .
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Traders in Financial Futures - Futures Only Positions as of August 3, 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     3,501
Positions
        53         97         41         25         51          0        778      2,788        113      1,291          0         66      1,134        345
 
Changes from:       July 27, 2021                                    Total Change is:       368
        -8          7        -17          0        -24          0        121        408         -9        234          0         66        -19        -63
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        2.8        1.2        0.7        1.5        0.0       22.2       79.6        3.2       36.9        0.0        1.9       32.4        9.9
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .          .          .          0         11         17          .          9          0          .
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Traders in Financial Futures - Futures Only Positions as of August 3, 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    43,131
Positions
     1,780     21,910          0     11,654      2,285        898     15,843     13,844        546      5,750      1,369         31      6,629      2,248
 
Changes from:       July 27, 2021                                    Total Change is:        72
       131      1,387          0       -371        460          0      2,194     -1,227       -672         29         31        -11     -1,228        104
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       50.8        0.0       27.0        5.3        2.1       36.7       32.1        1.3       13.3        3.2        0.1       15.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       120 
         4          .          0         13          .          .         26         26          4         37         10          .
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Traders in Financial Futures - Futures Only Positions as of August 3, 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   312,851
Positions
    51,544     19,349      9,071    109,992     68,411     26,896     26,005     95,212     57,047      4,684      1,337      5,173     22,439     30,355
 
Changes from:       July 27, 2021                                    Total Change is:    10,533
    -3,205        521       -717      2,153     -2,100      2,497      2,723      4,927      2,468        122     -1,496      1,105      3,387      3,328
 
Percent of Open Interest Represented by Each Category of Trader
      16.5        6.2        2.9       35.2       21.9        8.6        8.3       30.4       18.2        1.5        0.4        1.7        7.2        9.7
 
Number of Traders in Each Category                                    Total Traders:       153 
        13          9         14         18         31         24         25         43         39          .          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 3, 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    37,693
Positions
     3,290      7,780        225     23,382      3,160          0      3,728     26,419          0      6,594          0          0        474        109
 
Changes from:       July 27, 2021                                    Total Change is:       780
        50        -30         45      2,468        811          0     -1,338        -48          0       -501          0          0         56          2
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       20.6        0.6       62.0        8.4        0.0        9.9       70.1        0.0       17.5        0.0        0.0        1.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          4          .         14          4          0          8          4          0         19          0          0
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Updated August 6, 2021