Traders in Financial Futures - Futures Only Positions as of September 28, 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   118,066
Positions
     8,872     17,392        407     34,223     31,993      6,341     19,800     29,306      2,385     13,137      2,743      1,154     31,747     26,345
 
Changes from:       September 21, 2021                               Total Change is:      -462
     3,200      1,196       -137     -5,032     -2,751         44      2,448     -2,100        636       -323        327         51     -1,349      2,272
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       14.7        0.3       29.0       27.1        5.4       16.8       24.8        2.0       11.1        2.3        1.0       26.9       22.3
 
Number of Traders in Each Category                                    Total Traders:        95 
         5          7          .         13         18          9         16         22         10         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    58,506
Positions
    37,294      1,629          5      2,164     21,363        824      9,147      9,142         12          0          0          0      9,060     25,531
 
Changes from:       September 21, 2021                               Total Change is:     1,668
     3,554        -17          4         21        128       -139     -1,352        446         -1       -475          0          0         56      1,247
 
Percent of Open Interest Represented by Each Category of Trader
      63.7        2.8        0.0        3.7       36.5        1.4       15.6       15.6        0.0        0.0        0.0        0.0       15.5       43.6
 
Number of Traders in Each Category                                    Total Traders:        54 
         7          .          .          .         21          5          9         12          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   171,773
Positions
    38,012     23,318        778     44,608     73,732      3,697     51,399     29,618      3,158      3,150      5,126          0     26,971     32,346
 
Changes from:       September 21, 2021                               Total Change is:    11,865
     7,783         55         86     -3,689        245       -172      5,939      5,651        707        458         20          0        753      5,273
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       13.6        0.5       26.0       42.9        2.2       29.9       17.2        1.8        1.8        3.0        0.0       15.7       18.8
 
Number of Traders in Each Category                                    Total Traders:       126 
         8          6          4         17         29         12         30         27         16          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   219,638
Positions
   112,536     19,750         91     46,044     91,395      5,425     33,996     64,226      1,790      1,950        636          0     17,806     36,325
 
Changes from:       September 21, 2021                               Total Change is:    28,425
    18,712     -6,271         65     -1,451     18,803       -861     14,090     11,683       -626        375       -485          0     -1,879      6,117
 
Percent of Open Interest Represented by Each Category of Trader
      51.2        9.0        0.0       21.0       41.6        2.5       15.5       29.2        0.8        0.9        0.3        0.0        8.1       16.5
 
Number of Traders in Each Category                                    Total Traders:       126 
         8          6          .         19         27         12         23         37         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   668,067
Positions
    28,469    326,257      1,950    412,831    139,678     26,123     53,203     98,491      5,666     47,378      7,007      5,297     87,150     57,598
 
Changes from:       September 21, 2021                               Total Change is:     4,548
     8,008    -24,460        550    -11,874      5,124        485      2,305     17,866        568      3,589        896       -726      1,643      4,245
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       48.8        0.3       61.8       20.9        3.9        8.0       14.7        0.8        7.1        1.0        0.8       13.0        8.6
 
Number of Traders in Each Category                                    Total Traders:       324 
        13         17          9        107         43         41         39         56         19         36         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    30,150
Positions
         0     11,631          0     12,819      6,834      2,636          0      3,710          0        800          0          0     13,895      5,339
 
Changes from:       September 21, 2021                               Total Change is:       680
         0         21          0        179        631        -48          0          0          0          0          0          0        549         76
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.6        0.0       42.5       22.7        8.7        0.0       12.3        0.0        2.7        0.0        0.0       46.1       17.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0         13          5          7          0          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    28,136
Positions
     7,609          0          0      5,027     19,433      1,567      6,871      1,545        459          0        775          0      6,603      4,357
 
Changes from:       September 21, 2021                               Total Change is:      -852
       425       -697          0       -665         33         -3       -852       -660        459          0       -100          0       -216        116
 
Percent of Open Interest Represented by Each Category of Trader
      27.0        0.0        0.0       17.9       69.1        5.6       24.4        5.5        1.6        0.0        2.8        0.0       23.5       15.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          0          0          5          9          5          5          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   180,869
Positions
   105,549      3,724        194     41,530     87,580      3,829     12,556     48,020        766      1,685      3,681        300     14,460     32,775
 
Changes from:       September 21, 2021                               Total Change is:    -4,623
     2,398        112         75       -741     -7,445        335     -5,886        104       -534          8      1,411       -440        162      1,759
 
Percent of Open Interest Represented by Each Category of Trader
      58.4        2.1        0.1       23.0       48.4        2.1        6.9       26.5        0.4        0.9        2.0        0.2        8.0       18.1
 
Number of Traders in Each Category                                    Total Traders:        93 
        10          4          .         11         18          7         16         27          7          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 2021                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    51,604
Positions
       162     33,923          2     31,306        155          0     14,350     11,340          0      3,194      5,100        105      2,485        979
 
Changes from:       September 21, 2021                               Total Change is:    -2,025
      -112         14          0     -2,238        155          0        181     -2,406          0         -2         48         52         94        112
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       65.7        0.0       60.7        0.3        0.0       27.8       22.0        0.0        6.2        9.9        0.2        4.8        1.9
 
Number of Traders in Each Category                                    Total Traders:        62 
         .          5          .         15          .          0         23          7          0          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   172,640
Positions
     6,177    111,070        551     87,040      8,180      1,622     64,191     23,632      1,837      5,621     22,255         91      5,510      3,402
 
Changes from:       September 21, 2021                               Total Change is:     2,742
     2,745     -1,731         45        -68      1,803         78       -839      2,480        875        938     -1,343         19     -1,051        516
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       64.3        0.3       50.4        4.7        0.9       37.2       13.7        1.1        3.3       12.9        0.1        3.2        2.0
 
Number of Traders in Each Category                                    Total Traders:       160 
         5         11          .         25          9          8         53         28          7         13         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    27,975
Positions
       685         68      4,676      5,657      2,907        167      7,278     15,610        667      5,838      1,743          0      3,007      2,137
 
Changes from:       September 21, 2021                               Total Change is:     4,585
        25     -1,614      4,579     -2,115        471        167        733         20        451        649        270          0         96        241
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        0.2       16.7       20.2       10.4        0.6       26.0       55.8        2.4       20.9        6.2        0.0       10.7        7.6
 
Number of Traders in Each Category                                    Total Traders:        75 
         4          .          .          9          6          .         18         16          4         15          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    33,673
Positions
     3,494     13,142         11      7,827      8,356        981     16,530      5,826        298        370      1,249         56      4,106      3,754
 
Changes from:       September 21, 2021                               Total Change is:    -3,018
       350       -375          0       -541     -1,987       -137     -1,831     -1,268       -169         67        908         10       -767          0
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       39.0        0.0       23.2       24.8        2.9       49.1       17.3        0.9        1.1        3.7        0.2       12.2       11.1
 
Number of Traders in Each Category                                    Total Traders:        85 
         4          6          .         13         16          6         28         13          5          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 2021                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    14,727
Positions
     4,298      1,510          0      7,252      4,792          0      1,180      6,104        574        130          0          0      1,293      1,747
 
Changes from:       September 21, 2021                               Total Change is:         7
     1,697        -20          0       -791      1,460          0       -657     -1,298       -292       -213          0          0        263        157
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       10.3        0.0       49.2       32.5        0.0        8.0       41.4        3.9        0.9        0.0        0.0        8.8       11.9
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          .          0          4          4          0          4         12          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    49,272
Positions
    15,414     20,754        612     13,428      2,777        317      8,774      3,234      1,442        652     14,330          0      8,636      5,808
 
Changes from:       September 21, 2021                               Total Change is:     1,330
    -1,038      3,204         75      2,355        655       -187        102     -2,607         94        344       -117          0       -414        215
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       42.1        1.2       27.3        5.6        0.6       17.8        6.6        2.9        1.3       29.1        0.0       17.5       11.8
 
Number of Traders in Each Category                                    Total Traders:        97 
        15         13          5         24          7          6         21         11          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    98,544
Positions
    30,828     41,508      1,223     26,855      5,554        633     17,547      6,467      2,883      1,303     28,660          0     17,272     11,616
 
Changes from:       September 21, 2021                               Total Change is:     2,660
    -2,075      6,407        149      4,709      1,310       -374        203     -5,214        187        688       -234          0       -827        429
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       42.1        1.2       27.3        5.6        0.6       17.8        6.6        2.9        1.3       29.1        0.0       17.5       11.8
 
Number of Traders in Each Category                                    Total Traders:        97 
        15         13          5         24          7          6         21         11          7          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    41,445
Positions
     5,943     27,012        859     27,701      7,403      1,445      2,541      4,226          0          0          0          0      2,956        500
 
Changes from:       September 21, 2021                               Total Change is:     3,866
     1,590     -2,780        859      1,288      5,865       -141         61        151          0          0          0          0        209        -88
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       65.2        2.1       66.8       17.9        3.5        6.1       10.2        0.0        0.0        0.0        0.0        7.1        1.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          6          .         19          .          4          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   491,475
Positions
    37,122    147,039     15,001    238,327     74,614     61,818     49,440     58,186      8,417     26,437     77,277        732     54,180     48,390
 
Changes from:       September 21, 2021                               Total Change is:       839
       174       -781      2,719     -9,760     -2,258      1,818     10,501     -5,923        187     -2,340      1,898        108     -2,567      3,070
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       29.9        3.1       48.5       15.2       12.6       10.1       11.8        1.7        5.4       15.7        0.1       11.0        9.8
 
Number of Traders in Each Category                                    Total Traders:       518 
        33         29         20        162         77        100         67         87         52         34         29          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    26,199
Positions
     7,248     22,413          0     14,297      3,112          0      2,891          0          0          0          0          0      1,763        674
 
Changes from:       September 21, 2021                               Total Change is:    -1,038
       620     -1,104          0       -455          0          0       -389          0          0          0          0          0       -814         66
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       85.5        0.0       54.6       11.9        0.0       11.0        0.0        0.0        0.0        0.0        0.0        6.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          6          0          6          .          0          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    30,421
Positions
     8,612     27,584          0     13,946          0        145      2,079      1,711          0          0          0          0      5,639        981
 
Changes from:       September 21, 2021                               Total Change is:     5,181
      -330      6,703          0      3,166     -1,507          0       -438         24          0          0          0          0      2,783        -39
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       90.7        0.0       45.8        0.0        0.5        6.8        5.6        0.0        0.0        0.0        0.0       18.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         4         11          0         12          0          .          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 2,457,374
Positions
   185,610    735,196     75,006  1,191,633    373,072    309,092    247,202    290,929     42,086    132,186    386,385      3,659    270,900    241,949
 
Changes from:       September 21, 2021                               Total Change is:     4,193
       870     -3,906     13,596    -48,802    -11,289      9,090     52,503    -29,614        935    -11,702      9,492        538    -12,835     15,351
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       29.9        3.1       48.5       15.2       12.6       10.1       11.8        1.7        5.4       15.7        0.1       11.0        9.8
 
Number of Traders in Each Category                                    Total Traders:       518 
        33         29         20        162         77        100         67         87         52         34         29          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    24,910
Positions
     9,467     21,693          0      9,698        481          0      1,052      1,819         98          0          0          0      4,595        819
 
Changes from:       September 21, 2021                               Total Change is:     2,269
        97      2,742          0        588          0        -20        227       -596        -11          0          0          0      1,388        154
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       87.1        0.0       38.9        1.9        0.0        4.2        7.3        0.4        0.0        0.0        0.0       18.4        3.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         6          7          0         13          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    26,852
Positions
     7,815     21,395          0     14,101      2,244        392      1,292          0          0          0          0          0      3,252      2,821
 
Changes from:       September 21, 2021                               Total Change is:     5,158
     5,836        810          0     -1,573      2,244          0        388          0          0          0          0          0        507      2,104
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       79.7        0.0       52.5        8.4        1.5        4.8        0.0        0.0        0.0        0.0        0.0       12.1       10.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          9          0          6          .          .          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    41,449
Positions
     3,600     11,133        336     23,127     22,484      1,522      3,530      2,135          3          0          0          0      9,331      3,836
 
Changes from:       September 21, 2021                               Total Change is:    -2,066
      -646     -1,490        179     -1,787       -338       -346        -51        270         -8          0          0          0        593       -333
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       26.9        0.8       55.8       54.2        3.7        8.5        5.2        0.0        0.0        0.0        0.0       22.5        9.3
 
Number of Traders in Each Category                                    Total Traders:        66 
         4          5          .         29         16          9          8          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   432,574
Positions
    98,876     31,394      3,701    206,359    169,290     42,907     42,927    113,534      4,888      3,659     45,560         77     29,180     21,223
 
Changes from:       September 21, 2021                               Total Change is:       848
    -9,925      9,379        598      4,860     -9,261      1,270      1,186       -773      1,214        693     -1,636         19        933         38
 
Percent of Open Interest Represented by Each Category of Trader
      22.9        7.3        0.9       47.7       39.1        9.9        9.9       26.2        1.1        0.8       10.5        0.0        6.7        4.9
 
Number of Traders in Each Category                                    Total Traders:       329 
        26         14          4         91         54         51         42         70         25          9         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    25,377
Positions
     4,574     23,480          0     15,428        466          0      2,952        887         13      1,435          0          0        975        531
 
Changes from:       September 21, 2021                               Total Change is:       502
      -135        761          0        -95          9          0      1,010        266          5          0          0          0       -283       -539
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       92.5        0.0       60.8        1.8        0.0       11.6        3.5        0.1        5.7        0.0        0.0        3.8        2.1
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          8          0         12          .          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 2021                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    22,378
Positions
         0     10,567          0     16,931          0          8        230      6,383          0        676      2,551          0      4,533      2,869
 
Changes from:       September 21, 2021                               Total Change is:      -199
         0        288          0       -411       -369        -52          0       -633          0       -200        701          0        464       -134
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       47.2        0.0       75.7        0.0        0.0        1.0       28.5        0.0        3.0       11.4        0.0       20.3       12.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          4          0         15          0          .          .          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    48,354
Positions
    12,533      3,403        842     10,581      3,835        949     12,849      9,556        863      2,840      5,956          0      6,897     22,950
 
Changes from:       September 21, 2021                               Total Change is:    -3,014
      -762         88        599     -1,093        234       -434     -2,231       -536         65        822      1,586          0         20     -4,616
 
Percent of Open Interest Represented by Each Category of Trader
      25.9        7.0        1.7       21.9        7.9        2.0       26.6       19.8        1.8        5.9       12.3        0.0       14.3       47.5
 
Number of Traders in Each Category                                    Total Traders:        61 
         7          7          .         11          4          6         12         14          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   391,211
Positions
    33,546    234,962      3,473    265,542     83,251     49,466     15,924      8,358      1,316     10,220      4,141        235     11,489      6,009
 
Changes from:       September 21, 2021                               Total Change is:     1,354
        79      3,410        411      6,183     -1,426     -3,421     -3,159       -271        634       -804        674         -1      1,432      1,344
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       60.1        0.9       67.9       21.3       12.6        4.1        2.1        0.3        2.6        1.1        0.1        2.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       183 
        12         13          6         76         45         42         21          9          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,075,216
Positions
    98,194    524,082      7,759    687,856    305,916    114,761     93,806     61,842      5,183     39,570     37,689      1,226     26,861     16,758
 
Changes from:       September 21, 2021                               Total Change is:     6,381
      -214       -790      2,164     11,106     -5,016     -2,612     -3,096      3,102        390       -459      8,215        -51       -847        979
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       48.7        0.7       64.0       28.5       10.7        8.7        5.8        0.5        3.7        3.5        0.1        2.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       389 
        28         17         10        147         77         82         54         31         20         22         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   243,892
Positions
    30,742    173,687     47,120     17,325      7,397      2,720    132,110        330     12,402      1,206        217          0        267         19
 
Changes from:       September 21, 2021                               Total Change is:     6,200
      -703      4,697      2,562        -33          0         84      6,408          0     -1,102         25          0          0     -1,041        -41
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       71.2       19.3        7.1        3.0        1.1       54.2        0.1        5.1        0.5        0.1        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        88 
        10         23         15         13          .          .         28          .          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 2021                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    46,122
Positions
    12,815     10,412        233     13,891      8,964        920      7,276     12,435        897      1,844      3,403         12      8,232      8,846
 
Changes from:       September 21, 2021                               Total Change is:     1,661
     2,353     -1,976        140     -1,047         -7        239     -1,020      1,287        218        -24        397         -2        805      1,366
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       22.6        0.5       30.1       19.4        2.0       15.8       27.0        1.9        4.0        7.4        0.0       17.8       19.2
 
Number of Traders in Each Category                                    Total Traders:       303 
        29         20          6         58         54         41         36         62         18         14         30          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   230,609
Positions
    64,075     52,060      1,166     69,453     44,818      4,601     36,382     62,174      4,487      9,222     17,014         61     41,162     44,228
 
Changes from:       September 21, 2021                               Total Change is:     8,307
    11,766     -9,881        698     -5,237        -33      1,194     -5,098      6,433      1,088       -122      1,986         -8      4,026      6,830
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       22.6        0.5       30.1       19.4        2.0       15.8       27.0        1.9        4.0        7.4        0.0       17.8       19.2
 
Number of Traders in Each Category                                    Total Traders:       303 
        29         20          6         58         54         41         36         62         18         14         30          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    60,189
Positions
     2,029      1,040          0        408        707          0     16,498     38,738        824        487      4,291         22     39,921     14,567
 
Changes from:       September 21, 2021                               Total Change is:    21,899
      -230        793          0       -164        345          0     11,632     21,933        335     -1,353      1,267         22     11,657     -2,796
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        1.7        0.0        0.7        1.2        0.0       27.4       64.4        1.4        0.8        7.1        0.0       66.3       24.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0          .          .          0          6          8          .          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,235,761
Positions
     6,064    129,148      4,251    601,966    298,835    246,598     99,122    326,585     10,945     78,368     40,560        129    188,318    178,710
 
Changes from:       September 21, 2021                               Total Change is:    27,454
    -3,553      3,413        416     -4,631     10,469     16,321     14,867     -5,401      1,587      4,394        386         16     -1,963        247
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       10.5        0.3       48.7       24.2       20.0        8.0       26.4        0.9        6.3        3.3        0.0       15.2       14.5
 
Number of Traders in Each Category                                    Total Traders:       187 
         4         20          4         55         36         56         17         37         13         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,244,627
Positions
    34,952     98,739        678    685,859    271,118    199,051     67,247    479,299     31,102     69,740     13,757          0    155,998    150,883
 
Changes from:       September 21, 2021                               Total Change is:     1,577
     1,917     -1,445        212     -3,053      8,437      2,499         44    -16,914      4,093        -48     -3,971        -42     -4,045      8,708
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        7.9        0.1       55.1       21.8       16.0        5.4       38.5        2.5        5.6        1.1        0.0       12.5       12.1
 
Number of Traders in Each Category                                    Total Traders:       157 
         4          8          .         69         29         60         11         25         13          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 1,846,432
Positions
    69,771    100,753     23,301    682,020    556,844    328,845    442,147    499,330     53,537    103,444    139,994      1,677    141,690    142,151
 
Changes from:       September 21, 2021                               Total Change is:   -79,394
    27,326    -36,256     -1,330    -92,527     20,269      8,380    -32,684   -111,224     28,669     -7,893      3,202         34     -9,369      8,862
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        5.5        1.3       36.9       30.2       17.8       23.9       27.0        2.9        5.6        7.6        0.1        7.7        7.7
 
Number of Traders in Each Category                                    Total Traders:       309 
        19         28         12         89         47         78         48         40         28         18         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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 4,055,113
Positions
   207,469    179,543     42,996  1,389,618  1,488,527    810,077    950,543    507,240    136,179    193,556    275,961      8,772    315,903    605,818
 
Changes from:       September 21, 2021                               Total Change is:   120,811
    -4,484    -48,039      1,798    -68,460     79,030     21,461     96,803      9,018     36,436     59,655    -17,029       -872    -21,526     39,008
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        4.4        1.1       34.3       36.7       20.0       23.4       12.5        3.4        4.8        6.8        0.2        7.8       14.9
 
Number of Traders in Each Category                                    Total Traders:       439 
        21         33         10         82        116        110         58         87         43         17         25          4
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Traders in Financial Futures - Futures Only Positions as of September 28, 2021                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,449,187
Positions
   103,015     29,319      7,023    445,737    528,220    163,077    525,266    343,267     12,930     60,173     79,485        694    131,272    285,172
 
Changes from:       September 21, 2021                               Total Change is:     7,987
    12,795     -8,805       -334      9,162        578    -11,587      1,399      5,252     -3,145     -7,459     16,546        -72      7,228      9,554
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        2.0        0.5       30.8       36.4       11.3       36.2       23.7        0.9        4.2        5.5        0.0        9.1       19.7
 
Number of Traders in Each Category                                    Total Traders:       162 
         5          6          .         28         65         56         20         23         12          4         11          .
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Traders in Financial Futures - Futures Only Positions as of September 28, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,664,572
Positions
    98,210    184,186     21,611  1,868,977    965,368    686,469    263,699  1,029,730    139,660    298,302    187,447      2,529    285,115    447,572
 
Changes from:       September 21, 2021                               Total Change is:   100,625
    30,673      9,014     -1,379      8,529     22,717      7,308     41,388     46,120     14,721      1,599    -19,683      2,143     -4,357     19,664
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        5.0        0.6       51.0       26.3       18.7        7.2       28.1        3.8        8.1        5.1        0.1        7.8       12.2
 
Number of Traders in Each Category                                    Total Traders:       342 
        12         31         10         79         78         87         35         73         32         11         22          .
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Traders in Financial Futures - Futures Only Positions as of September 28, 2021                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,174,881
Positions
   358,846    216,541    392,480     40,316      5,669     15,020     83,287    243,710    260,191        700      5,148      5,268     18,773     30,854
 
Changes from:       September 21, 2021                               Total Change is:    55,905
    31,095     26,259      8,029     -2,480      1,235      2,288     -1,456      4,191     17,779        700     -6,156      5,268     -5,318     -2,988
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       18.4       33.4        3.4        0.5        1.3        7.1       20.7       22.1        0.1        0.4        0.4        1.6        2.6
 
Number of Traders in Each Category                                    Total Traders:       100 
        21         32         47          .          4          .         11         24         29          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 28, 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 is12,315,668
Positions
 3,190,518  1,544,623  1,797,876    560,944  1,546,294    970,606  1,947,347  2,347,055  3,000,629     74,740    114,660    169,738    603,270    824,187
 
Changes from:       September 21, 2021                               Total Change is:   173,782
    98,064     62,526    -34,328   -102,065    -91,675     75,910        778    -74,500    139,952     -2,592      2,426     -1,356       -581     94,827
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       12.5       14.6        4.6       12.6        7.9       15.8       19.1       24.4        0.6        0.9        1.4        4.9        6.7
 
Number of Traders in Each Category                                    Total Traders:       250 
        34         37         66         19         19         30         46         57         90          8         12         11
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Traders in Financial Futures - Futures Only Positions as of September 28, 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   815,128
Positions
   346,466    294,746    169,859     18,982     20,618     11,825     59,725    106,227    181,043     14,381     17,132     12,497        350      1,181
 
Changes from:       September 21, 2021                               Total Change is:    40,306
     5,508     43,674     10,147     -1,122     -5,564      1,835      6,821    -30,043     16,207        123      2,400        595        192      1,055
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       36.2       20.8        2.3        2.5        1.5        7.3       13.0       22.2        1.8        2.1        1.5        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:       118 
        26         23         31          4          .          .         16         23         36          6         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   187,371
Positions
    65,536     48,310     27,498     11,866      3,748        796     35,401     60,607     44,439        196        200      1,532        107        241
 
Changes from:       September 21, 2021                               Total Change is:     8,896
     4,058      3,519       -375       -182         27        492      4,092      4,208        876       -227          0        164         -2        -15
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       25.8       14.7        6.3        2.0        0.4       18.9       32.3       23.7        0.1        0.1        0.8        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        76 
        14         18         14          .          .          .         12         22         24          .          .          .
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Traders in Financial Futures - Futures Only Positions as of September 28, 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   160,761
Positions
     1,050     52,353          0      1,470      1,824          0      9,440     50,609     55,280     93,521        627          0          0         68
 
Changes from:       September 21, 2021                               Total Change is:     5,874
         0      2,256          0          0        275          0      1,755     -1,521      4,844       -721          0          0         -4         20
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       32.6        0.0        0.9        1.1        0.0        5.9       31.5       34.4       58.2        0.4        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          7          0          .          4          0          .          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 2021                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     7,039
Positions
       479        144         97        559        413          9      1,338      4,956        431      2,642        210          4      1,480        775
 
Changes from:       September 21, 2021                               Total Change is:      -309
       119         -1         18         40        -58        -16       -633         17       -202        726          0          4       -365        -71
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        2.0        1.4        7.9        5.9        0.1       19.0       70.4        6.1       37.5        3.0        0.1       21.0       11.0
 
Number of Traders in Each Category                                    Total Traders:        73 
         .          4          .          8          .          .         21         22         10         10          .          .
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Traders in Financial Futures - Futures Only Positions as of September 28, 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    26,423
Positions
       222          0          0        125          0          0      4,893     23,752        859     15,795        533         42      4,487      1,237
 
Changes from:       September 21, 2021                               Total Change is:       808
    -2,310          0          0         85          0          0     -2,146      2,304     -1,663      7,426        -31        -42       -542        240
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        0.0        0.0        0.5        0.0        0.0       18.5       89.9        3.3       59.8        2.0        0.2       17.0        4.7
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          0          0          .          0          0          7          9          4         67          5          .
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Traders in Financial Futures - Futures Only Positions as of September 28, 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     4,296
Positions
       212         42         70          0         85         38      1,162      3,356        194      1,402         22         33      1,185        456
 
Changes from:       September 21, 2021                               Total Change is:       324
        16         13         14          0         74         -1        320        124         15         29          2         24        -93         59
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        1.0        1.6        0.0        2.0        0.9       27.0       78.1        4.5       32.6        0.5        0.8       27.6       10.6
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          .          0          .          .         16         13          .         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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    55,330
Positions
       889     28,414          0     17,217      1,172        746     22,359     19,728        871      5,917      2,379        221      7,110      1,799
 
Changes from:       September 21, 2021                               Total Change is:     9,396
       250      1,036          0      4,728       -313         -4      2,822      6,764        350        991      1,321        155        104         87
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       51.4        0.0       31.1        2.1        1.3       40.4       35.7        1.6       10.7        4.3        0.4       12.9        3.3
 
Number of Traders in Each Category                                    Total Traders:       133 
         .          .          0         17          4          .         35         24          5         39         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 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   311,415
Positions
    54,707     25,306      9,593    101,139     58,803     30,727     28,937     90,130     51,504      4,336      9,179      6,343     24,129     29,830
 
Changes from:       September 21, 2021                               Total Change is:   -11,901
     1,504       -333       -643    -16,333     -2,369      4,012      3,403    -10,406     -2,214       -665        975     -2,890      1,925      1,967
 
Percent of Open Interest Represented by Each Category of Trader
      17.6        8.1        3.1       32.5       18.9        9.9        9.3       28.9       16.5        1.4        2.9        2.0        7.7        9.6
 
Number of Traders in Each Category                                    Total Traders:       175 
        12         13         16         12         38         27         25         46         50          .         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 28, 2021                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    32,799
Positions
     3,640      2,792         25     18,643      1,392      2,331      1,297     26,078          0      6,363        122          0        500         59
 
Changes from:       September 21, 2021                               Total Change is:     4,657
      -302         20        -20      3,390       -800        650        847      4,810          0         27          0          0         65         -3
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        8.5        0.1       56.8        4.2        7.1        4.0       79.5        0.0       19.4        0.4        0.0        1.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .         12          4          .          7          5          0         11          .          0
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Updated October 01, 2021