Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   169,011
Positions
     3,293     83,331      3,739     59,596     18,420      6,388     24,987     26,168     12,119     16,090        441        256     42,544     18,148
 
Changes from:       December 29, 2020                                Total Change is:     3,006
        82     -2,745         81       -976        -27        611       -173        580      1,158      1,333          7         26        864      3,315
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       49.3        2.2       35.3       10.9        3.8       14.8       15.5        7.2        9.5        0.3        0.2       25.2       10.7
 
Number of Traders in Each Category                                    Total Traders:       103 
         4         10          6         23         10         10         21         18         15         14          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    51,361
Positions
       901     24,436        645      9,822      5,376        522     15,319      6,619      1,256          0        484          0     22,896     12,023
 
Changes from:       December 29, 2020                                Total Change is:    -3,170
       400     -1,554         17         16        189        174     -4,327     -1,721        -68          0          0          0        617       -208
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       47.6        1.3       19.1       10.5        1.0       29.8       12.9        2.4        0.0        0.9        0.0       44.6       23.4
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          8          .         12          5          .          9          7          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   167,692
Positions
    18,525     27,797      3,149     51,617     49,276      7,359     30,757     26,868     17,846      1,888      7,080        446     36,105     27,871
 
Changes from:       December 29, 2020                                Total Change is:     5,480
      -925        432        311      2,792      2,893       -652        552      1,613      1,701       -300     -1,487       -240      2,241        910
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       16.6        1.9       30.8       29.4        4.4       18.3       16.0       10.6        1.1        4.2        0.3       21.5       16.6
 
Number of Traders in Each Category                                    Total Traders:       106 
         5          7          8         18         21         15         21         24         20          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   219,342
Positions
     4,345    154,442      1,902    110,741      7,545      8,072     35,116     20,494     11,409      9,756        563          0     38,002     14,916
 
Changes from:       December 29, 2020                                Total Change is:    15,241
       448      9,185        664      3,223        148        732      7,517      1,729      2,947     -3,820          4          0      3,530       -168
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       70.4        0.9       50.5        3.4        3.7       16.0        9.3        5.2        4.4        0.3        0.0       17.3        6.8
 
Number of Traders in Each Category                                    Total Traders:       119 
         .         11          6         37         12         15         32         15         21          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   729,116
Positions
    33,879    471,517     18,992    400,411     72,325     26,963     65,874     55,606     35,395     43,025      4,483      4,225    100,351     39,610
 
Changes from:       December 29, 2020                                Total Change is:     3,141
     1,844      1,625        -31        453     -3,023      1,230       -239      4,581     -1,190       -198     -1,048      1,408       -136       -411
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       64.7        2.6       54.9        9.9        3.7        9.0        7.6        4.9        5.9        0.6        0.6       13.8        5.4
 
Number of Traders in Each Category                                    Total Traders:       307 
        14         11         16        112         29         49         58         36         34         35         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    27,113
Positions
         0      9,871          0     13,584      2,633      2,338          0      6,825          0        800        410         17     10,374      5,019
 
Changes from:       December 29, 2020                                Total Change is:     1,318
         0      1,107          0      1,795        -19        -35          0        616          0          0        -39         17       -459       -329
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.4        0.0       50.1        9.7        8.6        0.0       25.2        0.0        3.0        1.5        0.1       38.3       18.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0         13          .          8          0          4          0          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    16,914
Positions
         0      3,554        433      6,794      7,226      1,465          0        419          0        408        360         40      7,774      3,417
 
Changes from:       December 29, 2020                                Total Change is:       216
         0          2          0        151         -2          0          0        -99          0        408          0          0       -343        315
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       21.0        2.6       40.2       42.7        8.7        0.0        2.5        0.0        2.4        2.1        0.2       46.0       20.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          .          7          8          6          0          .          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   162,404
Positions
     4,137     46,336      2,901     57,544     48,576      4,223     42,586     29,022     12,076      2,042        430         39     36,856     18,801
 
Changes from:       December 29, 2020                                Total Change is:    11,266
       596        338        205      3,219      1,415       -257      2,449      2,876      4,004        154         10         37        858      2,638
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       28.5        1.8       35.4       29.9        2.6       26.2       17.9        7.4        1.3        0.3        0.0       22.7       11.6
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         11          5         20          9          9         24         21         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    25,175
Positions
         0      9,644         35     16,628      2,619          0      4,575     10,326         21      1,833        966          0      2,083      1,563
 
Changes from:       December 29, 2020                                Total Change is:       932
         0        -36          0        672        138          0        -38        750         -1         -6          0          0        305         81
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.3        0.1       66.0       10.4        0.0       18.2       41.0        0.1        7.3        3.8        0.0        8.3        6.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         0          5          .          9          .          0          8         10          .          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   142,121
Positions
       296     80,437        649     68,679      2,792      1,258     59,692     30,294      1,096      2,679     22,960          0      7,772      2,635
 
Changes from:       December 29, 2020                                Total Change is:    -1,201
        78        297         25     -3,433        885        263      1,006     -2,562         14        148        -38          0        697        -85
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       56.6        0.5       48.3        2.0        0.9       42.0       21.3        0.8        1.9       16.2        0.0        5.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       151 
         .         12          .         25          6          5         58         27         11         10         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    22,776
Positions
         0      1,925          0      8,554      9,172          0      6,338      8,348        143      3,784      1,238          0      3,957      1,950
 
Changes from:       December 29, 2020                                Total Change is:   -16,408
   -13,617      1,925     -1,925         16        223          0     -1,023    -16,735        106       -164          2          0        199         -4
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        8.5        0.0       37.6       40.3        0.0       27.8       36.7        0.6       16.6        5.4        0.0       17.4        8.6
 
Number of Traders in Each Category                                    Total Traders:        56 
         0          .          0         12          4          0         15         12          .          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    47,255
Positions
     3,026     17,961          1     17,934      6,028        309     16,118     18,105        414      2,343      1,478          6      7,104      2,953
 
Changes from:       December 29, 2020                                Total Change is:      -718
      -419        103          1       -401       -767        -95     -1,044        -51         44        387         18          0        809         29
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       38.0        0.0       38.0       12.8        0.7       34.1       38.3        0.9        5.0        3.1        0.0       15.0        6.2
 
Number of Traders in Each Category                                    Total Traders:        81 
         .          4          .         18          6          4         27         14          7          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    12,269
Positions
         0        128          0      5,397      1,659          0      5,235      9,235          0        170          0          0      1,467      1,247
 
Changes from:       December 29, 2020                                Total Change is:       574
         0          0          0        506        -60          0        -59        455          0          0          0          0        127        179
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.0        0.0       44.0       13.5        0.0       42.7       75.3        0.0        1.4        0.0        0.0       12.0       10.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          .          0          6          .          0          6         10          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    40,721
Positions
    15,660      9,989        565      7,918      1,209        401      6,875      8,525        504        188     14,060          0      8,610      5,469
 
Changes from:       December 29, 2020                                Total Change is:      -326
      -130         56        -48        257       -433       -250       -320        631         38          0       -149          0        126       -171
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       24.5        1.4       19.4        3.0        1.0       16.9       20.9        1.2        0.5       34.5        0.0       21.1       13.4
 
Number of Traders in Each Category                                    Total Traders:        89 
        17         14          .         19          .          6         17         13          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    81,441
Positions
    31,320     19,977      1,130     15,836      2,417        801     13,750     17,049      1,009        375     28,120          0     17,220     10,938
 
Changes from:       December 29, 2020                                Total Change is:      -652
      -260        111        -95        514       -866       -499       -639      1,261         76          0       -297          0        252       -343
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       24.5        1.4       19.4        3.0        1.0       16.9       20.9        1.2        0.5       34.5        0.0       21.1       13.4
 
Number of Traders in Each Category                                    Total Traders:        89 
        17         14          .         19          .          6         17         13          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    29,104
Positions
       896     17,585        412     20,525      4,044      2,450      2,328      3,791          0        400        444          0      2,093        378
 
Changes from:       December 29, 2020                                Total Change is:     2,753
       457      2,207         46      2,058       -395        125        402        781          0          0          0          0       -335        -11
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       60.4        1.4       70.5       13.9        8.4        8.0       13.0        0.0        1.4        1.5        0.0        7.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          9          .         13          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   628,875
Positions
    56,208    138,269     21,717    264,894    107,033     56,562     49,490     85,288     82,963     21,579     73,987      3,488     71,974     59,567
 
Changes from:       December 29, 2020                                Total Change is:    12,873
     7,424      5,379        726      4,893      1,746       -759       -380      3,311     -3,285     -3,361      3,146        193      7,422      2,416
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       22.0        3.5       42.1       17.0        9.0        7.9       13.6       13.2        3.4       11.8        0.6       11.4        9.5
 
Number of Traders in Each Category                                    Total Traders:       562 
        35         34         39        163         86        122         75         91         94         44         34         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    15,262
Positions
     6,001     11,751          0      4,143        250        173      1,223      1,643        133          0          0          0      3,589      1,312
 
Changes from:       December 29, 2020                                Total Change is:       601
      -354         -9          0          2          0        -75         53        406        -74          0          0          0      1,049        353
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       77.0        0.0       27.1        1.6        1.1        8.0       10.8        0.9        0.0        0.0        0.0       23.5        8.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          5          0          9          .          .          5          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 3,012,508
Positions
   281,038    676,472     94,590  1,324,472    535,166    282,811    250,320    418,012    354,894    107,892    368,434     17,439    299,052    264,690
 
Changes from:       December 29, 2020                                Total Change is:    37,935
    37,119      1,890        132     24,464      8,729     -3,793     -4,683     11,813    -10,241    -16,830     14,242      1,001     10,766     14,162
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       22.5        3.1       44.0       17.8        9.4        8.3       13.9       11.8        3.6       12.2        0.6        9.9        8.8
 
Number of Traders in Each Category                                    Total Traders:       561 
        35         34         38        163         86        122         75         90         92         44         34         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    25,502
Positions
     5,018     23,911          0     14,810        173         43      2,478        643          0          0          0          0      3,153        732
 
Changes from:       December 29, 2020                                Total Change is:       -14
         0         86          0         67          0        -63        -16       -117          0          0          0          0         -2         80
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       93.8        0.0       58.1        0.7        0.2        9.7        2.5        0.0        0.0        0.0        0.0       12.4        2.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          6          0          7          .          .          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    52,173
Positions
     4,961     15,600        163     31,633     28,802      1,761      2,743      2,099        169        470          0          0     10,273      3,579
 
Changes from:       December 29, 2020                                Total Change is:    -1,269
      -968        -15          0     -1,028     -1,498        150        147        261         21          0          0          0        409       -188
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       29.9        0.3       60.6       55.2        3.4        5.3        4.0        0.3        0.9        0.0        0.0       19.7        6.9
 
Number of Traders in Each Category                                    Total Traders:        74 
         6          9          .         31         15         10          9          .          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    48,157
Positions
     8,635      7,997        353     15,842      4,540        914      9,178     19,887      4,112      1,741      2,955         41      7,341      7,358
 
Changes from:       December 29, 2020                                Total Change is:     1,415
       153       -634         12        -27        125          3        777        675        761       -155        285        -68        -39        256
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       16.6        0.7       32.9        9.4        1.9       19.1       41.3        8.5        3.6        6.1        0.1       15.2       15.3
 
Number of Traders in Each Category                                    Total Traders:       271 
        24         19         10         65         32         31         43         59         36         12         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   240,784
Positions
    43,175     39,984      1,764     79,211     22,701      4,572     45,890     99,436     20,558      8,705     14,773        204     36,706     36,792
 
Changes from:       December 29, 2020                                Total Change is:     7,077
       765     -3,169         59       -137        627         13      3,886      3,376      3,803       -776      1,425       -340       -196      1,282
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       16.6        0.7       32.9        9.4        1.9       19.1       41.3        8.5        3.6        6.1        0.1       15.2       15.3
 
Number of Traders in Each Category                                    Total Traders:       271 
        24         19         10         65         32         31         43         59         36         12         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   532,906
Positions
    72,786    112,576      7,281    272,921    163,161     51,448     74,877    116,556      8,389     13,403     57,429          6     31,795     16,059
 
Changes from:       December 29, 2020                                Total Change is:    -6,574
    -8,290       -734         34        955     -9,519      2,893      3,187      6,459       -906      5,654     -3,030         -8    -10,093     -1,763
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       21.1        1.4       51.2       30.6        9.7       14.1       21.9        1.6        2.5       10.8        0.0        6.0        3.0
 
Number of Traders in Each Category                                    Total Traders:       358 
        30         20          4        113         48         56         52         62         26         15         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    15,314
Positions
         0      6,081          0      9,568        205         31      1,163      4,533          8          0        859          0      4,544      3,597
 
Changes from:       December 29, 2020                                Total Change is:      -120
         0         93          0       -130          0         -1       -244        348         -8       -280         13          0        543       -565
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.7        0.0       62.5        1.3        0.2        7.6       29.6        0.1        0.0        5.6        0.0       29.7       23.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0         10          .          .          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    45,749
Positions
     7,919      5,366        832     13,815      1,735        876     13,857      4,575         70      1,098        812          0      7,282     31,483
 
Changes from:       December 29, 2020                                Total Change is:     1,937
       624       -532        -33       -894          0         49      2,363     -1,394         53        -32       -288          0       -193      4,082
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       11.7        1.8       30.2        3.8        1.9       30.3       10.0        0.2        2.4        1.8        0.0       15.9       68.8
 
Number of Traders in Each Category                                    Total Traders:        64 
         8          8          .         13          4          4         18         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   425,217
Positions
    32,064    266,476      7,720    285,912     91,521     43,362     31,741      5,910        695     12,059      2,275      2,500      9,164      4,758
 
Changes from:       December 29, 2020                                Total Change is:     8,494
    -3,262     -1,401        407     -2,119     10,191     -2,210      8,662      1,444       -239      4,871     -2,101      2,500       -116        -97
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       62.7        1.8       67.2       21.5       10.2        7.5        1.4        0.2        2.8        0.5        0.6        2.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       184 
        13         16         10         70         43         41         22          7          5          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 1,224,578
Positions
    94,171    653,253      5,465    823,158    279,752    111,089     96,169     82,083      5,512     45,443     76,846      2,503     41,068      8,075
 
Changes from:       December 29, 2020                                Total Change is:     2,290
   -17,437      2,474        -96     10,815    -12,529      3,262      5,050     13,010       -506     -2,594     -2,927       -126      3,922       -272
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       53.3        0.4       67.2       22.8        9.1        7.9        6.7        0.5        3.7        6.3        0.2        3.4        0.7
 
Number of Traders in Each Category                                    Total Traders:       440 
        32         14          8        186         62         80         67         35         21         30         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   154,169
Positions
    16,784    114,787     23,336     22,630      2,900      3,146     77,165        295      9,351      1,419         55          0        338        299
 
Changes from:       December 29, 2020                                Total Change is:     3,082
     1,088      1,778         49         78      1,000          0      2,007          0          0         48          0          0       -188        255
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       74.5       15.1       14.7        1.9        2.0       50.1        0.2        6.1        0.9        0.0        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        86 
        10         19         14         13          .          .         31          .          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 1,265,469
Positions
     8,423    135,424     22,089    668,762    183,616    186,559     55,841    446,358     81,432     69,661     27,765      6,242    166,460    175,983
 
Changes from:       December 29, 2020                                Total Change is:    -6,031
    -1,135    -21,958     -1,096      2,170     -6,260      3,823     -7,126     15,580    -11,413      2,811      1,711        284      5,650     13,296
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       10.7        1.7       52.8       14.5       14.7        4.4       35.3        6.4        5.5        2.2        0.5       13.2       13.9
 
Number of Traders in Each Category                                    Total Traders:       182 
         8         15         16         54         30         48         18         37         41         11          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 1,039,077
Positions
    25,226     95,865          0    544,766    206,693    201,868     70,748    368,486      7,073     60,447     14,747          0    128,949    144,346
 
Changes from:       December 29, 2020                                Total Change is:    10,630
        23     -3,117          0     12,532     11,421        380      1,327     -9,304        328      1,706        200          0     -5,666     10,723
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        9.2        0.0       52.4       19.9       19.4        6.8       35.5        0.7        5.8        1.4        0.0       12.4       13.9
 
Number of Traders in Each Category                                    Total Traders:       137 
         .         10          0         58         27         56          7         24          8          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 1,930,467
Positions
    31,897    140,900     11,238    876,879    509,150    264,070    372,748    852,532     23,099    179,781     32,036        954    169,801     96,488
 
Changes from:       December 29, 2020                                Total Change is:     5,592
    -7,376    -24,083      1,320     30,077    -20,124        603     -7,206     81,943    -14,391      3,394    -18,467         -7       -822     -1,202
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        7.3        0.6       45.4       26.4       13.7       19.3       44.2        1.2        9.3        1.7        0.0        8.8        5.0
 
Number of Traders in Each Category                                    Total Traders:       284 
        12         29          7         92         29         64         53         40         23         23          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 3,788,008
Positions
   215,476    235,535    120,795  1,285,829  1,108,358    677,686    355,616    569,938    437,727    253,620    146,142     45,128    396,131    446,700
 
Changes from:       December 29, 2020                                Total Change is:    98,365
     8,912    -41,671      4,081    -53,041    -50,034     31,701    -29,553    -14,956    122,145     -2,364      5,252      6,144     10,338     35,702
 
Percent of Open Interest Represented by Each Category of Trader
       5.7        6.2        3.2       33.9       29.3       17.9        9.4       15.0       11.6        6.7        3.9        1.2       10.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       387 
        22         32         36         89         76         99         51         73         77         20         24         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,003,790
Positions
    75,670     22,617      6,821    389,733    362,737    115,873    243,054    239,926     11,880     49,194     34,355          0    111,565    209,581
 
Changes from:       December 29, 2020                                Total Change is:       917
       567     -1,996     -1,215     12,061     -5,859      3,265     -6,243      4,732      1,159      1,633      2,015          0    -10,310     -1,184
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        2.3        0.7       38.8       36.1       11.5       24.2       23.9        1.2        4.9        3.4        0.0       11.1       20.9
 
Number of Traders in Each Category                                    Total Traders:       124 
         4          6          4         26         49         43         22          7          8          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,324,082
Positions
    59,678    235,646     28,051  1,432,314    619,814    527,057    438,059  1,304,927    175,442    347,951    125,564      9,999    305,530    297,582
 
Changes from:       December 29, 2020                                Total Change is:   -53,028
    -8,027    -92,810     -3,759     19,597     69,835      3,619    -31,154      9,843    -33,714     -3,804     -4,592      1,114      3,100     -2,564
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        7.1        0.8       43.1       18.6       15.9       13.2       39.3        5.3       10.5        3.8        0.3        9.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       290 
        15         20         14         89         49         75         35         58         40         12         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   999,328
Positions
   314,172    321,266    189,533     25,425      5,448     13,598    236,497    247,046    192,447      6,453          0      1,661     19,542     28,329
 
Changes from:       December 29, 2020                                Total Change is:  -103,150
     6,615    -72,196    -19,190      3,500       -557     -5,762    -71,942      8,587    -14,294       -219     -1,993       -462     -1,396      2,717
 
Percent of Open Interest Represented by Each Category of Trader
      31.4       32.1       19.0        2.5        0.5        1.4       23.7       24.7       19.3        0.6        0.0        0.2        2.0        2.8
 
Number of Traders in Each Category                                    Total Traders:        93 
        25         16         35          .          .          .         22         17         32          6          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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 is16,277,725
Positions
 2,306,181  2,108,996  2,922,096    456,718    560,038    776,999    653,395    573,667  8,295,331     20,286    103,546    204,053    642,665    732,999
 
Changes from:       December 29, 2020                                Total Change is:   554,675
   128,576    -66,596     55,310     19,044      2,195     46,248    -65,457     79,759    406,460    -44,586      9,828     21,394    -12,313         77
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       13.0       18.0        2.8        3.4        4.8        4.0        3.5       51.0        0.1        0.6        1.3        3.9        4.5
 
Number of Traders in Each Category                                    Total Traders:       255 
        29         48         69         21         15         24         51         55         90         11         20         18
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   472,287
Positions
    14,674    209,736     85,506      2,429     19,616      5,366    234,749     23,489    124,111      1,050          0      4,110        292        353
 
Changes from:       December 29, 2020                                Total Change is:     6,326
     4,799      5,465     -5,878          0     -1,788      2,300     -1,740       -253      6,393        388          0         20         44         66
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       44.4       18.1        0.5        4.2        1.1       49.7        5.0       26.3        0.2        0.0        0.9        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        91 
        10         22         21          .          .          .         20         23         30          6          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   160,885
Positions
    32,995     98,908     20,093      4,061        144      2,196     56,318      9,195     28,352     15,631        656      1,099        140        242
 
Changes from:       December 29, 2020                                Total Change is:   -46,347
    -1,448    -32,141     -6,878     -1,909       -157        981    -22,228     -1,783     -6,505     -8,320         79       -113         73        170
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       61.5       12.5        2.5        0.1        1.4       35.0        5.7       17.6        9.7        0.4        0.7        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        75 
        10         15          9          .          .          .         22         18         21          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   110,365
Positions
         0     18,837          0      3,404      1,743          0      3,236     63,517     25,077     78,633      1,044          0         15        147
 
Changes from:       December 29, 2020                                Total Change is:     4,514
         0       -338          0          0         51          0        234      2,328      2,480      1,800          0          0          0         -7
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       17.1        0.0        3.1        1.6        0.0        2.9       57.6       22.7       71.2        0.9        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          5          0          .          5          0          .          .          .          7          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    12,255
Positions
       436        663          0        793         32          3      3,508      9,069        951      2,670        248        403      3,491        886
 
Changes from:       December 29, 2020                                Total Change is:       885
       -68         35          0        173          0         -5       -153        566        290        540          4       -102        210         96
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        5.4        0.0        6.5        0.3        0.0       28.6       74.0        7.8       21.8        2.0        3.3       28.5        7.2
 
Number of Traders in Each Category                                    Total Traders:        90 
         .          .          0          4          .          .         30         18         10         29          4          7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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    37,662
Positions
     9,107        998          0      5,273     10,582      1,101     14,766     14,902      2,699        808      3,746         64      3,843      3,570
 
Changes from:       December 29, 2020                                Total Change is:     1,600
       -99        150          0        -71        194        -10        327        907        962        -45       -632         -2        538         30
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        2.6        0.0       14.0       28.1        2.9       39.2       39.6        7.2        2.1        9.9        0.2       10.2        9.5
 
Number of Traders in Each Category                                    Total Traders:        99 
         .          .          0          5          9          .         22         31         10          7         20          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 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   296,826
Positions
    39,321     19,900      8,920    135,209     56,859     16,555     29,336    130,323     30,583     12,703      3,240      6,475     17,724     23,971
 
Changes from:       December 29, 2020                                Total Change is:    12,947
     1,421      3,962        643      6,475    -10,213     -2,345      4,460     18,254        630         -6      1,934        657      1,012       -575
 
Percent of Open Interest Represented by Each Category of Trader
      13.2        6.7        3.0       45.6       19.2        5.6        9.9       43.9       10.3        4.3        1.1        2.2        6.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       157 
        10         10         16         12         25         14         23         50         40         10          7         12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 5, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    24,615
Positions
     3,442      3,544         65     17,196      3,963         23      1,317     16,957          0      2,257          0          0        315         63
 
Changes from:       December 29, 2020                                Total Change is:      -318
      -680        -15         15       -159          0          0        485       -354          0         -5          0          0         26         36
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       14.4        0.3       69.9       16.1        0.1        5.4       68.9        0.0        9.2        0.0        0.0        1.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          .          9          .          .          8          4          0         12          0          0
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Updated January 08, 2021