Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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   163,920
Positions
     3,654     72,709      1,994     58,431     26,360      6,201     23,758     26,070     11,790     17,036        111        644     40,413     18,042
 
Changes from:       January 12, 2021                                 Total Change is:    -2,047
      -262     -3,837       -202       -994      2,789         73       -686       -726        697        279       -479        330     -1,283       -692
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       44.4        1.2       35.6       16.1        3.8       14.5       15.9        7.2       10.4        0.1        0.4       24.7       11.0
 
Number of Traders in Each Category                                    Total Traders:       106 
         4          9          4         23         12         12         20         22         17         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    50,033
Positions
     1,343     22,633        611      8,701      5,476        534     16,107      7,475        484          0        641          0     22,254     12,180
 
Changes from:       January 12, 2021                                 Total Change is:    -1,540
      -120     -1,253         22        129       -108        162     -2,615       -298         13          0        157          0        869       -234
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       45.2        1.2       17.4       10.9        1.1       32.2       14.9        1.0        0.0        1.3        0.0       44.5       24.3
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          7          .         11          5          .         11          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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   164,221
Positions
    14,186     32,928      3,684     56,548     49,902      7,120     31,511     24,708     13,918      2,306      6,879        641     34,307     24,441
 
Changes from:       January 12, 2021                                 Total Change is:    -7,232
      -921     -1,985        995      3,090        838        -69     -4,963     -3,633     -1,598        106       -437       -242     -3,630     -1,101
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       20.1        2.2       34.4       30.4        4.3       19.2       15.0        8.5        1.4        4.2        0.4       20.9       14.9
 
Number of Traders in Each Category                                    Total Traders:       105 
         5          8         10         16         20         14         24         24         19          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   201,127
Positions
     4,423    143,152      1,323    106,415      7,667      6,898     27,458     16,400      8,028     14,278        568          0     32,304     17,091
 
Changes from:       January 12, 2021                                 Total Change is:       519
      -645      3,704       -539        962         23        450        -68        894        279        -54       -651          0        134     -3,642
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       71.2        0.7       52.9        3.8        3.4       13.7        8.2        4.0        7.1        0.3        0.0       16.1        8.5
 
Number of Traders in Each Category                                    Total Traders:       120 
         4         12          7         37         10         14         29         20         18          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   722,432
Positions
    32,154    492,741     15,947    391,975     56,170     26,817     76,596     52,077     29,190     42,376      3,884      3,967    103,409     41,638
 
Changes from:       January 12, 2021                                 Total Change is:       688
     1,284     13,418        100    -10,083    -13,316       -133      9,102      1,361     -1,761      2,092        -49        -39        125      1,106
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       68.2        2.2       54.3        7.8        3.7       10.6        7.2        4.0        5.9        0.5        0.5       14.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       297 
        13         12         17        112         29         50         51         31         27         36         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    26,400
Positions
         0      9,214          0     12,993      3,004      2,341          0      6,385          0        800          0          0     10,266      5,456
 
Changes from:       January 12, 2021                                 Total Change is:      -249
         0         54        -54         70        -58         38          0        136          0          0       -410        -17       -286         62
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       34.9        0.0       49.2       11.4        8.9        0.0       24.2        0.0        3.0        0.0        0.0       38.9       20.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0         12          .          7          0          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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   156,287
Positions
     2,639     52,214      4,022     54,776     49,377      3,584     45,888     21,631      7,890      1,691          0         25     35,772     17,543
 
Changes from:       January 12, 2021                                 Total Change is:     1,537
      -611        732      1,403     -3,333      1,114         52      1,345        967        219       -144       -420          0      2,606     -2,531
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       33.4        2.6       35.0       31.6        2.3       29.4       13.8        5.0        1.1        0.0        0.0       22.9       11.2
 
Number of Traders in Each Category                                    Total Traders:        90 
         .         13          6         20         10         10         24         20         15          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    23,757
Positions
         0      9,599         35     14,920      2,524          0      5,079      8,972         20      1,833      1,176          0      1,870      1,431
 
Changes from:       January 12, 2021                                 Total Change is:       540
         0        -61          0        227        -69          0        637        852         10       -184         -4          0       -150       -188
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       40.4        0.1       62.8       10.6        0.0       21.4       37.8        0.1        7.7        5.0        0.0        7.9        6.0
 
Number of Traders in Each Category                                    Total Traders:        49 
         0          5          .         10          .          0         12          9          .          5          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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   146,465
Positions
       265     83,673        675     65,562      2,660      1,615     64,852     29,547      1,762      3,846     23,662          0      7,887      2,871
 
Changes from:       January 12, 2021                                 Total Change is:    -5,494
       -36     -2,169        -39     -4,159       -107        220     -1,537     -3,910       -291        430        514          0        -81        289
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       57.1        0.5       44.8        1.8        1.1       44.3       20.2        1.2        2.6       16.2        0.0        5.4        2.0
 
Number of Traders in Each Category                                    Total Traders:       159 
         .         13          .         24          4          6         57         26         13         15         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    27,181
Positions
       136      1,923          0      9,386     12,059         14     11,187      6,178        539      2,328      4,422          0      3,591      2,046
 
Changes from:       January 12, 2021                                 Total Change is:     1,237
         0         -4          0        438        944          0      2,758       -154         65     -1,932        516          0        -92       -130
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        7.1        0.0       34.5       44.4        0.1       41.2       22.7        2.0        8.6       16.3        0.0       13.2        7.5
 
Number of Traders in Each Category                                    Total Traders:        62 
         .          .          0         13          4          .         16         13          .          7          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    46,262
Positions
     3,140     18,327          6     14,168      6,513        760     20,362     15,546        552        534      1,556          6      6,734      2,996
 
Changes from:       January 12, 2021                                 Total Change is:     1,495
       375       -280          0     -2,412        579        530      2,870        417         42       -374        -26          0        464        233
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       39.6        0.0       30.6       14.1        1.6       44.0       33.6        1.2        1.2        3.4        0.0       14.6        6.5
 
Number of Traders in Each Category                                    Total Traders:        83 
         4          5          .         18          6          4         28         14          5          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    10,526
Positions
         0        128          0      2,936      1,101          0      5,984      7,488          0        150        380          0      1,456      1,429
 
Changes from:       January 12, 2021                                 Total Change is:      -677
         0          0          0     -1,619        156          0        993       -787         -2          0        175          0        -49       -219
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.2        0.0       27.9       10.5        0.0       56.8       71.1        0.0        1.4        3.6        0.0       13.8       13.6
 
Number of Traders in Each Category                                    Total Traders:        30 
         0          .          0          5          .          0         11          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    43,473
Positions
    17,221     11,062        533      8,340      1,687        589      6,769      8,563      1,470          0     14,001          0      8,552      5,568
 
Changes from:       January 12, 2021                                 Total Change is:     1,217
     1,398      1,036        -85        672        555         98     -1,014       -224        909       -188       -388          0       -574       -684
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       25.4        1.2       19.2        3.9        1.4       15.6       19.7        3.4        0.0       32.2        0.0       19.7       12.8
 
Number of Traders in Each Category                                    Total Traders:        97 
        21         12          4         19          7          7         21         13          8          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    86,946
Positions
    34,442     22,124      1,066     16,680      3,374      1,177     13,537     17,126      2,941          0     28,001          0     17,103     11,137
 
Changes from:       January 12, 2021                                 Total Change is:     2,433
     2,796      2,072       -169      1,344      1,110        196     -2,027       -448      1,817       -375       -776          0     -1,148     -1,369
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       25.4        1.2       19.2        3.9        1.4       15.6       19.7        3.4        0.0       32.2        0.0       19.7       12.8
 
Number of Traders in Each Category                                    Total Traders:        97 
        21         12          4         19          7          7         21         13          8          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    26,791
Positions
       487     15,818        412     18,715      4,146      2,308      2,083      3,241          0        400        444          0      2,386        422
 
Changes from:       January 12, 2021                                 Total Change is:    -1,112
      -384       -885          0     -1,025        -40          0       -320       -278          0          0          0          0        617         91
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       59.0        1.5       69.9       15.5        8.6        7.8       12.1        0.0        1.5        1.7        0.0        8.9        1.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          8          .         13          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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   641,434
Positions
    59,458    154,213     21,652    269,439    100,309     58,313     52,425     86,686     81,882     22,060     70,129      4,155     72,050     64,095
 
Changes from:       January 12, 2021                                 Total Change is:   -11,629
       777      5,135     -2,068      6,631        368     -1,135        312      1,617    -15,318        251      1,760        289     -1,367     -2,276
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       24.0        3.4       42.0       15.6        9.1        8.2       13.5       12.8        3.4       10.9        0.6       11.2       10.0
 
Number of Traders in Each Category                                    Total Traders:       565 
        33         36         38        167         84        122         74         93         91         41         37         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                              
CFTC Code #138741                                                    Open Interest is    28,522
Positions
     1,306     10,651        123          0          0          0      4,615      1,392      8,917        101          0          0     13,459      7,438
 
Changes from:       January 12, 2021                                 Total Change is:    -3,158
    -1,329      1,050        -77          0          0          0      1,475       -290     -2,598        100       -800          0       -730       -444
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       37.3        0.4        0.0        0.0        0.0       16.2        4.9       31.3        0.4        0.0        0.0       47.2       26.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          0          0          0          7          7         12          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    12,662
Positions
     7,233      3,371          0      2,559      7,133        505        722        738         35          0          0          0      1,608        880
 
Changes from:       January 12, 2021                                 Total Change is:     1,083
     1,063        571          0          0        247         -7        258        274         35          0          0          0       -266        -37
 
Percent of Open Interest Represented by Each Category of Trader
      57.1       26.6        0.0       20.2       56.3        4.0        5.7        5.8        0.3        0.0        0.0        0.0       12.7        6.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         7          6          0          .          6          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    19,062
Positions
     5,851     15,467          0      8,051         39        609      2,274      1,750         22          0          0          0      2,255      1,175
 
Changes from:       January 12, 2021                                 Total Change is:     1,520
      -339      1,422          0      1,497         25        200        302        529       -111          0          0          0        -29       -545
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       81.1        0.0       42.2        0.2        3.2       11.9        9.2        0.1        0.0        0.0        0.0       11.8        6.2
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          6          0         11          .          .          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 3,064,560
Positions
   297,251    724,307    101,150  1,347,197    501,545    291,567    256,915    444,332    346,956    110,293    351,142     20,276    292,955    283,285
 
Changes from:       January 12, 2021                                 Total Change is:   -42,353
     3,846     13,741     -3,272     33,153      1,839     -5,673     -1,060     14,286    -68,357      1,251     13,298        945     -3,186     -9,160
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       23.6        3.3       44.0       16.4        9.5        8.4       14.5       11.3        3.6       11.5        0.7        9.6        9.2
 
Number of Traders in Each Category                                    Total Traders:       564 
        33         36         37        167         84        122         73         93         89         41         37         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    45,073
Positions
     3,935     41,044          0     34,371        173         43      3,320      3,112          0          0          0          0      3,404        701
 
Changes from:       January 12, 2021                                 Total Change is:    16,551
      -273     14,679          0     16,272          0          0        390      2,102          0          0          0          0        162       -230
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       91.1        0.0       76.3        0.4        0.1        7.4        6.9        0.0        0.0        0.0        0.0        7.6        1.6
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          9          0         12          .          .          7          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    22,626
Positions
     4,559     21,416          0     13,459        529        351      1,076          0          0          0          0          0      3,181        330
 
Changes from:       January 12, 2021                                 Total Change is:      -306
       230        -62          0       -823          0          0          0          0          0          0          0          0        287       -244
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       94.7        0.0       59.5        2.3        1.6        4.8        0.0        0.0        0.0        0.0        0.0       14.1        1.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          8          0          7          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    53,987
Positions
     5,854     19,291        161     33,176     26,973      1,575      3,139      2,502        160        714          0          0      9,208      3,325
 
Changes from:       January 12, 2021                                 Total Change is:      -565
       137        388         -2       -766       -612        -29        554       -528        -15        244          0          0       -688        233
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       35.7        0.3       61.5       50.0        2.9        5.8        4.6        0.3        1.3        0.0        0.0       17.1        6.2
 
Number of Traders in Each Category                                    Total Traders:        79 
         7         10          .         32         14          9         10          4          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    51,457
Positions
    10,296      7,098        361     15,948      4,810      1,322     10,182     21,844      4,402      1,774      2,919         71      7,102      8,632
 
Changes from:       January 12, 2021                                 Total Change is:       226
      -369        803        -12        451       -248        160        795       -905       -456        -88        177         23       -279        684
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       13.8        0.7       31.0        9.3        2.6       19.8       42.5        8.6        3.4        5.7        0.1       13.8       16.8
 
Number of Traders in Each Category                                    Total Traders:       267 
        25         20          9         57         34         35         38         66         33         12         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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   257,287
Positions
    51,478     35,488      1,804     79,741     24,048      6,610     50,912    109,220     22,009      8,869     14,594        353     35,511     43,161
 
Changes from:       January 12, 2021                                 Total Change is:     1,128
    -1,845      4,017        -61      2,256     -1,242        801      3,974     -4,527     -2,278       -442        883        115     -1,393      3,418
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       13.8        0.7       31.0        9.3        2.6       19.8       42.5        8.6        3.4        5.7        0.1       13.8       16.8
 
Number of Traders in Each Category                                    Total Traders:       267 
        25         20          9         57         34         35         38         66         33         12         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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   564,139
Positions
   102,828    119,491      8,071    270,571    151,411     48,453     77,924    137,354     11,860     11,507     66,371        164     32,762     20,965
 
Changes from:       January 12, 2021                                 Total Change is:     2,249
    22,445       -958        -79    -23,682     -5,641        -25      3,176      7,144       -716      1,265      2,078        154       -288        293
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       21.2        1.4       48.0       26.8        8.6       13.8       24.3        2.1        2.0       11.8        0.0        5.8        3.7
 
Number of Traders in Each Category                                    Total Traders:       363 
        28         20          4        115         43         50         61         59         31         17         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    15,403
Positions
     5,727     13,656          0      5,712      1,014          0      2,700        206         36          0          0          0      1,228        491
 
Changes from:       January 12, 2021                                 Total Change is:        57
         0          0          0         29        -11          0        -41        206          4          0          0          0         65       -142
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       88.7        0.0       37.1        6.6        0.0       17.5        1.3        0.2        0.0        0.0        0.0        8.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          7          0          6          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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    16,268
Positions
         0      6,087          0      9,657        205         31      1,357      5,851          0          0      1,056          0      5,223      3,038
 
Changes from:       January 12, 2021                                 Total Change is:        16
         0         31          0          9          0          0        194      1,580         -5          0        -10          0       -182     -1,580
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.4        0.0       59.4        1.3        0.2        8.3       36.0        0.0        0.0        6.5        0.0       32.1       18.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0          9          .          .          .          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    48,446
Positions
     8,149      6,324        892     13,802      1,876        741     16,597      8,580         38      1,098        345          0      7,129     29,650
 
Changes from:       January 12, 2021                                 Total Change is:       687
        87        218         27       -247        250         76        853      2,154        -49       -237       -500          0        177     -1,489
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       13.1        1.8       28.5        3.9        1.5       34.3       17.7        0.1        2.3        0.7        0.0       14.7       61.2
 
Number of Traders in Each Category                                    Total Traders:        61 
         7          8          .         13          5          .         12         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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   410,746
Positions
    38,259    247,477      6,062    281,431     87,084     46,209     20,139     14,477      1,207      7,622      1,805          0      9,817      6,425
 
Changes from:       January 12, 2021                                 Total Change is:    -2,441
     3,236     -9,705     -1,308     -5,154     -3,815      2,648     -2,760      7,796        468       -404          0          0        833      1,475
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       60.3        1.5       68.5       21.2       11.3        4.9        3.5        0.3        1.9        0.4        0.0        2.4        1.6
 
Number of Traders in Each Category                                    Total Traders:       183 
        15         14          7         71         42         42         21         12          5          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,249,685
Positions
    96,444    697,372      4,536    834,053    290,292    107,261    111,718     58,372      4,922     47,932     74,723      2,675     40,144      9,532
 
Changes from:       January 12, 2021                                 Total Change is:    -3,194
       719     17,729        163    -10,881     17,060     -4,154      7,682    -16,929        801       -804    -15,862        246      3,034     -2,248
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       55.8        0.4       66.7       23.2        8.6        8.9        4.7        0.4        3.8        6.0        0.2        3.2        0.8
 
Number of Traders in Each Category                                    Total Traders:       431 
        35         13          8        182         62         75         68         26         18         32         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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   171,928
Positions
    17,116    125,268     29,316     21,988      4,500      3,146     89,726        305      9,300      1,063         55          0        273         38
 
Changes from:       January 12, 2021                                 Total Change is:     2,543
      -307        202      3,544       -617          0          0      1,057          5       -151        -20          0          0       -963     -1,057
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       72.9       17.1       12.8        2.6        1.8       52.2        0.2        5.4        0.6        0.0        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        86 
        11         18         14         14          .          .         31          .          7          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,313,465
Positions
    10,240    119,061     34,917    656,424    177,257    218,121     45,747    436,837     88,124     67,929     32,446     19,863    172,098    186,839
 
Changes from:       January 12, 2021                                 Total Change is:   -17,895
      -770     -5,121        390    -12,690     -2,347      5,508     -3,239     -1,751     -8,718     -1,555      4,621     -2,902      6,080     -7,575
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        9.1        2.7       50.0       13.5       16.6        3.5       33.3        6.7        5.2        2.5        1.5       13.1       14.2
 
Number of Traders in Each Category                                    Total Traders:       186 
         9         21         22         56         26         46         10         43         34         12          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,074,911
Positions
    26,576    111,252          0    555,417    212,200    200,518     88,943    381,716      6,468     60,455     18,147          0    136,534    144,610
 
Changes from:       January 12, 2021                                 Total Change is:    14,491
     1,634     10,111          0        668       -787     -1,021     14,061      7,580     -1,852         91     -1,194          0        910      1,653
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       10.3        0.0       51.7       19.7       18.7        8.3       35.5        0.6        5.6        1.7        0.0       12.7       13.5
 
Number of Traders in Each Category                                    Total Traders:       140 
         4         11          0         57         27         53          6         26          6          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,973,910
Positions
    60,937    144,588     16,102    858,159    466,096    274,761    395,746    905,422     22,940    170,539     42,505      1,155    173,571    100,341
 
Changes from:       January 12, 2021                                 Total Change is:    -3,251
    19,648     10,584      1,531    -22,550    -55,690      6,221      7,709     55,668    -15,901     -3,146     -6,253     -1,283      4,520      1,873
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        7.3        0.8       43.5       23.6       13.9       20.0       45.9        1.2        8.6        2.2        0.1        8.8        5.1
 
Number of Traders in Each Category                                    Total Traders:       273 
        12         26          9         89         29         68         51         37         24         21          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,245,615
Positions
   190,861    251,198    184,130  1,221,689  1,193,343    808,242    509,969    448,368    579,834    262,035    164,241    122,815    366,041    493,444
 
Changes from:       January 12, 2021                                 Total Change is:  -179,796
   -34,813     28,088      2,343    -10,752    -10,359      1,122      9,671    -66,721    -77,295    -11,285       -698    -38,334    -20,453    -17,942
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        5.9        4.3       28.8       28.1       19.0       12.0       10.6       13.7        6.2        3.9        2.9        8.6       11.6
 
Number of Traders in Each Category                                    Total Traders:       407 
        30         39         49         89         77         96         53         72         80         25         22         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,056,434
Positions
    67,963     23,774      6,345    432,399    402,592    117,943    255,935    235,671      8,256     48,525     41,952          0    119,068    219,901
 
Changes from:       January 12, 2021                                 Total Change is:    -6,262
   -15,258     -7,848      2,169     23,774     10,157     -2,789    -17,259    -13,122       -194       -430     -6,852          0      3,725     12,217
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        2.3        0.6       40.9       38.1       11.2       24.2       22.3        0.8        4.6        4.0        0.0       11.3       20.8
 
Number of Traders in Each Category                                    Total Traders:       129 
         5          6          4         25         53         44         21          8         12          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 3,396,858
Positions
    52,258    243,697     31,349  1,400,052    710,469    582,622    434,054  1,143,289    212,642    370,725    130,282     18,600    294,556    323,908
 
Changes from:       January 12, 2021                                 Total Change is:   -38,934
   -16,714     15,971     -3,809     -5,218     75,742     10,099    -13,611   -127,246    -12,054      4,544     -1,690     -3,975      1,803      8,027
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        7.2        0.9       41.2       20.9       17.2       12.8       33.7        6.3       10.9        3.8        0.5        8.7        9.5
 
Number of Traders in Each Category                                    Total Traders:       301 
        10         23         14         90         51         75         39         60         44         15         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,061,488
Positions
   346,194    319,189    215,761     31,732      6,799     12,230    208,065    257,622    222,329      6,833          0      1,595     16,749     25,963
 
Changes from:       January 12, 2021                                 Total Change is:    27,133
    10,831      4,103      8,427      1,188          2     -1,202     -3,017      3,608     14,148       -580          0      1,595     -4,257     -3,548
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       30.1       20.3        3.0        0.6        1.2       19.6       24.3       20.9        0.6        0.0        0.2        1.6        2.4
 
Number of Traders in Each Category                                    Total Traders:       100 
        27         14         36          .          4          .         23         22         39          5          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is17,740,078
Positions
 2,640,730  2,315,587  2,861,683    326,240    561,765  1,049,127    921,131    699,085  8,965,005     12,731    150,325    371,154    592,278    766,348
 
Changes from:       January 12, 2021                                 Total Change is:    36,531
   259,264    132,749   -183,864     -3,451    -58,310     28,689   -104,238     71,955     81,931      2,931      1,618    -14,169    -30,561    -24,067
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       13.1       16.1        1.8        3.2        5.9        5.2        3.9       50.5        0.1        0.8        2.1        3.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       258 
        36         41         71         17         17         25         54         56         89         10         23         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   480,576
Positions
    14,073    217,815     82,989      2,195     15,721      8,193    239,812     23,095    127,744        693        108      4,652        225        259
 
Changes from:       January 12, 2021                                 Total Change is:      -789
    -2,568     -8,754        279        -72        713       -910     -1,300      3,764      1,621       -222        108      2,392         -9         -2
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       45.3       17.3        0.5        3.3        1.7       49.9        4.8       26.6        0.1        0.0        1.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        91 
        10         23         21          .          .          .         22         20         30          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   193,464
Positions
    19,554    106,435     27,344      4,486      7,405      1,013     85,796     15,589     33,926     20,137        477      1,157         51        118
 
Changes from:       January 12, 2021                                 Total Change is:    17,317
      -995      2,102      2,832         14      1,851       -300     11,057      6,003      4,698          0        121         13         -2         -3
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       55.0       14.1        2.3        3.8        0.5       44.3        8.1       17.5       10.4        0.2        0.6        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        79 
         8         17         12          .          .          .         23         20         23          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   126,918
Positions
         0     24,321          0      3,404      2,087          0      4,081     55,900     43,989     75,444        544          0          0         77
 
Changes from:       January 12, 2021                                 Total Change is:     6,953
         0        212          0          0          0          0       -347       -756      7,503       -199          0          0         -4         -6
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       19.2        0.0        2.7        1.6        0.0        3.2       44.0       34.7       59.4        0.4        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          6          0          .          5          0          .          4          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    13,055
Positions
       413        709          0        639        123         10      3,874      9,135      1,242      2,879        662        316      3,682        858
 
Changes from:       January 12, 2021                                 Total Change is:        31
        89        -45          0        -94        123          5       -114       -396        111        357        310       -177       -146        100
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        5.4        0.0        4.9        0.9        0.1       29.7       70.0        9.5       22.1        5.1        2.4       28.2        6.6
 
Number of Traders in Each Category                                    Total Traders:        91 
         .          .          0          4          .          .         33         16         14         26          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    36,139
Positions
     9,529      1,573          2      6,495     10,029      1,202     10,320     15,947      1,054      1,650      2,672         39      5,848      3,620
 
Changes from:       January 12, 2021                                 Total Change is:     1,219
       899         75          1        110         27         27        -56      1,923       -654       -329       -102        -12      1,233        -66
 
Percent of Open Interest Represented by Each Category of Trader
      26.4        4.4        0.0       18.0       27.8        3.3       28.6       44.1        2.9        4.6        7.4        0.1       16.2       10.0
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          .          .          6         10          .         17         30          5         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   349,134
Positions
    41,208     24,700      9,887    148,310     65,939     22,836     34,706    135,813     46,684     13,729      3,086     11,565     20,209     28,624
 
Changes from:       January 12, 2021                                 Total Change is:    23,981
       951      7,437       -513     10,559      1,024        -21      1,075      2,813      6,280       -884        222      4,051      2,483      2,688
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        7.1        2.8       42.5       18.9        6.5        9.9       38.9       13.4        3.9        0.9        3.3        5.8        8.2
 
Number of Traders in Each Category                                    Total Traders:       175 
        10         12         16         13         26         13         25         58         46         14          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2021                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    39,201
Positions
     3,334      3,549         60     30,749      2,039        365      2,067     33,115          0      2,345          0          0        281         73
 
Changes from:       January 12, 2021                                 Total Change is:     7,388
         0          0          0      7,246          2         81        102      7,290          0        -30          0          0        -11         15
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        9.1        0.2       78.4        5.2        0.9        5.3       84.5        0.0        6.0        0.0        0.0        0.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .         11          .          .          5          7          0         14          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated January 22, 2021