Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   218,547
Positions
     8,754    130,873      6,784     66,225     10,760      8,399     48,274     24,270     15,819     18,291      2,211         25     45,977     19,405
 
Changes from:       June 22, 2021                                    Total Change is:    -4,875
    -4,582      3,479       -287     -1,687     -3,692        690      1,866     -3,465       -977       -693        541          4        791     -1,168
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       59.9        3.1       30.3        4.9        3.8       22.1       11.1        7.2        8.4        1.0        0.0       21.0        8.9
 
Number of Traders in Each Category                                    Total Traders:       105 
         4          8          7         25         10         12         25         18         14         13          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    45,381
Positions
     7,635      6,477        928      2,589     10,300        525     21,010      5,903      1,582          0        642          0     11,112     19,024
 
Changes from:       June 22, 2021                                    Total Change is:     1,503
     2,477         52        410       -349        806       -165     -1,361       -465        291          0          2          0        201        573
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       14.3        2.0        5.7       22.7        1.2       46.3       13.0        3.5        0.0        1.4        0.0       24.5       41.9
 
Number of Traders in Each Category                                    Total Traders:        47 
         6          .          .          .         13          4         13          8          5          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   192,815
Positions
    28,994     54,708      6,758     44,949     47,046      7,133     42,861     25,855     21,264      4,008      5,864      1,036     35,812     23,152
 
Changes from:       June 22, 2021                                    Total Change is:      -457
    -3,676       -755        665        914     -1,154       -367       -212      2,499        203        294         35        -12      1,734     -1,570
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       28.4        3.5       23.3       24.4        3.7       22.2       13.4       11.0        2.1        3.0        0.5       18.6       12.0
 
Number of Traders in Each Category                                    Total Traders:       120 
         5          7          7         20         25         17         28         23         21          8          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   212,118
Positions
   101,920        659      3,161     42,668     68,219      6,843     26,199     78,879     10,909        702      1,722         62     19,653     41,663
 
Changes from:       June 22, 2021                                    Total Change is:     5,174
    10,528        105       -925         76      4,632         17     -5,985        382       -261          2        -23        -26      1,748      1,272
 
Percent of Open Interest Represented by Each Category of Trader
      48.0        0.3        1.5       20.1       32.2        3.2       12.4       37.2        5.1        0.3        0.8        0.0        9.3       19.6
 
Number of Traders in Each Category                                    Total Traders:       132 
        12          .          9         20         27         15         20         43         17          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   759,123
Positions
    21,244    460,038     18,300    454,437     84,085     30,237     49,870     64,888     39,025     40,952      6,554      3,917    101,140     52,077
 
Changes from:       June 22, 2021                                    Total Change is:     8,019
     1,430     -1,786      1,693      1,227        877      1,673     -2,061     -2,322      1,096      1,929      2,032        -38      1,069      4,794
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       60.6        2.4       59.9       11.1        4.0        6.6        8.5        5.1        5.4        0.9        0.5       13.3        6.9
 
Number of Traders in Each Category                                    Total Traders:       314 
        12         15         11        115         36         54         42         48         31         32         14          5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    28,766
Positions
         0      9,567          0     10,957      4,197      2,684        479      4,762      1,196        800          0          0     12,650      6,360
 
Changes from:       June 22, 2021                                    Total Change is:       272
         0          0          0       -475        413        100         -6        107          0          0          0          0        653       -348
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       33.3        0.0       38.1       14.6        9.3        1.7       16.6        4.2        2.8        0.0        0.0       44.0       22.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0         11          5          7          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    23,497
Positions
     1,444      1,193          0      7,028     14,097      2,251      3,567      1,545          0          0        975          0      9,207      3,436
 
Changes from:       June 22, 2021                                    Total Change is:     1,352
       431         -2          0        -12      1,250        -18      1,292          0          0          0         87        -87       -254        122
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        5.1        0.0       29.9       60.0        9.6       15.2        6.6        0.0        0.0        4.1        0.0       39.2       14.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          7         10          5          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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   152,153
Positions
    22,216     22,611      1,583     44,686     74,120      4,199     41,311     16,922      6,510      5,536      2,425          0     26,112     23,783
 
Changes from:       June 22, 2021                                    Total Change is:    -7,622
    -2,408       -673        269       -244       -169        603     -7,221     -5,202       -118     -1,145       -344          0      2,642     -1,987
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       14.9        1.0       29.4       48.7        2.8       27.2       11.1        4.3        3.6        1.6        0.0       17.2       15.6
 
Number of Traders in Each Category                                    Total Traders:        95 
         8          5          6         16         16         11         25         19         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    44,362
Positions
       451     22,298          0     30,822          0          0      8,511     19,901          0      1,449        903         95      3,034      1,165
 
Changes from:       June 22, 2021                                    Total Change is:     4,544
       -59        278          0      4,125       -592          0        -39      4,571          0         21       -103         95        401        295
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       50.3        0.0       69.5        0.0        0.0       19.2       44.9        0.0        3.3        2.0        0.2        6.8        2.6
 
Number of Traders in Each Category                                    Total Traders:        58 
         .          5          0         16          0          0         22          8          0          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   144,662
Positions
     2,890     90,627        507     63,051      7,951      1,107     63,769     18,773        951      4,595     21,448          0      7,792      3,298
 
Changes from:       June 22, 2021                                    Total Change is:     4,494
    -8,040      2,260         -3      7,473      2,946       -274      3,018     -1,203       -189        701      1,167          0      1,807       -210
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       62.6        0.4       43.6        5.5        0.8       44.1       13.0        0.7        3.2       14.8        0.0        5.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       147 
         4          7          .         24          7          5         55         26         10         13         11          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    47,731
Positions
       981     16,751      1,548     16,715      3,545          0     18,490     19,914      1,524      3,997      2,740        102      4,374      1,607
 
Changes from:       June 22, 2021                                    Total Change is:     5,629
      -452          0      1,548       -805      1,022       -120      4,981      3,449      1,058        425        448         32     -1,038     -1,809
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       35.1        3.2       35.0        7.4        0.0       38.7       41.7        3.2        8.4        5.7        0.2        9.2        3.4
 
Number of Traders in Each Category                                    Total Traders:        76 
         .          .          .         14          6          0         21         12          .         11          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    41,435
Positions
     8,831     15,372         37      4,863      7,011      1,090     20,951     12,633        770        343        768         20      4,530      3,734
 
Changes from:       June 22, 2021                                    Total Change is:     2,060
       783        761         -4       -178      1,259        203        794        107        212        343       -428          0        -93        -50
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       37.1        0.1       11.7       16.9        2.6       50.6       30.5        1.9        0.8        1.9        0.0       10.9        9.0
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          4          .         15          9          5         28         16          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    17,995
Positions
     2,684      4,900          0      9,157      2,422         86      3,449      9,262          0      1,037          0          0      1,582      1,325
 
Changes from:       June 22, 2021                                    Total Change is:      -244
         0         10          0       -269       -117         86       -735        211          0        440       -150          0        234       -284
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       27.2        0.0       50.9       13.5        0.5       19.2       51.5        0.0        5.8        0.0        0.0        8.8        7.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          8          .          .         10         12          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    52,926
Positions
    13,900     23,017        586     16,306      2,147        368     10,756      6,022      1,372        616     14,236          0      9,023      5,179
 
Changes from:       June 22, 2021                                    Total Change is:     1,518
    -1,315      5,152         20      4,515        360     -1,298        489     -1,472       -975          1          0          0         80       -269
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       43.5        1.1       30.8        4.1        0.7       20.3       11.4        2.6        1.2       26.9        0.0       17.0        9.8
 
Number of Traders in Each Category                                    Total Traders:       110 
        12         14          .         28          7          7         25         18          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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   105,852
Positions
    27,800     46,034      1,172     32,611      4,294        735     21,511     12,043      2,744      1,232     28,472          0     18,046     10,358
 
Changes from:       June 22, 2021                                    Total Change is:     3,035
    -2,629     10,304         39      9,030        719     -2,595        977     -2,944     -1,950          2          0          0        161       -538
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       43.5        1.1       30.8        4.1        0.7       20.3       11.4        2.6        1.2       26.9        0.0       17.0        9.8
 
Number of Traders in Each Category                                    Total Traders:       110 
        12         14          .         28          7          7         25         18          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    40,871
Positions
     1,536     35,496          0     33,247          0        819      2,383      4,188          0          0          0          0      2,886        368
 
Changes from:       June 22, 2021                                    Total Change is:     3,023
       154      1,605          0      1,874          0         26        709      1,551          0          0          0          0        260       -159
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       86.8        0.0       81.3        0.0        2.0        5.8       10.2        0.0        0.0        0.0        0.0        7.1        0.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          9          0         17          0          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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   631,997
Positions
    33,953    149,442     43,030    269,727     77,218     57,085     37,403     75,286     93,848     22,839     65,677      3,534     70,577     66,876
 
Changes from:       June 22, 2021                                    Total Change is:    11,550
       972     -3,945      2,306     -5,098     -4,816        696      4,259      7,746      5,679       -763       -562        815      2,682      3,630
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       23.6        6.8       42.7       12.2        9.0        5.9       11.9       14.8        3.6       10.4        0.6       11.2       10.6
 
Number of Traders in Each Category                                    Total Traders:       563 
        35         28         37        168         83        117         71        101        103         46         31         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    26,066
Positions
     6,021          0        125          0          0          0      4,088      6,562      8,131        100          0          0      7,600     11,247
 
Changes from:       June 22, 2021                                    Total Change is:     5,609
     2,473          0         -3          0          0          0      3,250      1,803        -12          0          0          0        -98      3,822
 
Percent of Open Interest Represented by Each Category of Trader
      23.1        0.0        0.5        0.0        0.0        0.0       15.7       25.2       31.2        0.4        0.0        0.0       29.2       43.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          0          .          0          0          0          5         12         16          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    24,056
Positions
     2,817     19,527          0     17,060      4,055          0      2,388          0          0          0          0          0      1,791        474
 
Changes from:       June 22, 2021                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       81.2        0.0       70.9       16.9        0.0        9.9        0.0        0.0        0.0        0.0        0.0        7.4        2.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          8          0          4          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    23,057
Positions
     4,663     19,490          0     13,492          0          0      1,498      2,091        259          0          0          0      3,145      1,217
 
Changes from:       June 22, 2021                                    Total Change is:       354
       -59        -21        -31        180          0          0        299        300          0          0          0          0        -35        106
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       84.5        0.0       58.5        0.0        0.0        6.5        9.1        1.1        0.0        0.0        0.0       13.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          7          0         11          0          0          5          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 3,029,655
Positions
   169,763    777,319    184,417  1,348,636    386,088    285,426    198,351    375,395    396,811    114,197    328,887     17,169    314,885    278,143
 
Changes from:       June 22, 2021                                    Total Change is:    29,703
     4,861     -7,357       -818    -25,489    -24,078      3,480     21,703     46,373     11,800     -3,811     -2,811      4,075     13,903       -961
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       25.7        6.1       44.5       12.7        9.4        6.5       12.4       13.1        3.8       10.9        0.6       10.4        9.2
 
Number of Traders in Each Category                                    Total Traders:       560 
        35         28         35        168         83        117         74         95         99         46         31         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    41,358
Positions
     2,434     39,672         13     32,971        337        225      1,571        549         11          0          0          0      4,133        551
 
Changes from:       June 22, 2021                                    Total Change is:    -2,190
       124     -1,177         13     -2,004          0          0       -140        161       -250          0          0          0         67       -937
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       95.9        0.0       79.7        0.8        0.5        3.8        1.3        0.0        0.0        0.0        0.0       10.0        1.3
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          9          .         18          .          .          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    18,797
Positions
       954     17,885          0     13,455         38        313      1,168          0          0          0          0          0      2,907        561
 
Changes from:       June 22, 2021                                    Total Change is:      -183
       289       -150          0          0          0          0       -256          0          0          0          0          0       -216        -33
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       95.1        0.0       71.6        0.2        1.7        6.2        0.0        0.0        0.0        0.0        0.0       15.5        3.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          7          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    42,441
Positions
     3,922     12,543        149     25,089     20,749      2,253      2,510      2,012          3          0          0          0      8,515      4,732
 
Changes from:       June 22, 2021                                    Total Change is:    -1,438
        29       -970          1     -1,285       -403        -51        358       -182        -15          0          0          0       -475        182
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       29.6        0.4       59.1       48.9        5.3        5.9        4.7        0.0        0.0        0.0        0.0       20.1       11.1
 
Number of Traders in Each Category                                    Total Traders:        63 
         4          7          .         27         14          9          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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   426,985
Positions
    88,352     62,021      4,994    214,943    150,367     37,599     36,103     89,152      8,885      6,335     50,738      1,491     28,284     21,738
 
Changes from:       June 22, 2021                                    Total Change is:     6,124
     3,006       -337        951        490      1,149        181     -3,082      4,237        351      1,150     -1,830      1,322      1,755         99
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       14.5        1.2       50.3       35.2        8.8        8.5       20.9        2.1        1.5       11.9        0.3        6.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       325 
        28         15          .         90         47         49         41         70         26         11         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    33,222
Positions
     5,656     31,842          0     23,542        482          0      1,795        405          0          0          0          0      2,229        493
 
Changes from:       June 22, 2021                                    Total Change is:         7
         0        311          0       -441          0          0        522       -290        -21          0          0          0        -53          7
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       95.8        0.0       70.9        1.5        0.0        5.4        1.2        0.0        0.0        0.0        0.0        6.7        1.5
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          8          0         13          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    16,490
Positions
       553      3,548          0     10,766        206         26        230      4,738          0      1,118      2,738          0      3,797      5,234
 
Changes from:       June 22, 2021                                    Total Change is:       513
       278        321          0        389        -15         14          0       -481          0          0        524          0       -168        150
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       21.5        0.0       65.3        1.2        0.2        1.4       28.7        0.0        6.8       16.6        0.0       23.0       31.7
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0         12          .          .          .          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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    40,908
Positions
     7,228      3,802        376      8,467      4,109        389     15,346      2,519          8      2,267      1,508          0      6,827     28,197
 
Changes from:       June 22, 2021                                    Total Change is:    -1,745
       605        626         67     -1,165        615       -105     -2,039     -1,602        -65        260       -275          0        697     -1,006
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        9.3        0.9       20.7       10.0        1.0       37.5        6.2        0.0        5.5        3.7        0.0       16.7       68.9
 
Number of Traders in Each Category                                    Total Traders:        50 
         6          7          .         11          5          5         11          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   407,387
Positions
    36,550    258,209      8,587    270,093     64,834     55,959     18,423      8,271        790      6,516      3,915         49     10,420      6,773
 
Changes from:       June 22, 2021                                    Total Change is:    -3,322
     4,387     -2,414       -138     -5,105        406     -2,407        744     -1,826       -139        523        261          0     -1,187      2,935
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       63.4        2.1       66.3       15.9       13.7        4.5        2.0        0.2        1.6        1.0        0.0        2.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       182 
        13         12          7         79         35         44         24          9          5          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 1,029,911
Positions
    80,916    435,314      4,299    663,279    299,629    120,186     77,667     56,237      3,946     38,088     51,408      8,535     32,995     50,357
 
Changes from:       June 22, 2021                                    Total Change is:    12,267
    -3,941    -64,006        506     22,767     22,724     10,355     -6,517     15,534     -2,607      1,952      5,283         10    -10,258     24,468
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       42.3        0.4       64.4       29.1       11.7        7.5        5.5        0.4        3.7        5.0        0.8        3.2        4.9
 
Number of Traders in Each Category                                    Total Traders:       404 
        25         19          8        169         65         86         57         30         22         30          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   219,407
Positions
    31,267    170,332     30,265     15,944      7,097      2,781    129,496        406      8,266      1,057        177          0        331         83
 
Changes from:       June 22, 2021                                    Total Change is:    11,244
    -7,760      8,458      2,920         48        200          0     16,203       -179       -145        -98         20         -1         77        -29
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       77.6       13.8        7.3        3.2        1.3       59.0        0.2        3.8        0.5        0.1        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        85 
         9         20         17         13          .          .         30          .          4          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    51,624
Positions
    11,220      7,158        921     11,331      9,137      1,270     11,296     13,576      6,016      1,835      2,789        365      7,371     10,392
 
Changes from:       June 22, 2021                                    Total Change is:     1,467
       873        498        301        313     -1,107        -86     -1,168        253      1,155         29       -342         66        -17        728
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       13.9        1.8       21.9       17.7        2.5       21.9       26.3       11.7        3.6        5.4        0.7       14.3       20.1
 
Number of Traders in Each Category                                    Total Traders:       313 
        24         22         12         59         49         40         42         66         37         18         32         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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   258,120
Positions
    56,102     35,791      4,604     56,653     45,686      6,348     56,478     67,882     30,079      9,175     13,943      1,826     36,855     51,962
 
Changes from:       June 22, 2021                                    Total Change is:     7,335
     4,366      2,490      1,505      1,566     -5,533       -429     -5,839      1,267      5,773        147     -1,709        330        -85      3,640
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       13.9        1.8       21.9       17.7        2.5       21.9       26.3       11.7        3.6        5.4        0.7       14.3       20.1
 
Number of Traders in Each Category                                    Total Traders:       313 
        24         22         12         59         49         40         42         66         37         18         32         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is    44,306
Positions
       541          0          0        553          0          0     13,211      1,399      1,021      2,970      3,101        310     25,699     38,475
 
Changes from:       June 22, 2021                                    Total Change is:     6,376
      -299          0          0        213       -259          0      4,855     -3,775        124        480      1,132        200        803      8,954
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        0.0        0.0        1.2        0.0        0.0       29.8        3.2        2.3        6.7        7.0        0.7       58.0       86.8
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          0          0          .          0          0         10          .          6          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 1,303,000
Positions
     6,773    110,959     26,576    559,404    305,790    257,521     65,191    245,183    101,328    102,160     48,812      7,494    176,552    199,336
 
Changes from:       June 22, 2021                                    Total Change is:   -99,306
     2,325      6,472    -16,100       -993    -11,548    -39,742      6,315     -7,269    -34,523     -7,122      9,806     -3,657     -5,810     -2,745
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        8.5        2.0       42.9       23.5       19.8        5.0       18.8        7.8        7.8        3.7        0.6       13.5       15.3
 
Number of Traders in Each Category                                    Total Traders:       200 
         8         18         18         57         36         58         18         42         38         12          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 1,192,190
Positions
    31,601     94,173          0    643,198    287,739    213,198     80,477    415,379     12,844     69,452     24,386          0    141,419    144,471
 
Changes from:       June 22, 2021                                    Total Change is:    -6,654
    12,707    -13,086       -270    -32,873        798      7,991     12,596      3,924     -2,758     -1,991       -922          0     -2,057     -2,331
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        7.9        0.0       54.0       24.1       17.9        6.8       34.8        1.1        5.8        2.0        0.0       11.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       160 
         .         12          0         72         28         59          8         25         10          5          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 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 2,052,077
Positions
    80,338    134,571     25,398    834,333    523,345    307,486    442,853    697,842     98,363    122,917    129,525      1,240    139,148    134,308
 
Changes from:       June 22, 2021                                    Total Change is:    -4,517
    -2,313     25,587      3,588    -48,747     50,186      1,625     32,005   -118,385     23,734    -13,246      2,330          0     -1,164      6,818
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        6.6        1.2       40.7       25.5       15.0       21.6       34.0        4.8        6.0        6.3        0.1        6.8        6.5
 
Number of Traders in Each Category                                    Total Traders:       310 
        15         33         10         88         46         75         49         45         31         19         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,945,446
Positions
   165,106    255,319    137,002  1,586,752  1,553,806    822,376  1,132,691    662,333    479,512    186,162    348,434     96,843    339,001    589,820
 
Changes from:       June 22, 2021                                    Total Change is:  -131,845
    -3,826    -12,560    -13,752     -1,708    -15,119    -32,494     -6,427    -13,874    -79,215      2,555     51,760    -14,997     18,018     -1,594
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        5.2        2.8       32.1       31.4       16.6       22.9       13.4        9.7        3.8        7.0        2.0        6.9       11.9
 
Number of Traders in Each Category                                    Total Traders:       451 
        20         36         39         79        113        114         64         88         89         22         29         12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,542,219
Positions
   117,754     20,906      6,157    477,965    660,998    175,848    580,946    299,162      6,913     63,368    100,011        792    112,476    271,432
 
Changes from:       June 22, 2021                                    Total Change is:    24,172
     8,921     -1,226      3,631     -6,310      4,284      1,109     15,634      1,818        471      3,750     12,513          0     -3,034      1,572
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        1.4        0.4       31.0       42.9       11.4       37.7       19.4        0.4        4.1        6.5        0.1        7.3       17.6
 
Number of Traders in Each Category                                    Total Traders:       160 
        10          6          5         21         66         51         25         14         11          5         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,818,761
Positions
    75,586    177,096     44,149  1,875,553  1,125,065    644,956    354,054    857,902    275,469    237,958    225,516     22,710    288,327    445,898
 
Changes from:       June 22, 2021                                    Total Change is:   -24,920
    20,570     32,587     -7,346    110,596     -9,455    -15,318    -34,772     48,919   -107,839      3,219     16,609     -6,211     12,180     23,134
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        4.6        1.2       49.1       29.5       16.9        9.3       22.5        7.2        6.2        5.9        0.6        7.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       330 
        17         28         21         80         63         83         41         60         48         12         29          7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,080,858
Positions
   296,368    189,874    353,672     20,334      6,701      4,515    120,052    229,336    259,432        600      7,365          0     25,885     29,963
 
Changes from:       June 22, 2021                                    Total Change is:     8,657
   -23,862     18,460     17,830      4,788        114     -2,508     -9,092    -49,545     24,832          0      1,800          0     -3,331     -2,326
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       17.6       32.7        1.9        0.6        0.4       11.1       21.2       24.0        0.1        0.7        0.0        2.4        2.8
 
Number of Traders in Each Category                                    Total Traders:       102 
        19         34         46          .          .          4         21         17         31          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is22,890,662
Positions
 2,904,887  1,535,141  3,482,775    436,123  1,504,966  1,635,406  1,624,563  1,374,147 11,890,961     27,449    299,518    253,648    634,851    914,101
 
Changes from:       June 22, 2021                                    Total Change is:   293,718
   107,652    -79,887     71,085   -106,931     93,530     96,554     72,792      8,646     53,797       -306     -4,726     12,248    -13,173     42,471
 
Percent of Open Interest Represented by Each Category of Trader
      12.7        6.7       15.2        1.9        6.6        7.1        7.1        6.0       51.9        0.1        1.3        1.1        2.8        4.0
 
Number of Traders in Each Category                                    Total Traders:       295 
        36         40         73         23         21         29         51         80        115          5         34         25
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is   613,437
Positions
   119,352    139,825    179,509     17,553      2,334      8,692    132,040    120,595    150,547        405      6,529      5,275         64        131
 
Changes from:       June 22, 2021                                    Total Change is:    24,457
    -2,400       -911      5,384      2,985     -4,283      2,349     -1,203     -1,209     17,509       -245      5,548         54         24         16
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       22.8       29.3        2.9        0.4        1.4       21.5       19.7       24.5        0.1        1.1        0.9        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       113 
        18         25         25          4          .          .         16         30         35          7          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   220,454
Positions
    28,659     83,037     36,347      4,756      6,535      2,008     88,940     38,382     52,369      6,171        511      1,176         28         89
 
Changes from:       June 22, 2021                                    Total Change is:     6,297
    -3,600      5,311      4,997        -35       -848       -456     12,527      4,239     -7,161         -3        163         37         -9         15
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       37.7       16.5        2.2        3.0        0.9       40.3       17.4       23.8        2.8        0.2        0.5        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        88 
        10         23         15          .          4          .         18         24         27          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    97,017
Positions
     1,050     29,243          0      1,469      2,450          0      1,718     37,090     27,653     65,088        500          0         39         81
 
Changes from:       June 22, 2021                                    Total Change is:     6,246
         0      4,449          0          0        156          0        199     -3,591      5,231        830          0          0        -14          1
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       30.1        0.0        1.5        2.5        0.0        1.8       38.2       28.5       67.1        0.5        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          7          0          .          4          0          .          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     7,004
Positions
       248        120         49        554        613          0      2,344      4,380        508      1,389        239        238      1,675        857
 
Changes from:       June 22, 2021                                    Total Change is:    -1,340
        -7        -25        -32        123       -126          0       -281       -566       -209       -521       -190        -67       -347       -125
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        1.7        0.7        7.9        8.8        0.0       33.5       62.5        7.2       19.8        3.4        3.4       23.9       12.2
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          .          .          4          4          0         21         21         11          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    15,481
Positions
         0        124          0          0          0          0      8,095     12,974        677      2,128        652        135      4,446        919
 
Changes from:       June 22, 2021                                    Total Change is:   -13,239
      -214     -1,149          0        -60          0          0     -1,421      2,059     -9,702       -442     -4,336         23     -1,423       -134
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.8        0.0        0.0        0.0        0.0       52.3       83.8        4.4       13.7        4.2        0.9       28.7        5.9
 
Number of Traders in Each Category                                    Total Traders:        77 
         0          .          0          0          0          0         11          8          .         48          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     2,733
Positions
        59         88         43          0         81          0      1,136      2,087         28        333         62         27      1,107        317
 
Changes from:       June 22, 2021                                    Total Change is:      -163
         6         10         10          0        -45          0        -38       -130        -26       -144        -16         27          2          7
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        3.2        1.6        0.0        3.0        0.0       41.6       76.4        1.0       12.2        2.3        1.0       40.5       11.6
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          .          0          .          0         13         15          .          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    34,956
Positions
     1,311      3,554          1     11,857      4,600      1,039      8,425     21,740        776      4,298        954         15      7,234      2,277
 
Changes from:       June 22, 2021                                    Total Change is:       296
      -124          0         -1         12     -1,178        -37       -530      1,599         59        910        586        -36         44       -695
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       10.2        0.0       33.9       13.2        3.0       24.1       62.2        2.2       12.3        2.7        0.0       20.7        6.5
 
Number of Traders in Each Category                                    Total Traders:       108 
         .          .          .         11          7          .         20         28          6         28          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   327,935
Positions
    53,205     18,578     11,062    108,751     82,461     33,515     36,072     97,036     52,022      7,303      2,440      5,204     20,801     25,617
 
Changes from:       June 22, 2021                                    Total Change is:    10,638
       635      1,402        582      7,492        375     -1,038      4,921     10,694     -1,235       -219       -287        955     -1,455       -810
 
Percent of Open Interest Represented by Each Category of Trader
      16.2        5.7        3.4       33.2       25.1       10.2       11.0       29.6       15.9        2.2        0.7        1.6        6.3        7.8
 
Number of Traders in Each Category                                    Total Traders:       176 
        12         12         19         15         34         22         33         48         45          7          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 29, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    49,534
Positions
     4,245      7,883        118     39,740      2,251          0        519     39,144          0      4,513         27          0        399        111
 
Changes from:       June 22, 2021                                    Total Change is:     3,361
        40        -93         93      1,440          0          0         51      3,353          0      2,067          0          0       -330          8
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       15.9        0.2       80.2        4.5        0.0        1.0       79.0        0.0        9.1        0.1        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          4          .         13          4          0          4          6          0         16          .          0
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Updated July 02, 2021