Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   227,230
Positions
    11,088    129,732      8,093     64,432     14,759      7,495     52,682     27,213     17,210     19,095      2,611         16     47,119     20,102
 
Changes from:       June 29, 2021                                    Total Change is:     8,683
     2,335     -1,141      1,309     -1,792      3,998       -904      4,409      2,943      1,391        804        400        -10      1,142        696
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       57.1        3.6       28.4        6.5        3.3       23.2       12.0        7.6        8.4        1.1        0.0       20.7        8.8
 
Number of Traders in Each Category                                    Total Traders:       110 
         4          8          6         26          9         12         23         23         14         15          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    47,843
Positions
    10,962      5,800      1,011      2,185     12,776        865     21,138      5,281      1,811          0        642          0      9,870     19,656
 
Changes from:       June 29, 2021                                    Total Change is:     2,462
     3,327       -677         83       -404      2,476        340        129       -622        229          0          0          0     -1,242        633
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       12.1        2.1        4.6       26.7        1.8       44.2       11.0        3.8        0.0        1.3        0.0       20.6       41.1
 
Number of Traders in Each Category                                    Total Traders:        50 
         7          .          .          .         15          5         12          9          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   204,615
Positions
    37,975     51,845      7,530     40,167     52,280      8,345     49,040     25,278     24,379      4,008      6,186      1,288     31,882     27,482
 
Changes from:       June 29, 2021                                    Total Change is:    11,800
     8,980     -2,862        773     -4,782      5,235      1,212      6,179       -577      3,115          0        322        253     -3,930      4,330
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       25.3        3.7       19.6       25.6        4.1       24.0       12.4       11.9        2.0        3.0        0.6       15.6       13.4
 
Number of Traders in Each Category                                    Total Traders:       124 
         6          6          8         18         27         18         30         24         24          9          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   224,219
Positions
   107,901      1,409      3,041     40,175     77,480     10,546     32,515     77,548     11,689        700      1,806         64     17,588     40,636
 
Changes from:       June 29, 2021                                    Total Change is:    12,101
     5,980        750       -120     -2,493      9,261      3,702      6,316     -1,331        780         -2         84          2     -2,065     -1,027
 
Percent of Open Interest Represented by Each Category of Trader
      48.1        0.6        1.4       17.9       34.6        4.7       14.5       34.6        5.2        0.3        0.8        0.0        7.8       18.1
 
Number of Traders in Each Category                                    Total Traders:       139 
        12          .          9         18         32         17         25         40         18          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   772,128
Positions
    23,782    446,621     19,905    451,419     90,294     32,157     51,155     70,826     47,102     42,181      8,626      4,750     99,677     51,847
 
Changes from:       June 29, 2021                                    Total Change is:    13,005
     2,538    -13,417      1,605     -3,018      6,209      1,919      1,285      5,938      8,077      1,228      2,071        833     -1,463       -230
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       57.8        2.6       58.5       11.7        4.2        6.6        9.2        6.1        5.5        1.1        0.6       12.9        6.7
 
Number of Traders in Each Category                                    Total Traders:       318 
        15         14         11        114         37         55         38         52         32         32         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    28,787
Positions
         0      9,567          0     11,060      4,209      2,859        479      4,649      1,196        800          0          0     12,393      6,307
 
Changes from:       June 29, 2021                                    Total Change is:        21
         0          0          0        103         12        175          0       -113          0          0          0          0       -257        -53
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       33.2        0.0       38.4       14.6        9.9        1.7       16.1        4.2        2.8        0.0        0.0       43.1       21.9
 
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 July 6, 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    26,859
Positions
     1,444      1,593          0      7,061     17,298      2,249      7,054      1,545          0          0        975          0      9,051      3,199
 
Changes from:       June 29, 2021                                    Total Change is:     3,362
         0        400          0         33      3,201         -2      3,487          0          0          0          0          0       -156       -237
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        5.9        0.0       26.3       64.4        8.4       26.3        5.8        0.0        0.0        3.6        0.0       33.7       11.9
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0          7         11          5          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   158,867
Positions
    28,559     17,826      1,511     40,178     77,566      4,871     46,929     23,393      6,814      5,192      1,092          0     24,814     25,795
 
Changes from:       June 29, 2021                                    Total Change is:     6,714
     6,343     -4,785        -73     -4,508      3,445        672      5,618      6,472        304       -344     -1,333          0     -1,298      2,012
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       11.2        1.0       25.3       48.8        3.1       29.5       14.7        4.3        3.3        0.7        0.0       15.6       16.2
 
Number of Traders in Each Category                                    Total Traders:        92 
         8          5          7         14         16         11         23         21         15          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    45,994
Positions
       412     22,381          0     33,087          0          0      8,305     21,003          0      1,448      1,125          0      2,742      1,485
 
Changes from:       June 29, 2021                                    Total Change is:     1,632
       -39         83          0      2,265          0          0       -206      1,102          0         -1        222        -95       -292        320
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       48.7        0.0       71.9        0.0        0.0       18.1       45.7        0.0        3.1        2.4        0.0        6.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          5          0         15          0          0         16          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   147,660
Positions
     1,580     92,461        507     64,488      7,696      1,372     65,507     20,414        990      4,984     21,554          0      8,232      2,667
 
Changes from:       June 29, 2021                                    Total Change is:     2,998
    -1,310      1,835          0      1,437       -255        265      1,739      1,641         39        389        106          0        440       -632
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       62.6        0.3       43.7        5.2        0.9       44.4       13.8        0.7        3.4       14.6        0.0        5.6        1.8
 
Number of Traders in Each Category                                    Total Traders:       154 
         .         10          .         25          6          5         55         31          9         11         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    43,766
Positions
       959     17,480          0     16,270      1,444          0     17,100     19,150        743      4,961      3,381         54      3,679      1,514
 
Changes from:       June 29, 2021                                    Total Change is:    -3,965
       -22        729     -1,548       -445     -2,101          0     -1,390       -764       -781        964        641        -48       -695        -93
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       39.9        0.0       37.2        3.3        0.0       39.1       43.8        1.7       11.3        7.7        0.1        8.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        76 
         .          .          0         14          5          0         20         12          .         12          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    41,845
Positions
     9,205     15,598         40      4,890      8,562      1,072     20,973     11,612        712        298        899         20      4,635      3,330
 
Changes from:       June 29, 2021                                    Total Change is:       410
       374        226          3         27      1,551        -18         22     -1,021        -58        -45        131          0        106       -403
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       37.3        0.1       11.7       20.5        2.6       50.1       27.8        1.7        0.7        2.1        0.0       11.1        8.0
 
Number of Traders in Each Category                                    Total Traders:        82 
         7          .          .         13         11          5         29         13         11          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    17,131
Positions
     2,685      4,897          0      8,362      2,832          0      3,446      8,110          0      1,039          0          0      1,599      1,292
 
Changes from:       June 29, 2021                                    Total Change is:      -864
         1         -3          0       -795        410        -86         -3     -1,152          0          2          0          0         17        -33
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       28.6        0.0       48.8       16.5        0.0       20.1       47.3        0.0        6.1        0.0        0.0        9.3        7.5
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          7          .          0         10         13          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    53,100
Positions
    13,684     26,021        607     16,685      2,634        372     10,998      1,864      1,555        616     14,647          0      8,583      5,401
 
Changes from:       June 29, 2021                                    Total Change is:       174
      -216      3,004         21        380        487          5        242     -4,158        183          0        411          0       -441        222
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       49.0        1.1       31.4        5.0        0.7       20.7        3.5        2.9        1.2       27.6        0.0       16.2       10.2
 
Number of Traders in Each Category                                    Total Traders:       109 
        12         16          .         27          9          6         27         10         10          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   106,199
Positions
    27,368     52,042      1,213     33,370      5,267        744     21,996      3,727      3,111      1,232     29,294          0     17,165     10,801
 
Changes from:       June 29, 2021                                    Total Change is:       347
      -432      6,008         41        759        973          9        485     -8,316        367          0        822          0       -881        443
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       49.0        1.1       31.4        5.0        0.7       20.7        3.5        2.9        1.2       27.6        0.0       16.2       10.2
 
Number of Traders in Each Category                                    Total Traders:       109 
        12         16          .         27          9          6         27         10         10          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    42,492
Positions
     1,986     36,450        400     33,352          0      1,300      2,705      4,080          0          0          0          0      2,749        262
 
Changes from:       June 29, 2021                                    Total Change is:     1,621
       450        954        400        105          0        481        322       -108          0          0          0          0       -137       -106
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       85.8        0.9       78.5        0.0        3.1        6.4        9.6        0.0        0.0        0.0        0.0        6.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          8          .         17          0          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   644,096
Positions
    36,559    149,141     42,691    271,590     79,094     55,517     40,074     78,289     99,661     24,539     69,471      2,688     70,778     67,545
 
Changes from:       June 29, 2021                                    Total Change is:    12,099
     2,607       -302       -339      1,863      1,876     -1,568      2,670      3,002      5,813      1,699      3,794       -846        200        669
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       23.2        6.6       42.2       12.3        8.6        6.2       12.2       15.5        3.8       10.8        0.4       11.0       10.5
 
Number of Traders in Each Category                                    Total Traders:       554 
        34         29         37        166         83        114         75         97         99         42         28         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    27,403
Positions
     4,553          0        174          0          0          0      5,523     10,344      7,803          0          0          0      9,350      9,082
 
Changes from:       June 29, 2021                                    Total Change is:     1,337
    -1,468          0         49          0          0          0      1,435      3,781       -328       -100          0          0      1,749     -2,165
 
Percent of Open Interest Represented by Each Category of Trader
      16.6        0.0        0.6        0.0        0.0        0.0       20.2       37.7       28.5        0.0        0.0        0.0       34.1       33.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          0          .          0          0          0          .         14         14          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    23,894
Positions
     7,667     17,232          0     10,469      4,055      2,158      1,845          0          0          0          0          0      1,755        449
 
Changes from:       June 29, 2021                                    Total Change is:      -162
     4,850     -2,295          0     -6,591          0      2,158       -543          0          0          0          0          0        -36        -25
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       72.1        0.0       43.8       17.0        9.0        7.7        0.0        0.0        0.0        0.0        0.0        7.3        1.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          7          0          4          .          .          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    23,112
Positions
     4,806     19,778          0     13,623          0        145      1,442      1,962        240          0          0          0      2,856        987
 
Changes from:       June 29, 2021                                    Total Change is:        55
       143        288          0        131          0        145        -56       -129        -19          0          0          0       -289       -230
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       85.6        0.0       58.9        0.0        0.6        6.2        8.5        1.0        0.0        0.0        0.0       12.4        4.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          8          0         12          0          .          5          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 3,083,467
Positions
   182,797    768,470    189,822  1,357,949    395,468    277,586    225,094    392,068    406,946    122,694    347,355     13,439    307,140    292,314
 
Changes from:       June 29, 2021                                    Total Change is:    53,812
    13,034     -8,849      5,404      9,314      9,380     -7,840     26,744     16,673     10,136      8,497     18,469     -3,731     -7,745     14,171
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       24.9        6.2       44.0       12.8        9.0        7.3       12.7       13.2        4.0       11.3        0.4       10.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       551 
        34         29         35        166         83        114         77         92         95         42         28         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    41,002
Positions
     2,667     39,202         19     32,688        337        157      1,340        541         11          0          0          0      4,120        735
 
Changes from:       June 29, 2021                                    Total Change is:      -356
       233       -470          6       -283          0        -68       -231         -8          0          0          0          0        -13        184
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       95.6        0.0       79.7        0.8        0.4        3.3        1.3        0.0        0.0        0.0        0.0       10.0        1.8
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          9          .         18          .          .          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    43,372
Positions
     4,557     13,790        145     25,324     21,555      2,090      2,087      1,910          3          0          0          0      9,166      3,879
 
Changes from:       June 29, 2021                                    Total Change is:       931
       635      1,247         -4        235        806       -163       -423       -102          0          0          0          0        651       -853
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       31.8        0.3       58.4       49.7        4.8        4.8        4.4        0.0        0.0        0.0        0.0       21.1        8.9
 
Number of Traders in Each Category                                    Total Traders:        67 
         5          8          .         27         17          9          6          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   425,806
Positions
    90,940     55,018      5,880    210,724    154,533     37,356     37,400     88,936      8,625      4,432     52,668      1,015     29,435     21,775
 
Changes from:       June 29, 2021                                    Total Change is:    -1,179
     2,588     -7,003        886     -4,219      4,167       -243      1,297       -216       -259     -1,902      1,930       -476      1,151         37
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       12.9        1.4       49.5       36.3        8.8        8.8       20.9        2.0        1.0       12.4        0.2        6.9        5.1
 
Number of Traders in Each Category                                    Total Traders:       324 
        27         13          6         88         48         51         45         70         32         11         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    32,637
Positions
     5,882     31,065          0     23,298        482          0      1,524        649          5          0          0          0      1,928        436
 
Changes from:       June 29, 2021                                    Total Change is:      -585
       226       -777          0       -244          0          0       -271        244          5          0          0          0       -301        -57
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       95.2        0.0       71.4        1.5        0.0        4.7        2.0        0.0        0.0        0.0        0.0        5.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          8          0         14          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    16,762
Positions
       863      3,520          0     10,380        206         26        698      4,907          0      1,118      2,527          0      3,677      5,576
 
Changes from:       June 29, 2021                                    Total Change is:       272
       310        -28          0       -386          0          0        468        169          0          0       -211          0       -120        342
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       21.0        0.0       61.9        1.2        0.2        4.2       29.3        0.0        6.7       15.1        0.0       21.9       33.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0         11          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    43,850
Positions
     8,268      4,560        490      8,166      4,762        522     18,040      4,433         93      2,571        708          0      5,700     28,282
 
Changes from:       June 29, 2021                                    Total Change is:     2,942
     1,040        758        114       -301        653        133      2,694      1,914         85        304       -800          0     -1,127         85
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       10.4        1.1       18.6       10.9        1.2       41.1       10.1        0.2        5.9        1.6        0.0       13.0       64.5
 
Number of Traders in Each Category                                    Total Traders:        55 
         9          9          .         11          4          5         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   424,244
Positions
    39,680    264,349     10,215    274,879     64,568     64,121     16,992      9,639        778      6,704      3,537          0     10,875      7,037
 
Changes from:       June 29, 2021                                    Total Change is:    16,857
     3,130      6,140      1,628      4,786       -266      8,162     -1,431      1,368        -12        188       -378        -49        455        264
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       62.3        2.4       64.8       15.2       15.1        4.0        2.3        0.2        1.6        0.8        0.0        2.6        1.7
 
Number of Traders in Each Category                                    Total Traders:       187 
        11         13          6         79         40         43         22         13          4          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,043,998
Positions
    86,421    488,723      3,873    669,435    302,591    111,356     85,038     55,761      5,701     42,806     49,888      8,537     30,831     17,568
 
Changes from:       June 29, 2021                                    Total Change is:    14,087
     5,505     53,409       -426      6,156      2,962     -8,830      7,371       -476      1,755      4,718     -1,520          2     -2,164    -32,789
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       46.8        0.4       64.1       29.0       10.7        8.1        5.3        0.5        4.1        4.8        0.8        3.0        1.7
 
Number of Traders in Each Category                                    Total Traders:       414 
        27         20          8        166         67         88         56         31         25         31         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   220,735
Positions
    29,292    169,527     32,965     17,369      7,097      3,091    129,064        416      7,382      1,057        177          0        515         80
 
Changes from:       June 29, 2021                                    Total Change is:     1,328
    -1,975       -805      2,700      1,425          0        310       -432         10       -884          0          0          0        184         -3
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       76.8       14.9        7.9        3.2        1.4       58.5        0.2        3.3        0.5        0.1        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        85 
         9         20         17         13          .          .         29          .          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    52,389
Positions
    12,895      7,490        772     12,259      8,919      1,330      9,926     13,612      5,833      1,805      3,058        425      7,143     10,951
 
Changes from:       June 29, 2021                                    Total Change is:       765
     1,675        332       -149        929       -218         60     -1,370         35       -182        -30        270         59       -228        559
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       14.3        1.5       23.4       17.0        2.5       18.9       26.0       11.1        3.4        5.8        0.8       13.6       20.9
 
Number of Traders in Each Category                                    Total Traders:       312 
        28         19         12         63         45         38         42         65         37         22         27         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   261,946
Positions
    64,477     37,448      3,860     61,297     44,594      6,649     49,628     68,058     29,167      9,027     15,291      2,124     35,716     54,754
 
Changes from:       June 29, 2021                                    Total Change is:     3,826
     8,375      1,658       -743      4,645     -1,092        301     -6,850        176       -912       -149      1,349        297     -1,138      2,793
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       14.3        1.5       23.4       17.0        2.5       18.9       26.0       11.1        3.4        5.8        0.8       13.6       20.9
 
Number of Traders in Each Category                                    Total Traders:       312 
        28         19         12         63         45         38         42         65         37         22         27         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    48,969
Positions
       301      1,903          0        328          0          0     16,683      2,238      1,472      3,070      3,616        300     26,816     39,440
 
Changes from:       June 29, 2021                                    Total Change is:     4,663
      -240      1,903          0       -225          0          0      3,472        839        450        100        515        -10      1,116        966
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        3.9        0.0        0.7        0.0        0.0       34.1        4.6        3.0        6.3        7.4        0.6       54.8       80.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          .          0          0          9          4          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,326,060
Positions
     8,396     95,946     32,797    546,845    311,417    263,321     64,441    259,231    111,248    102,103     42,946      7,699    189,210    201,455
 
Changes from:       June 29, 2021                                    Total Change is:    23,060
     1,622    -15,013      6,221    -12,559      5,628      5,800       -749     14,048      9,920        -57     -5,866        204     12,658      2,119
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        7.2        2.5       41.2       23.5       19.9        4.9       19.5        8.4        7.7        3.2        0.6       14.3       15.2
 
Number of Traders in Each Category                                    Total Traders:       202 
         8         17         18         59         39         59         15         43         38         12          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,193,028
Positions
    31,941     91,932        676    657,506    295,004    199,500     76,634    422,740     12,524     70,779     24,343          0    143,468    146,309
 
Changes from:       June 29, 2021                                    Total Change is:       838
       340     -2,241        676     14,308      7,265    -13,698     -3,843      7,361       -320      1,327        -43          0      2,049      1,838
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        7.7        0.1       55.1       24.7       16.7        6.4       35.4        1.0        5.9        2.0        0.0       12.0       12.3
 
Number of Traders in Each Category                                    Total Traders:       159 
         .         13          .         71         29         58          6         25          9          5          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 2,082,754
Positions
    69,423    162,791     24,358    857,817    545,253    319,605    473,311    706,002     72,295    123,955    108,146        982    141,009    143,323
 
Changes from:       June 29, 2021                                    Total Change is:    30,677
   -10,915     28,220     -1,040     23,484     21,908     12,119     30,458      8,160    -26,068      1,038    -21,379       -258      1,861      9,015
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        7.8        1.2       41.2       26.2       15.3       22.7       33.9        3.5        6.0        5.2        0.0        6.8        6.9
 
Number of Traders in Each Category                                    Total Traders:       311 
        13         35          9         87         50         75         44         49         27         19         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,960,375
Positions
   198,381    253,907    148,620  1,525,830  1,493,115    860,191  1,132,724    597,294    498,054    142,298    391,632     97,115    357,162    620,448
 
Changes from:       June 29, 2021                                    Total Change is:    14,929
    33,275     -1,412     11,617    -60,922    -60,691     37,815         33    -65,039     18,542    -43,864     43,198        271     18,161     30,629
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        5.1        3.0       30.8       30.1       17.3       22.8       12.0       10.0        2.9        7.9        2.0        7.2       12.5
 
Number of Traders in Each Category                                    Total Traders:       449 
        21         38         41         76        112        114         61         89         91         24         28         12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,540,355
Positions
   115,593     25,821      8,018    474,560    641,943    174,392    564,127    322,936      8,418     77,316     94,981        793    117,138    263,053
 
Changes from:       June 29, 2021                                    Total Change is:    -1,864
    -2,161      4,915      1,861     -3,405    -19,055     -1,456    -16,819     23,774      1,505     13,948     -5,030          1      4,662     -8,379
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        1.7        0.5       30.8       41.7       11.3       36.6       21.0        0.5        5.0        6.2        0.1        7.6       17.1
 
Number of Traders in Each Category                                    Total Traders:       164 
         8          8          4         22         66         51         26         16         12          6         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 3,773,279
Positions
    56,690    202,968     58,172  1,822,310  1,129,882    655,062    351,588    779,328    272,286    247,959    217,055     20,408    288,804    438,117
 
Changes from:       June 29, 2021                                    Total Change is:   -45,482
   -18,896     25,872     14,023    -53,244      4,817     10,106     -2,466    -78,574     -3,183     10,002     -8,461     -2,302        477     -7,781
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        5.4        1.5       48.3       29.9       17.4        9.3       20.7        7.2        6.6        5.8        0.5        7.7       11.6
 
Number of Traders in Each Category                                    Total Traders:       343 
        13         33         24         83         66         85         38         71         53         11         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 1,019,905
Positions
   267,592    139,428    357,770     27,801      6,318      3,166     87,351    227,090    245,838          0      4,918          0     30,387     35,377
 
Changes from:       June 29, 2021                                    Total Change is:   -60,953
   -28,776    -50,446      4,098      7,467       -383     -1,349    -32,701     -2,246    -13,594       -600     -2,447          0      4,502      5,414
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       13.7       35.1        2.7        0.6        0.3        8.6       22.3       24.1        0.0        0.5        0.0        3.0        3.5
 
Number of Traders in Each Category                                    Total Traders:        98 
        21         30         44          .          .          4         19         16         30          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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 is22,631,580
Positions
 3,095,914  1,523,821  3,390,476    512,332  1,528,648  1,566,976  1,435,418  1,536,994 11,701,483     28,168    265,838    243,140    657,673    874,204
 
Changes from:       June 29, 2021                                    Total Change is:  -259,082
   191,027    -11,320    -92,299     76,209     23,681    -68,430   -189,146    162,847   -189,478        720    -33,680    -10,508     22,822    -39,897
 
Percent of Open Interest Represented by Each Category of Trader
      13.7        6.7       15.0        2.3        6.8        6.9        6.3        6.8       51.7        0.1        1.2        1.1        2.9        3.9
 
Number of Traders in Each Category                                    Total Traders:       298 
        36         40         73         22         20         33         53         78        115          6         35         25
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   633,008
Positions
   119,880    137,743    185,371     15,705      7,673      6,649    131,785    111,403    154,406        397     10,878      9,305      9,510      9,580
 
Changes from:       June 29, 2021                                    Total Change is:    19,571
       528     -2,082      5,862     -1,848      5,339     -2,043       -255     -9,192      3,859         -8      4,349      4,030      9,446      9,449
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       21.8       29.3        2.5        1.2        1.1       20.8       17.6       24.4        0.1        1.7        1.5        1.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       110 
        17         25         26          4          4          .         13         31         36          5          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   179,591
Positions
    22,842     73,754     19,121      6,713      5,045        692     81,437     36,721     41,259      5,123        635        997      1,407      1,367
 
Changes from:       June 29, 2021                                    Total Change is:   -40,863
    -5,817     -9,283    -17,226      1,957     -1,490     -1,316     -7,503     -1,661    -11,110     -1,048        124       -179      1,379      1,278
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       41.1       10.6        3.7        2.8        0.4       45.3       20.4       23.0        2.9        0.4        0.6        0.8        0.8
 
Number of Traders in Each Category                                    Total Traders:        84 
        14         17         13          .          .          .         17         24         25          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   105,616
Positions
     1,050     35,316          0      1,639      2,450          0      1,552     33,921     33,257     68,069        591          0         49         81
 
Changes from:       June 29, 2021                                    Total Change is:     8,599
         0      6,073          0        170          0          0       -166     -3,169      5,604      2,981         91          0         10          0
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       33.4        0.0        1.6        2.3        0.0        1.5       32.1       31.5       64.4        0.6        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0          .          4          0          .          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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     7,138
Positions
       280        117         82        517        497          0      2,445      4,670        538      1,384        184        221      1,671        829
 
Changes from:       June 29, 2021                                    Total Change is:       134
        32         -3         33        -37       -116          0        101        289         31         -5        -55        -17         -4        -28
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        1.6        1.1        7.2        7.0        0.0       34.3       65.4        7.5       19.4        2.6        3.1       23.4       11.6
 
Number of Traders in Each Category                                    Total Traders:        70 
         .          .          .          4          4          0         19         25         14         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    16,228
Positions
       130        543          0          0          0          0      8,448     13,747        491      2,483        380        155      4,521        912
 
Changes from:       June 29, 2021                                    Total Change is:       747
       130        419          0          0          0          0        353        773       -186        355       -272         20         75         -7
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        3.3        0.0        0.0        0.0        0.0       52.1       84.7        3.0       15.3        2.3        1.0       27.9        5.6
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          .          0          0          0          0         10          8          .         56          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     3,428
Positions
        70        130          0          0        120          0      1,142      2,625         42        977         73         44      1,153        394
 
Changes from:       June 29, 2021                                    Total Change is:       695
        11         42        -43          0         39          0          6        538         14        644         11         17         46         77
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        3.8        0.0        0.0        3.5        0.0       33.3       76.6        1.2       28.5        2.1        1.3       33.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          .          0          0          .          0         13         16          .          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 2021                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    37,241
Positions
     1,161     12,191          1     11,652      3,799        906     10,158     16,073        603      5,160      1,522         32      7,569      2,114
 
Changes from:       June 29, 2021                                    Total Change is:     2,285
      -150      8,637          0       -205       -801       -133      1,733     -5,667       -173        861        569         17        335       -163
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       32.7        0.0       31.3       10.2        2.4       27.3       43.2        1.6       13.9        4.1        0.1       20.3        5.7
 
Number of Traders in Each Category                                    Total Traders:       110 
         .          .          .          9          7          .         22         23          6         31         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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   341,157
Positions
    57,409     19,115     11,162    111,073     86,583     35,864     38,847    100,735     53,601      5,893      2,176      4,429     22,879     27,492
 
Changes from:       June 29, 2021                                    Total Change is:    13,222
     4,204        537        100      2,322      4,122      2,349      2,775      3,699      1,579     -1,410       -264       -775      2,078      1,875
 
Percent of Open Interest Represented by Each Category of Trader
      16.8        5.6        3.3       32.6       25.4       10.5       11.4       29.5       15.7        1.7        0.6        1.3        6.7        8.1
 
Number of Traders in Each Category                                    Total Traders:       180 
        14         11         19         15         34         24         37         49         49          6          6         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 6, 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    40,601
Positions
     3,355      7,875        115     27,800      2,326          0      1,212     30,171          0      7,662          0          0        457        114
 
Changes from:       June 29, 2021                                    Total Change is:    -8,933
      -890         -8         -3    -11,940         75          0        693     -8,973          0      3,149        -27          0         58          3
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       19.4        0.3       68.5        5.7        0.0        3.0       74.3        0.0       18.9        0.0        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          4          .         13          4          0          5          5          0         17          0          0
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Updated July 09, 2021