Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   220,844
Positions
    21,318    119,758      7,184     55,162     26,230      6,475     51,580     23,756     15,239     19,170      2,883         22     44,695     19,298
 
Changes from:       July 6, 2021                                     Total Change is:    -6,386
    10,230     -9,975       -909     -9,270     11,472     -1,020     -1,103     -3,457     -1,972         75        272          6     -2,424       -804
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       54.2        3.3       25.0       11.9        2.9       23.4       10.8        6.9        8.7        1.3        0.0       20.2        8.7
 
Number of Traders in Each Category                                    Total Traders:       111 
         8          6          7         24         12         12         27         17         13         15          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    48,424
Positions
    13,598      5,896        780      2,301     13,034      1,361     19,564      6,421      1,830          0        642          0      8,991     18,460
 
Changes from:       July 6, 2021                                     Total Change is:       581
     2,636         96       -231        116        258        496     -1,575      1,140         19          0          0          0       -879     -1,196
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       12.2        1.6        4.8       26.9        2.8       40.4       13.3        3.8        0.0        1.3        0.0       18.6       38.1
 
Number of Traders in Each Category                                    Total Traders:        51 
         8          .          .          4         14          6         12          9          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   190,722
Positions
    44,177     50,769      6,289     39,868     52,290      6,569     41,786     25,913     15,684      3,998      5,779        361     31,989     27,068
 
Changes from:       July 6, 2021                                     Total Change is:   -13,893
     6,203     -1,076     -1,241       -299          9     -1,776     -7,254        634     -8,695        -10       -407       -927        107       -415
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       26.6        3.3       20.9       27.4        3.4       21.9       13.6        8.2        2.1        3.0        0.2       16.8       14.2
 
Number of Traders in Each Category                                    Total Traders:       116 
         7          6          8         17         27         16         26         22         19          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   221,792
Positions
    96,924      4,083      3,024     41,551     75,640      9,453     40,561     80,950     10,737      1,555      1,784         47     17,939     36,074
 
Changes from:       July 6, 2021                                     Total Change is:    -2,427
   -10,976      2,674        -17      1,376     -1,840     -1,093      8,046      3,403       -952        855        -22        -17        351     -4,562
 
Percent of Open Interest Represented by Each Category of Trader
      43.7        1.8        1.4       18.7       34.1        4.3       18.3       36.5        4.8        0.7        0.8        0.0        8.1       16.3
 
Number of Traders in Each Category                                    Total Traders:       137 
        11          .          7         18         32         16         25         39         20          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   753,820
Positions
    27,483    420,659     19,107    430,138     96,696     29,988     62,161     80,380     39,736     43,763      6,614      5,633     95,811     55,008
 
Changes from:       July 6, 2021                                     Total Change is:   -18,308
     3,701    -25,962       -798    -21,281      6,402     -2,169     11,007      9,554     -7,366      1,582     -2,012        883     -3,866      3,161
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       55.8        2.5       57.1       12.8        4.0        8.2       10.7        5.3        5.8        0.9        0.7       12.7        7.3
 
Number of Traders in Each Category                                    Total Traders:       317 
        16         14         13        113         36         56         44         45         27         35         14          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    29,169
Positions
         0      9,583          0     11,179      4,689      2,853        507      4,055      1,168        800          0          0     12,662      6,821
 
Changes from:       July 6, 2021                                     Total Change is:       382
         0         16          0        119        480         -6         28       -594        -28          0          0          0        269        514
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       32.9        0.0       38.3       16.1        9.8        1.7       13.9        4.0        2.7        0.0        0.0       43.4       23.4
 
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 13, 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    25,868
Positions
       884      1,193          0      6,433     16,714      2,265      7,426      1,545          0          0        975          0      8,860      3,176
 
Changes from:       July 6, 2021                                     Total Change is:      -991
      -560       -400          0       -628       -584         16        372          0          0          0          0          0       -191        -23
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        4.6        0.0       24.9       64.6        8.8       28.7        6.0        0.0        0.0        3.8        0.0       34.3       12.3
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0          7         11          5          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   164,484
Positions
    36,685     15,192      1,284     41,281     87,104      3,383     50,316     24,570      4,277      5,176      1,142          0     22,082     27,532
 
Changes from:       July 6, 2021                                     Total Change is:     5,617
     8,125     -2,634       -226      1,104      9,539     -1,488      3,387      1,176     -2,537        -16         50          0     -2,731      1,737
 
Percent of Open Interest Represented by Each Category of Trader
      22.3        9.2        0.8       25.1       53.0        2.1       30.6       14.9        2.6        3.1        0.7        0.0       13.4       16.7
 
Number of Traders in Each Category                                    Total Traders:        92 
        10          4          6         14         16         10         20         24         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    48,809
Positions
       347     22,343          0     37,295        112          5      7,074     24,015          0      1,468      1,043         40      2,580      1,251
 
Changes from:       July 6, 2021                                     Total Change is:     2,815
       -65        -38          0      4,208        112          5     -1,231      3,012          0         20        -82         40       -162       -234
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       45.8        0.0       76.4        0.2        0.0       14.5       49.2        0.0        3.0        2.1        0.1        5.3        2.6
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          5          0         15          .          .         14          7          0          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   149,563
Positions
     4,678     87,855        506     65,162      7,633      1,101     62,710     24,550      3,307      5,183     21,377          0      6,917      3,235
 
Changes from:       July 6, 2021                                     Total Change is:     1,903
     3,098     -4,607         -1        674        -63       -271     -2,798      4,136      2,317        199       -177          0     -1,315        569
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       58.7        0.3       43.6        5.1        0.7       41.9       16.4        2.2        3.5       14.3        0.0        4.6        2.2
 
Number of Traders in Each Category                                    Total Traders:       149 
         6          8          .         24          6          4         52         30         10         12         11          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    38,832
Positions
     1,028     17,480          0     14,915        938          0     13,728     13,916      1,373      4,230      3,301         18      3,540      1,806
 
Changes from:       July 6, 2021                                     Total Change is:    -4,934
        69          0          0     -1,355       -506          0     -3,372     -5,234        630       -731        -80        -36       -139        292
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       45.0        0.0       38.4        2.4        0.0       35.4       35.8        3.5       10.9        8.5        0.0        9.1        4.7
 
Number of Traders in Each Category                                    Total Traders:        65 
         .          .          0         12          .          0         18         12          4          7          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    42,532
Positions
    10,566     13,911         31      3,743      9,957      1,282     21,816     11,538        641        490        779         20      3,943      4,373
 
Changes from:       July 6, 2021                                     Total Change is:       687
     1,361     -1,687         -9     -1,147      1,395        210        843        -74        -71        192       -120          0       -693      1,043
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       32.7        0.1        8.8       23.4        3.0       51.3       27.1        1.5        1.2        1.8        0.0        9.3       10.3
 
Number of Traders in Each Category                                    Total Traders:        93 
         8          4          .         11         13          6         33         17          7          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    17,476
Positions
     2,685      4,890          0      7,845      2,883          0      4,589      7,943          1        774        170          0      1,582      1,589
 
Changes from:       July 6, 2021                                     Total Change is:       345
         0         -7          0       -517         51          0      1,143       -167          1       -265        170          0        -17        297
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       28.0        0.0       44.9       16.5        0.0       26.3       45.5        0.0        4.4        1.0        0.0        9.1        9.1
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          7          .          0         10         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    55,956
Positions
    13,898     27,044        669     16,464      1,380        382     13,611      4,865        939        616     15,025          0      9,379      5,654
 
Changes from:       July 6, 2021                                     Total Change is:     2,857
       214      1,023         63       -222     -1,254         10      2,613      3,002       -617          0        378          0        796        253
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       48.3        1.2       29.4        2.5        0.7       24.3        8.7        1.7        1.1       26.9        0.0       16.8       10.1
 
Number of Traders in Each Category                                    Total Traders:       108 
        10         18          .         26          5          6         30         11          7          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   111,912
Positions
    27,795     54,088      1,338     32,927      2,759        763     27,221      9,730      1,878      1,232     30,049          0     18,758     11,307
 
Changes from:       July 6, 2021                                     Total Change is:     5,713
       427      2,046        125       -443     -2,508         19      5,225      6,003     -1,233          0        755          0      1,593        506
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       48.3        1.2       29.4        2.5        0.7       24.3        8.7        1.7        1.1       26.9        0.0       16.8       10.1
 
Number of Traders in Each Category                                    Total Traders:       108 
        10         18          .         26          5          6         30         11          7          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    46,470
Positions
     1,957     41,712          0     38,258          0      1,280      2,059      3,064          0          0          0          0      2,916        414
 
Changes from:       July 6, 2021                                     Total Change is:     3,978
       -29      5,262       -400      4,906          0        -20       -646     -1,016          0          0          0          0        167        152
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       89.8        0.0       82.3        0.0        2.8        4.4        6.6        0.0        0.0        0.0        0.0        6.3        0.9
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          8          0         16          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   664,961
Positions
    37,261    151,729     47,475    271,959     78,255     56,485     39,112     76,140    111,359     23,784     67,726      4,670     72,857     71,123
 
Changes from:       July 6, 2021                                     Total Change is:    20,865
       702      2,588      4,784        369       -838        968       -962     -2,149     11,698       -755     -1,745      1,982      2,079      3,578
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       22.8        7.1       40.9       11.8        8.5        5.9       11.5       16.7        3.6       10.2        0.7       11.0       10.7
 
Number of Traders in Each Category                                    Total Traders:       556 
        35         28         38        167         79        114         76        100        104         42         29         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    32,025
Positions
     3,778          0        251          0          0          0      9,040      8,661      8,543          2      1,402          0     10,411     13,168
 
Changes from:       July 6, 2021                                     Total Change is:     4,622
      -775          0         77          0          0          0      3,517     -1,683        740          2      1,402          0      1,061      4,085
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        0.0        0.8        0.0        0.0        0.0       28.2       27.0       26.7        0.0        4.4        0.0       32.5       41.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          0          0          0          5         10         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    20,939
Positions
     7,865     17,703          0      8,957          0        145        935      1,506        111          0          0          0      2,926      1,474
 
Changes from:       July 6, 2021                                     Total Change is:    -2,173
     3,059     -2,075          0     -4,666          0          0       -507       -456       -129          0          0          0         70        487
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       84.5        0.0       42.8        0.0        0.7        4.5        7.2        0.5        0.0        0.0        0.0       14.0        7.0
 
Number of Traders in Each Category                                    Total Traders:        29 
         5          6          0         11          0          .          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 3,164,682
Positions
   186,305    777,535    217,228  1,359,796    391,276    282,424    220,934    407,969    443,504    125,921    338,629     16,339    312,230    289,777
 
Changes from:       July 6, 2021                                     Total Change is:    81,215
     3,508      9,065     27,407      1,846     -4,192      4,839     -4,160     15,901     36,558      3,227     -8,726      2,901      5,089     -2,537
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       24.6        6.9       43.0       12.4        8.9        7.0       12.9       14.0        4.0       10.7        0.5        9.9        9.2
 
Number of Traders in Each Category                                    Total Traders:       553 
        35         28         36        167         79        114         76         97        100         42         29         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    32,972
Positions
     9,568     31,322         14     18,583        337        157      1,091        495         11          0          0          0      3,548        636
 
Changes from:       July 6, 2021                                     Total Change is:    -8,030
     6,901     -7,880         -5    -14,105          0          0       -249        -46          0          0          0          0       -572        -99
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       95.0        0.0       56.4        1.0        0.5        3.3        1.5        0.0        0.0        0.0        0.0       10.8        1.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         7          7          .         18          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    43,401
Positions
     4,183     13,934        145     25,089     20,584      2,265      2,972      1,511        182          0        260          0      8,565      4,520
 
Changes from:       July 6, 2021                                     Total Change is:        29
      -374        144          0       -235       -971        175        885       -399        179          0        260          0       -601        641
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       32.1        0.3       57.8       47.4        5.2        6.8        3.5        0.4        0.0        0.6        0.0       19.7       10.4
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          8          .         26         16         10          9          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   429,338
Positions
    96,310     47,572      5,610    201,079    156,493     42,587     38,133     87,470     11,637      3,736     54,967        209     30,038     22,793
 
Changes from:       July 6, 2021                                     Total Change is:     3,532
     5,370     -7,446       -270     -9,645      1,960      5,230        733     -1,465      3,012       -696      2,299       -805        604      1,018
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       11.1        1.3       46.8       36.4        9.9        8.9       20.4        2.7        0.9       12.8        0.0        7.0        5.3
 
Number of Traders in Each Category                                    Total Traders:       320 
        26         12          4         85         50         51         45         71         30         10         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    32,641
Positions
     5,877     31,065          0     23,357        482          0      1,542        652          5          0          0          0      1,860        437
 
Changes from:       July 6, 2021                                     Total Change is:         4
        -5          0          0         59          0          0         18          3          0          0          0          0        -68          1
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       95.2        0.0       71.6        1.5        0.0        4.7        2.0        0.0        0.0        0.0        0.0        5.7        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 13, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    15,779
Positions
       275      1,894          0     10,068          0         12        534      6,454          0      1,118      2,458          0      3,772      4,961
 
Changes from:       July 6, 2021                                     Total Change is:      -983
      -588     -1,626          0       -312       -206        -14       -164      1,547          0          0        -69          0         95       -615
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       12.0        0.0       63.8        0.0        0.1        3.4       40.9        0.0        7.1       15.6        0.0       23.9       31.4
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0         10          0          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    45,006
Positions
     7,791      3,350        434      8,272      3,265        565     18,823      3,149         73      3,462          0          0      5,586     34,170
 
Changes from:       July 6, 2021                                     Total Change is:     1,156
      -477     -1,210        -56        106     -1,497         43        783     -1,284        -20        891       -708          0       -114      5,888
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        7.4        1.0       18.4        7.3        1.3       41.8        7.0        0.2        7.7        0.0        0.0       12.4       75.9
 
Number of Traders in Each Category                                    Total Traders:        50 
         8          8          .         10          4          5         12          4          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   427,531
Positions
    42,094    262,483     10,372    276,328     70,260     60,772     18,742     11,975      1,067      6,867      4,897          0     11,289      5,705
 
Changes from:       July 6, 2021                                     Total Change is:     3,287
     2,414     -1,866        157      1,449      5,692     -3,349      1,750      2,336        289        163      1,360          0        414     -1,332
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       61.4        2.4       64.6       16.4       14.2        4.4        2.8        0.2        1.6        1.1        0.0        2.6        1.3
 
Number of Traders in Each Category                                    Total Traders:       187 
        12         12          6         79         39         43         23         13          4          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 1,053,410
Positions
    91,970    489,823      4,140    669,968    323,490    115,974     93,787     49,116      4,826     40,242     51,652      2,467     30,036     11,922
 
Changes from:       July 6, 2021                                     Total Change is:     9,412
     5,549      1,100        267        533     20,899      4,618      8,749     -6,645       -875     -2,564      1,764     -6,070       -795     -5,646
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       46.5        0.4       63.6       30.7       11.0        8.9        4.7        0.5        3.8        4.9        0.2        2.9        1.1
 
Number of Traders in Each Category                                    Total Traders:       414 
        27         19          8        168         68         81         57         30         25         28         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   222,881
Positions
    30,377    170,371     34,552     17,399      7,097      3,091    128,935        411      7,102      1,170        177          1        254         79
 
Changes from:       July 6, 2021                                     Total Change is:     2,146
     1,085        844      1,587         30          0          0       -129         -5       -280        113          0          1       -261         -1
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       76.4       15.5        7.8        3.2        1.4       57.8        0.2        3.2        0.5        0.1        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        86 
         9         20         17         13          .          .         29          .          5          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    54,714
Positions
    13,942      7,601        896     12,621      8,853      1,037      9,737     14,677      7,050      1,917      2,935        529      6,985     11,136
 
Changes from:       July 6, 2021                                     Total Change is:     2,325
     1,046        111        124        362        -66       -292       -189      1,065      1,216        112       -123        104       -159        185
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       13.9        1.6       23.1       16.2        1.9       17.8       26.8       12.9        3.5        5.4        1.0       12.8       20.4
 
Number of Traders in Each Category                                    Total Traders:       327 
        31         17         11         61         45         38         42         71         34         23         36         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   273,569
Positions
    69,708     38,003      4,480     63,106     44,265      5,187     48,685     73,385     35,249      9,587     14,676      2,644     34,923     55,680
 
Changes from:       July 6, 2021                                     Total Change is:    11,623
     5,231        555        619      1,808       -329     -1,462       -943      5,326      6,082        560       -615        521       -793        926
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       13.9        1.6       23.1       16.2        1.9       17.8       26.8       12.9        3.5        5.4        1.0       12.8       20.4
 
Number of Traders in Each Category                                    Total Traders:       327 
        31         17         11         61         45         38         42         71         34         23         36         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    61,266
Positions
       233      1,223          0        304          0          0     17,026     16,127      3,080      3,070      3,240        337     37,216     37,259
 
Changes from:       July 6, 2021                                     Total Change is:    12,297
       -68       -680          0        -24          0          0        343     13,889      1,608          0       -376         37     10,400     -2,182
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        2.0        0.0        0.5        0.0        0.0       27.8       26.3        5.0        5.0        5.3        0.6       60.7       60.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          0          0          8          .          6          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 1,377,360
Positions
     6,222    126,294     39,487    569,753    305,050    261,735     64,099    287,755    122,415    105,968     35,657     11,318    196,364    187,651
 
Changes from:       July 6, 2021                                     Total Change is:    51,300
    -2,174     30,348      6,690     22,909     -6,368     -1,586       -343     28,523     11,167      3,865     -7,290      3,619      7,154    -13,804
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        9.2        2.9       41.4       22.1       19.0        4.7       20.9        8.9        7.7        2.6        0.8       14.3       13.6
 
Number of Traders in Each Category                                    Total Traders:       207 
         5         22         22         61         38         57         15         45         44         13          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 1,209,437
Positions
    30,992     94,764        520    671,684    292,084    200,347     67,570    439,391     21,213     70,580     24,094          0    146,530    137,024
 
Changes from:       July 6, 2021                                     Total Change is:    16,409
      -949      2,832       -156     14,178     -2,920        847     -9,064     16,651      8,689       -199       -249          0      3,063     -9,285
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        7.8        0.0       55.5       24.2       16.6        5.6       36.3        1.8        5.8        2.0        0.0       12.1       11.3
 
Number of Traders in Each Category                                    Total Traders:       161 
         .         13          .         73         29         59          6         26         10          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 2,006,856
Positions
    76,488    143,396     11,684    812,877    505,215    325,807    454,338    708,476     64,051    121,480    110,542        235    139,896    137,450
 
Changes from:       July 6, 2021                                     Total Change is:   -75,898
     7,065    -19,395    -12,674    -44,940    -40,038      6,202    -18,973      2,474     -8,243     -2,475      2,396       -747     -1,113     -5,872
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        7.1        0.6       40.5       25.2       16.2       22.6       35.3        3.2        6.1        5.5        0.0        7.0        6.8
 
Number of Traders in Each Category                                    Total Traders:       311 
        14         34         10         89         47         74         44         51         31         18         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 4,965,273
Positions
   146,777    285,173    188,376  1,523,787  1,466,090    879,022  1,040,331    536,262    605,883    128,121    296,568    102,086    350,888    605,813
 
Changes from:       July 6, 2021                                     Total Change is:     4,898
   -51,604     31,266     39,756     -2,043    -27,025     18,831    -92,393    -61,032    107,830    -14,177    -95,064      4,972     -6,273    -14,635
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        5.7        3.8       30.7       29.5       17.7       21.0       10.8       12.2        2.6        6.0        2.1        7.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       454 
        19         41         39         82        110        120         61         88         91         21         32         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 2021                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,537,951
Positions
   115,299     33,783      6,798    456,610    606,981    182,451    562,852    365,946      4,947     75,993     76,619      1,005    131,996    259,421
 
Changes from:       July 6, 2021                                     Total Change is:    -2,404
      -294      7,962     -1,220    -17,950    -34,962      8,059     -1,275     43,010     -3,471     -1,323    -18,362        212     14,858     -3,632
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        2.2        0.4       29.7       39.5       11.9       36.6       23.8        0.3        4.9        5.0        0.1        8.6       16.9
 
Number of Traders in Each Category                                    Total Traders:       168 
         9          8          5         22         69         51         27         19          8          5          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 3,800,560
Positions
    53,058    167,084     68,630  1,799,046  1,106,844    662,162    330,730    765,007    318,281    249,050    217,573     30,721    288,882    464,258
 
Changes from:       July 6, 2021                                     Total Change is:    27,281
    -3,631    -35,885     10,457    -23,264    -23,038      7,100    -20,858    -14,321     45,995      1,091        517     10,313         78     26,142
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        4.4        1.8       47.3       29.1       17.4        8.7       20.1        8.4        6.6        5.7        0.8        7.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       331 
        13         26         25         80         66         85         41         67         54         11         27          9
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 1,077,681
Positions
   280,378    160,271    369,700     30,290      6,318      3,066     92,090    220,768    277,260          0      5,920          0     24,897     34,378
 
Changes from:       July 6, 2021                                     Total Change is:    57,776
    12,786     20,843     11,930      2,489          0       -100      4,739     -6,322     31,422          0      1,002          0     -5,490       -999
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       14.9       34.3        2.8        0.6        0.3        8.5       20.5       25.7        0.0        0.5        0.0        2.3        3.2
 
Number of Traders in Each Category                                    Total Traders:        97 
        22         29         45          .          .          4         17         18         28          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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 is23,199,519
Positions
 3,080,460  1,563,908  3,533,665    548,626  1,500,655  1,713,510  1,515,012  1,539,817 11,904,439     24,502    280,452    247,270    632,035    915,803
 
Changes from:       July 6, 2021                                     Total Change is:   567,939
   -15,454     40,087    143,189     36,294    -27,992    146,534     79,594      2,823    202,955     -3,666     14,614      4,129    -25,638     41,599
 
Percent of Open Interest Represented by Each Category of Trader
      13.3        6.7       15.2        2.4        6.5        7.4        6.5        6.6       51.3        0.1        1.2        1.1        2.7        3.9
 
Number of Traders in Each Category                                    Total Traders:       298 
        34         41         72         23         21         35         54         79        116          4         33         25
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   647,400
Positions
   130,207    162,886    180,339     16,648     19,301      4,455    146,475    103,425    159,672        748      8,412      8,802         54        108
 
Changes from:       July 6, 2021                                     Total Change is:    14,392
    10,327     25,143     -5,032        943     11,628     -2,194     14,690     -7,978      5,267        351     -2,466       -503     -9,456     -9,472
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       25.2       27.9        2.6        3.0        0.7       22.6       16.0       24.7        0.1        1.3        1.4        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       112 
        16         28         28          4          4          .         17         26         35          6          6          7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   178,794
Positions
    28,906     59,608     28,294      5,919      5,549      1,292     69,960     39,351     42,731        123        457      1,428        141         84
 
Changes from:       July 6, 2021                                     Total Change is:      -797
     6,064    -14,146      9,173       -794        504        600    -11,477      2,630      1,472     -5,000       -178        431     -1,266     -1,283
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       33.3       15.8        3.3        3.1        0.7       39.1       22.0       23.9        0.1        0.3        0.8        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        83 
        14         17         14          4          .          .         18         24         24          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   111,751
Positions
     1,050     36,547          0      1,639      2,543          0      3,726     29,521     42,468     62,809        591          0         59         81
 
Changes from:       July 6, 2021                                     Total Change is:     6,135
         0      1,231          0          0         93          0      2,174     -4,400      9,211     -5,260          0          0         10          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       32.7        0.0        1.5        2.3        0.0        3.3       26.4       38.0       56.2        0.5        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0          .          4          0          .          7          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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     7,418
Positions
       295        102         74        559        496          0      2,741      4,997        515      1,484        226        139      1,610        869
 
Changes from:       July 6, 2021                                     Total Change is:       280
        15        -15         -8         42         -1          0        297        327        -23        100         42        -82        -60         40
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        1.4        1.0        7.5        6.7        0.0       37.0       67.4        6.9       20.0        3.0        1.9       21.7       11.7
 
Number of Traders in Each Category                                    Total Traders:        74 
         .          .          .          4          .          0         21         28         12         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    17,959
Positions
       110         72          0          0          0          0      9,232     15,269        478      3,296        666        272      4,571      1,202
 
Changes from:       July 6, 2021                                     Total Change is:     1,731
       -20       -471          0          0          0          0        784      1,522        -13        813        286        117         50        290
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        0.4        0.0        0.0        0.0        0.0       51.4       85.0        2.7       18.4        3.7        1.5       25.5        6.7
 
Number of Traders in Each Category                                    Total Traders:        87 
         .          .          0          0          0          0         11          8          .         55         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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     3,252
Positions
        69        102         45          0        142          0      1,074      2,306         47        958         21         55      1,004        534
 
Changes from:       July 6, 2021                                     Total Change is:      -176
        -1        -28         45          0         22          0        -68       -319          5        -19        -52         11       -149        140
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        3.1        1.4        0.0        4.4        0.0       33.0       70.9        1.4       29.5        0.6        1.7       30.9       16.4
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          .          .          0          .          0         12         15          .          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    38,002
Positions
     1,182     15,134          0     10,742      2,888        951     11,293     14,137        881      5,374      1,867         30      7,549      2,114
 
Changes from:       July 6, 2021                                     Total Change is:       761
        21      2,943         -1       -910       -911         45      1,135     -1,936        278        215        345         -2        -20          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       39.8        0.0       28.3        7.6        2.5       29.7       37.2        2.3       14.1        4.9        0.1       19.9        5.6
 
Number of Traders in Each Category                                    Total Traders:       117 
         .          .          0         10          8          .         27         20          6         36         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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   322,134
Positions
    53,431     19,916     10,716    103,259     70,306     30,103     35,441     96,497     56,879      4,902      2,464      6,382     21,021     28,871
 
Changes from:       July 6, 2021                                     Total Change is:   -19,023
    -3,978        801       -446     -7,814    -16,277     -5,761     -3,406     -4,238      3,278       -991        288      1,953     -1,858      1,379
 
Percent of Open Interest Represented by Each Category of Trader
      16.6        6.2        3.3       32.1       21.8        9.3       11.0       30.0       17.7        1.5        0.8        2.0        6.5        9.0
 
Number of Traders in Each Category                                    Total Traders:       169 
        12         14         18         17         30         26         33         46         49          .          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 13, 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    40,811
Positions
     3,220      7,815        175     29,802      2,326          0        379     30,384          0      6,766          0          0        469        111
 
Changes from:       July 6, 2021                                     Total Change is:       210
      -135        -60         60      2,002          0          0       -833        213          0       -896          0          0         12         -3
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       19.1        0.4       73.0        5.7        0.0        0.9       74.5        0.0       16.6        0.0        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        52 
         .          4          .         13          4          0          .          8          0         17          0          0
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Updated July 16, 2021