Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   195,158
Positions
    22,635     85,991      8,870     44,854     28,158      6,439     38,288     23,898     17,950     16,422      1,113          6     39,694     22,733
 
Changes from:       July 27, 2021                                    Total Change is:    -4,581
    -3,878     -1,564        725        644     -3,082        251     -1,709     -1,124       -141       -749       -175        -69        345        598
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       44.1        4.5       23.0       14.4        3.3       19.6       12.2        9.2        8.4        0.6        0.0       20.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       102 
         8          6          6         22         13         13         22         16         13         14          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    45,202
Positions
     8,522      5,713        982      2,570     10,686      1,093     17,681      5,583      1,644        475        642          0     12,236     18,860
 
Changes from:       July 27, 2021                                    Total Change is:    -2,392
    -3,311        -58         78        399     -1,976       -864     -1,739        958       -164          0          0          0      3,209       -366
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       12.6        2.2        5.7       23.6        2.4       39.1       12.4        3.6        1.1        1.4        0.0       27.1       41.7
 
Number of Traders in Each Category                                    Total Traders:        44 
         6          .          .          4         12          6         10          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   204,366
Positions
    47,367     54,857      6,797     42,149     51,976      6,731     42,330     31,094     19,073      9,120      5,546        882     29,917     27,410
 
Changes from:       July 27, 2021                                    Total Change is:    -5,530
   -16,991      4,118          0      5,625     -6,831        633      1,270     -1,678        764      1,098        259          3      2,070     -2,796
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       26.8        3.3       20.6       25.4        3.3       20.7       15.2        9.3        4.5        2.7        0.4       14.6       13.4
 
Number of Traders in Each Category                                    Total Traders:       122 
         5         10          8         18         28         16         24         25         20          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   208,812
Positions
    90,038      5,273      3,936     42,626     77,517      7,148     28,849     65,957     13,121        722        564         26     22,345     35,269
 
Changes from:       July 27, 2021                                    Total Change is:    -6,342
    -6,860      3,001        745       -509     -6,640        749     -2,160     -4,049       -151       -848        -34        -11      2,703         49
 
Percent of Open Interest Represented by Each Category of Trader
      43.1        2.5        1.9       20.4       37.1        3.4       13.8       31.6        6.3        0.3        0.3        0.0       10.7       16.9
 
Number of Traders in Each Category                                    Total Traders:       128 
        12          .          8         19         28         17         24         34         22          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   732,213
Positions
    47,055    379,175     18,386    402,716    110,148     31,146     50,271     89,097     36,405     43,576      6,449      7,166     95,492     54,241
 
Changes from:       July 27, 2021                                    Total Change is:    -4,856
       186     -3,064      1,206     -1,327     -3,926       -878     -3,101      5,231     -3,181      2,140         35        762       -663     -1,040
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       51.8        2.5       55.0       15.0        4.3        6.9       12.2        5.0        6.0        0.9        1.0       13.0        7.4
 
Number of Traders in Each Category                                    Total Traders:       319 
        16         12         13        110         40         52         40         47         31         40         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    30,147
Positions
         0      9,614          0     12,102      5,490      2,551        473      4,465      1,196        800          0          0     13,025      6,831
 
Changes from:       July 27, 2021                                    Total Change is:       367
         0          1          0        -12        465          0          0         44          0          0          0          0        379       -143
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.9        0.0       40.1       18.2        8.5        1.6       14.8        4.0        2.7        0.0        0.0       43.2       22.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          0         12          5          7          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    28,011
Positions
     1,415      1,193          0      5,704     19,590      1,317     12,103      1,545          0          0        975          0      7,472      3,391
 
Changes from:       July 27, 2021                                    Total Change is:        52
       409          4          0       -112        402       -368         67          0          0          0          0          0         56         14
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        4.3        0.0       20.4       69.9        4.7       43.2        5.5        0.0        0.0        3.5        0.0       26.7       12.1
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0          6         11          5          6          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   180,892
Positions
    47,952      8,518      1,069     41,958     98,308      5,214     51,260     26,111      7,075      5,534      3,680          0     20,831     30,917
 
Changes from:       July 27, 2021                                    Total Change is:     1,953
      -188     -1,629         63        157      3,067        187       -587       -628        553        106        616          0      1,662       -276
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        4.7        0.6       23.2       54.3        2.9       28.3       14.4        3.9        3.1        2.0        0.0       11.5       17.1
 
Number of Traders in Each Category                                    Total Traders:        98 
        10          5          6         15         18         10         21         19         12          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    54,727
Positions
       387     23,018          0     37,707        200         38     11,030     29,222          6      2,528      1,184         73      2,958        986
 
Changes from:       July 27, 2021                                    Total Change is:     2,978
         5        610          0        -59        100         12      2,107      2,138        -35        570        281         73        305       -201
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       42.1        0.0       68.9        0.4        0.1       20.2       53.4        0.0        4.6        2.2        0.1        5.4        1.8
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          5          0         12          .          .         21          6          .          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   154,564
Positions
     4,827     97,648        506     70,972      7,802      1,872     61,308     19,173      3,387      4,505     21,321          0      7,187      2,855
 
Changes from:       July 27, 2021                                    Total Change is:     4,041
        98      3,892          0      2,363        170       -242      3,001        777     -1,400       -394      1,284          0        615       -440
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       63.2        0.3       45.9        5.0        1.2       39.7       12.4        2.2        2.9       13.8        0.0        4.6        1.8
 
Number of Traders in Each Category                                    Total Traders:       159 
         .         11          .         26          6          6         61         27         16         11         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    41,269
Positions
     1,085     17,420         33     19,121        838          0     13,770     19,241        141      3,869      1,974         18      3,232      1,604
 
Changes from:       July 27, 2021                                    Total Change is:    -2,291
       240        -60     -3,683      2,512       -681        -33      1,483      3,648     -1,364     -1,025        -10          0       -421       -108
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       42.2        0.1       46.3        2.0        0.0       33.4       46.6        0.3        9.4        4.8        0.0        7.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        65 
         4          .          .         10          .          0         18         14          .          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    42,926
Positions
    11,523     13,698         48      5,601     10,247      1,027     19,225     12,600        755        530        348         22      4,195      4,181
 
Changes from:       July 27, 2021                                    Total Change is:    -1,234
       252       -620          9       -106     -1,794        197     -1,979        914        238        -94       -192          0        249         14
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       31.9        0.1       13.0       23.9        2.4       44.8       29.4        1.8        1.2        0.8        0.1        9.8        9.7
 
Number of Traders in Each Category                                    Total Traders:        96 
         9          4          .         12         18          6         34         13          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    17,158
Positions
     2,988      4,876          0      3,990      3,302          0      7,785      7,573          1      1,022          0          0      1,372      1,406
 
Changes from:       July 27, 2021                                    Total Change is:    -1,166
      -101        -10          0       -573        167          0       -879       -791          0        399       -379          0        -12       -153
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       28.4        0.0       23.3       19.2        0.0       45.4       44.1        0.0        6.0        0.0        0.0        8.0        8.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          0          5          5          0         13         14          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    55,526
Positions
    13,946     22,134        610     18,987      1,516        301     10,696      7,953      1,301        616     15,494          0      9,071      6,220
 
Changes from:       July 27, 2021                                    Total Change is:     4,136
       349      2,018         96      2,037        -90         33      1,016      1,482        432          0        239          0        173        -73
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       39.9        1.1       34.2        2.7        0.5       19.3       14.3        2.3        1.1       27.9        0.0       16.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       112 
        11         20          .         27          6          7         29         11          7          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   111,051
Positions
    27,891     44,267      1,219     37,974      3,031        601     21,391     15,905      2,601      1,232     30,987          0     18,141     12,440
 
Changes from:       July 27, 2021                                    Total Change is:     8,271
       698      4,036        191      4,074       -180         66      2,033      2,964        864          0        477          0        346       -147
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       39.9        1.1       34.2        2.7        0.5       19.3       14.3        2.3        1.1       27.9        0.0       16.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       112 
        11         20          .         27          6          7         29         11          7          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    45,128
Positions
     2,403     39,650        200     36,517          0      1,564      1,759      2,880          0          0          0          0      2,685        834
 
Changes from:       July 27, 2021                                    Total Change is:      -265
       412     -1,796        200       -742          0        204       -140        511          0          0          0          0       -199        616
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       87.9        0.4       80.9        0.0        3.5        3.9        6.4        0.0        0.0        0.0        0.0        5.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          7          .         19          0          4          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   692,860
Positions
    34,519    146,279     59,417    261,603     79,476     54,891     43,408     77,371    125,522     26,863     65,865      3,467     83,170     80,574
 
Changes from:       July 27, 2021                                    Total Change is:     4,595
    -1,247     -4,446      3,794     -2,506       -520       -723      4,646      2,375       -789     -2,543      1,707        -23      3,987      3,220
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       21.1        8.6       37.8       11.5        7.9        6.3       11.2       18.1        3.9        9.5        0.5       12.0       11.6
 
Number of Traders in Each Category                                    Total Traders:       547 
        32         32         41        166         75        114         74         97        101         40         31         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    42,756
Positions
     9,734      3,290        119      1,000          0          0     16,054     10,896      6,247          1          1          0      9,602     22,204
 
Changes from:       July 27, 2021                                    Total Change is:     2,139
     1,267       -100         -8          0          0          0      1,783       -925       -797          1          1          0       -107      3,969
 
Percent of Open Interest Represented by Each Category of Trader
      22.8        7.7        0.3        2.3        0.0        0.0       37.5       25.5       14.6        0.0        0.0        0.0       22.5       51.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          .          .          .          0          0          6          8         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    22,782
Positions
     6,493     18,564          0     11,371      2,034          0      3,284      1,315          0          0          0          0      1,634        869
 
Changes from:       July 27, 2021                                    Total Change is:     1,208
      -204        971         -3        387          0          0      1,295         56          0          0          0          0       -267        184
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       81.5        0.0       49.9        8.9        0.0       14.4        5.8        0.0        0.0        0.0        0.0        7.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          8          0          5          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    22,898
Positions
    10,692     17,435         62      8,303      1,425        145      1,042      2,775          0          0          0          0      2,654      1,056
 
Changes from:       July 27, 2021                                    Total Change is:       721
       295        -13         62        137          0          0        505        632          0          0          0          0       -278         40
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       76.1        0.3       36.3        6.2        0.6        4.6       12.1        0.0        0.0        0.0        0.0       11.6        4.6
 
Number of Traders in Each Category                                    Total Traders:        34 
         7          7          .         11          .          .          .          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 3,250,518
Positions
   179,047    770,065    241,370  1,303,016    397,379    274,454    249,812    445,415    483,332    134,316    329,324     17,331    367,840    291,849
 
Changes from:       July 27, 2021                                    Total Change is:    12,280
    -4,662    -13,823     11,104    -12,532     -2,602     -3,615     20,717     22,909     -6,368    -12,714      8,535       -117     20,468     -3,742
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       23.7        7.4       40.1       12.2        8.4        7.7       13.7       14.9        4.1       10.1        0.5       11.3        9.0
 
Number of Traders in Each Category                                    Total Traders:       546 
        32         32         39        166         75        114         75         95        100         40         31         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    28,947
Positions
    10,252     26,555         12     14,030        498         20      1,106      1,220         93          0          0          0      3,434        549
 
Changes from:       July 27, 2021                                    Total Change is:      -271
       216       -888         -1       -979          0          0        261        538         87          0          0          0        145         -7
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       91.7        0.0       48.5        1.7        0.1        3.8        4.2        0.3        0.0        0.0        0.0       11.9        1.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         7          7          .         17          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    20,146
Positions
     2,658     16,713          1     13,795          0        394      1,118      2,128          0          0          0          0      2,180        910
 
Changes from:       July 27, 2021                                    Total Change is:     3,233
       101      3,415          0      3,091          0          0         76       -643          0          0          0          0        -35        461
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       83.0        0.0       68.5        0.0        2.0        5.5       10.6        0.0        0.0        0.0        0.0       10.8        4.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          9          .          7          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    42,313
Positions
     3,840     13,229        148     25,190     21,108      1,982      2,779      2,259         16          0          0          0      8,358      3,571
 
Changes from:       July 27, 2021                                    Total Change is:    -1,498
      -129       -553          6       -465       -155       -290       -487       -487       -150          0          0          0         17        131
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       31.3        0.3       59.5       49.9        4.7        6.6        5.3        0.0        0.0        0.0        0.0       19.8        8.4
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          6          .         29         17         11          6          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   462,166
Positions
   120,598     39,918      4,954    204,737    175,741     37,894     45,206    119,619     13,115      5,657     47,330        260     29,745     23,335
 
Changes from:       July 27, 2021                                    Total Change is:    -4,910
       668      2,408        456     -1,785     -6,951      1,081     -2,998      1,175        -43       -615       -181     -1,019       -656     -1,837
 
Percent of Open Interest Represented by Each Category of Trader
      26.1        8.6        1.1       44.3       38.0        8.2        9.8       25.9        2.8        1.2       10.2        0.1        6.4        5.0
 
Number of Traders in Each Category                                    Total Traders:       327 
        31         11          4         86         56         54         42         71         32         11         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    32,734
Positions
     5,892     31,065          0     22,976        476          0      2,092        726          5          0          0          0      1,769        462
 
Changes from:       July 27, 2021                                    Total Change is:        86
        -3          0          0       -443         -6          0        263         84          0          0          0          0        269          8
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       94.9        0.0       70.2        1.5        0.0        6.4        2.2        0.0        0.0        0.0        0.0        5.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          8          0         13          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    15,708
Positions
       275      2,147          0      9,895        216          4        803      5,142          0      1,118      2,639          0      3,613      5,560
 
Changes from:       July 27, 2021                                    Total Change is:        -2
         0        253          0        266        216          0         -1        278          0          0       -341          0       -267       -408
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       13.7        0.0       63.0        1.4        0.0        5.1       32.7        0.0        7.1       16.8        0.0       23.0       35.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0         10          .          .          .          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    47,784
Positions
     8,711      5,617        619      7,477      2,959        824     18,799      3,834          6      3,821          0          0      7,527     33,925
 
Changes from:       July 27, 2021                                    Total Change is:      -103
        80        -84         26     -1,104     -1,271        536       -382     -1,633        -57       -570          0          0      1,368      2,380
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       11.8        1.3       15.6        6.2        1.7       39.3        8.0        0.0        8.0        0.0        0.0       15.8       71.0
 
Number of Traders in Each Category                                    Total Traders:        52 
         8          8          .          9          4          6         14          5          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                          
CFTC Code #244041                                                    Open Interest is   425,247
Positions
    39,301    266,437     10,138    289,146     72,961     52,302     14,615     12,123        818      8,169      4,255          0     10,758      6,213
 
Changes from:       July 27, 2021                                    Total Change is:    -8,419
    -2,725     -4,807         33     -6,820     -1,709        269        309        279        131       -154      1,516          0        538     -4,131
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       62.7        2.4       68.0       17.2       12.3        3.4        2.9        0.2        1.9        1.0        0.0        2.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       191 
        12         14          7         81         39         42         24         14          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 1,069,000
Positions
    87,839    477,976      2,985    690,224    298,032    128,616     78,231     76,040      7,886     42,457     60,918      1,046     29,716     15,501
 
Changes from:       July 27, 2021                                    Total Change is:      -489
    -7,415      6,599     -2,742      9,785    -27,714      2,934     -5,352      8,502      1,777      2,246     10,660          1     -1,723       -506
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       44.7        0.3       64.6       27.9       12.0        7.3        7.1        0.7        4.0        5.7        0.1        2.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       407 
        25         21          6        162         76         83         47         35         24         27         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   235,832
Positions
    32,874    172,530     40,970     17,888      7,397      2,626    128,416        386     11,625      1,106        177          0        327        121
 
Changes from:       July 27, 2021                                    Total Change is:    10,823
    -2,865      7,447      2,863        480        300       -465     10,113        -20        688          2          0          0          7         10
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       73.2       17.4        7.6        3.1        1.1       54.5        0.2        4.9        0.5        0.1        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        89 
        10         22         17         13          .          .         30          .          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    51,894
Positions
    12,903      7,335      1,153     12,762      8,488      1,341      7,682     14,396      6,363      2,213      2,471        356      7,120      9,992
 
Changes from:       July 27, 2021                                    Total Change is:    -3,387
       196       -517         83        314       -961        159     -2,916     -1,181       -844        153       -126        -22       -512         21
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       14.1        2.2       24.6       16.4        2.6       14.8       27.7       12.3        4.3        4.8        0.7       13.7       19.3
 
Number of Traders in Each Category                                    Total Traders:       315 
        24         19         10         64         47         40         41         71         45         21         28         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   259,470
Positions
    64,515     36,675      5,765     63,812     42,440      6,704     38,412     71,978     31,815     11,064     12,354      1,780     35,602     49,958
 
Changes from:       July 27, 2021                                    Total Change is:   -16,934
       982     -2,585        416      1,572     -4,806        795    -14,579     -5,904     -4,218        767       -630       -108     -2,562        106
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       14.1        2.2       24.6       16.4        2.6       14.8       27.7       12.3        4.3        4.8        0.7       13.7       19.3
 
Number of Traders in Each Category                                    Total Traders:       315 
        24         19         10         64         47         40         41         71         45         21         28         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    83,715
Positions
         0      2,821          0        303        299          0     33,553     43,212      1,424      3,370      4,379        300     44,766     31,280
 
Changes from:       July 27, 2021                                    Total Change is:     9,640
      -456      1,467          0        -19         21          0     10,427      4,205       -105        190        576       -146       -252      3,622
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        3.4        0.0        0.4        0.4        0.0       40.1       51.6        1.7        4.0        5.2        0.4       53.5       37.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          .          0          .          .          0         10          6          6          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 1,369,705
Positions
     7,483    107,401     45,058    595,026    295,982    274,187     78,602    309,101     90,360     66,571     45,490     14,255    198,162    187,871
 
Changes from:       July 27, 2021                                    Total Change is:    43,766
    -1,648     -6,052     11,469     15,951     -9,430     11,167      6,243     18,977      7,315     -4,594      6,420      4,163     -6,301       -263
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        7.8        3.3       43.4       21.6       20.0        5.7       22.6        6.6        4.9        3.3        1.0       14.5       13.7
 
Number of Traders in Each Category                                    Total Traders:       202 
         8         17         20         61         41         62         16         37         37          8         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 1,265,859
Positions
    30,847    103,239        200    695,542    285,242    185,743     68,239    458,659     66,256     71,048     21,879        202    147,783    144,439
 
Changes from:       July 27, 2021                                    Total Change is:    30,495
       781     -1,603       -132    -10,215      3,958     -1,928       -697    -18,416     44,397      2,630       -915        -70     -4,271      5,204
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.2        0.0       54.9       22.5       14.7        5.4       36.2        5.2        5.6        1.7        0.0       11.7       11.4
 
Number of Traders in Each Category                                    Total Traders:       161 
         .         12          .         71         30         60          8         26         13          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,987,985
Positions
    46,038    154,725     10,105    836,389    518,207    337,920    430,241    662,336     52,672    121,296    116,820      5,601    147,723    129,599
 
Changes from:       July 27, 2021                                    Total Change is:    12,259
   -11,053      2,016     -1,182     -3,169     -2,204      8,062      5,736      2,903       -723      6,787      5,444      1,251      6,551     -3,307
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        7.8        0.5       42.1       26.1       17.0       21.6       33.3        2.6        6.1        5.9        0.3        7.4        6.5
 
Number of Traders in Each Category                                    Total Traders:       304 
        13         32          9         96         44         79         38         46         22         17         18          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,775,254
Positions
   192,963    253,030    164,072  1,515,019  1,521,891    874,149    958,796    505,021    484,781    150,642    331,565     46,758    388,073    593,987
 
Changes from:       July 27, 2021                                    Total Change is:   114,436
    23,257     14,781     24,773     46,349     30,170     -2,694     -1,404    -37,206     60,611    -36,463     28,635      3,842     -3,836     -8,477
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        5.3        3.4       31.7       31.9       18.3       20.1       10.6       10.2        3.2        6.9        1.0        8.1       12.4
 
Number of Traders in Each Category                                    Total Traders:       465 
        21         43         38         82        117        120         61         88         92         21         32         13
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,458,798
Positions
   102,988     29,586      6,027    461,880    545,969    183,280    488,210    346,032     14,976     71,663     55,525        701    129,073    276,702
 
Changes from:       July 27, 2021                                    Total Change is:   -29,506
    -1,417      1,095       -755    -26,582    -18,305      3,070    -12,832    -21,130      9,930     -3,184     -8,673       -129      2,393      5,391
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        2.0        0.4       31.7       37.4       12.6       33.5       23.7        1.0        4.9        3.8        0.0        8.8       19.0
 
Number of Traders in Each Category                                    Total Traders:       160 
         6          8          4         24         66         51         26         17         13          5          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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 3,691,760
Positions
    38,940    252,654     56,373  1,671,338    950,318    720,166    330,811    791,935    262,693    295,220    216,652     11,586    304,633    429,383
 
Changes from:       July 27, 2021                                    Total Change is:    -8,843
     5,504      9,061      5,481    -28,878    -66,890     12,761    -48,967     11,269     26,622     17,092      8,947     -1,288      2,830    -14,806
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        6.8        1.5       45.3       25.7       19.5        9.0       21.5        7.1        8.0        5.9        0.3        8.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       345 
        10         34         25         79         74         90         37         75         61         12         24          9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   972,491
Positions
   246,156    163,839    363,899     33,247      5,527     10,906     49,191    155,672    232,306          0      5,484          0     36,786     34,858
 
Changes from:       July 27, 2021                                    Total Change is:  -113,025
   -55,907    -49,476    -20,579     -3,126        610      1,668    -31,541    -26,019    -17,731          0     -1,500          0     14,191          2
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       16.8       37.4        3.4        0.6        1.1        5.1       16.0       23.9        0.0        0.6        0.0        3.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        92 
        20         30         45          .          .          .         14         19         26          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2021                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is22,138,068
Positions
 3,296,542  1,663,088  3,228,658    742,953  1,425,377  1,577,037    901,742  1,457,196 11,457,887     25,258    216,992    241,402    666,589    870,432
 
Changes from:       July 27, 2021                                    Total Change is:    49,801
   205,274    -15,391     12,352     65,852    -63,654      1,477   -186,112    235,735    -76,345     -1,807    -36,522       -202     29,312     -7,649
 
Percent of Open Interest Represented by Each Category of Trader
      14.9        7.5       14.6        3.4        6.4        7.1        4.1        6.6       51.8        0.1        1.0        1.1        3.0        3.9
 
Number of Traders in Each Category                                    Total Traders:       293 
        34         41         69         27         22         40         40         83        109          .         36         26
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   663,414
Positions
   172,552    171,323    189,773     19,475      9,309      9,935    125,634    126,714    133,238        251     10,273     12,385        172        464
 
Changes from:       July 27, 2021                                    Total Change is:    11,852
    12,216     -2,554     -1,880      1,528    -11,237      1,964     -7,262     21,604      1,336       -299     -1,846      4,166         83        299
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       25.8       28.6        2.9        1.4        1.5       18.9       19.1       20.1        0.0        1.5        1.9        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:       113 
        18         27         29          4          .          .         15         29         33          4         10          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   123,797
Positions
    43,704     30,421     19,295      8,234      5,432        300     21,213     29,271     29,322        126        787        959        644      8,010
 
Changes from:       July 27, 2021                                    Total Change is:   -61,367
     2,226    -32,864    -10,669      1,091        -97       -992    -39,385    -11,136    -13,777        -50        587       -327        516      7,908
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       24.6       15.6        6.7        4.4        0.2       17.1       23.6       23.7        0.1        0.6        0.8        0.5        6.5
 
Number of Traders in Each Category                                    Total Traders:        76 
        13         14         13          4          .          .         18         21         22          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   127,715
Positions
     1,050     46,224          0      1,639      1,606          0      6,196     33,550     45,672     73,140        591          0         18         72
 
Changes from:       July 27, 2021                                    Total Change is:     3,147
         0      1,673          0          0          0          0        240      1,497         -4      2,900          0          0         11        -19
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       36.2        0.0        1.3        1.3        0.0        4.9       26.3       35.8       57.3        0.5        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          7          0          .          4          0          .          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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     6,559
Positions
       232         74        140        656        234          0      1,991      4,800        280      1,570        169         44      1,645        818
 
Changes from:       July 27, 2021                                    Total Change is:    -1,520
        37        -31         36        162         69        -13       -866       -106     -1,055        586       -137       -279       -128         -5
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        1.1        2.1       10.0        3.6        0.0       30.4       73.2        4.3       23.9        2.6        0.7       25.1       12.5
 
Number of Traders in Each Category                                    Total Traders:        71 
         .          .          .          6          .          0         25         22          8         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    14,072
Positions
        69         84          0         39          0          0      3,222     11,303      1,187      5,546        527        218      3,791        753
 
Changes from:       July 27, 2021                                    Total Change is:    -5,434
        69     -1,237         -4         39          0          0     -5,349     -2,418     -1,335      1,816        -11       -157       -513       -272
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        0.6        0.0        0.3        0.0        0.0       22.9       80.3        8.4       39.4        3.7        1.5       26.9        5.4
 
Number of Traders in Each Category                                    Total Traders:        97 
         .          .          0          .          0          0         17          6          .         58         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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     3,501
Positions
        53         97         41         25         51          0        778      2,788        113      1,291          0         66      1,134        345
 
Changes from:       July 27, 2021                                    Total Change is:       368
        -8          7        -17          0        -24          0        121        408         -9        234          0         66        -19        -63
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        2.8        1.2        0.7        1.5        0.0       22.2       79.6        3.2       36.9        0.0        1.9       32.4        9.9
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .          .          .          0         11         17          .          9          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    43,166
Positions
     1,780     21,910          0     11,654      2,285        898     15,843     13,834        565      5,752      1,382         37      6,638      2,254
 
Changes from:       July 27, 2021                                    Total Change is:        25
       131      1,387          0       -371        460          0      2,169     -1,229       -693         28          6        -11     -1,228        105
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       50.8        0.0       27.0        5.3        2.1       36.7       32.0        1.3       13.3        3.2        0.1       15.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       123 
         4          .          0         13          .          .         26         26          6         39         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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   312,851
Positions
    51,544     19,349      9,071    109,992     68,411     26,896     26,005     95,212     57,047      4,684      1,337      5,173     22,439     30,355
 
Changes from:       July 27, 2021                                    Total Change is:    10,533
    -3,205        521       -717      2,153     -2,100      2,497      2,723      4,927      2,468        122     -1,496      1,105      3,387      3,328
 
Percent of Open Interest Represented by Each Category of Trader
      16.5        6.2        2.9       35.2       21.9        8.6        8.3       30.4       18.2        1.5        0.4        1.7        7.2        9.7
 
Number of Traders in Each Category                                    Total Traders:       153 
        13          9         14         18         31         24         25         43         39          .          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 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    37,693
Positions
     3,290      7,780        225     23,382      3,160          0      3,728     26,419          0      6,594          0          0        474        109
 
Changes from:       July 27, 2021                                    Total Change is:       780
        50        -30         45      2,468        811          0     -1,338        -48          0       -501          0          0         56          2
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       20.6        0.6       62.0        8.4        0.0        9.9       70.1        0.0       17.5        0.0        0.0        1.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          4          .         14          4          0          8          4          0         19          0          0
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Updated August 6, 2021