Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   198,943
Positions
    28,139     75,283     10,100     39,681     31,964      5,977     39,409     22,957     21,584     15,552      2,093      1,310     37,192     27,675
 
Changes from:       August 17, 2021                                  Total Change is:      -244
    -2,102     -7,873      1,876     -3,523      3,230         69       -227     -6,491      6,257     -1,878        -99        224       -940      2,563
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       37.8        5.1       19.9       16.1        3.0       19.8       11.5       10.8        7.8        1.1        0.7       18.7       13.9
 
Number of Traders in Each Category                                    Total Traders:       102 
         8          7          7         13         16         10         26         16         17         14          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    46,761
Positions
    12,879      5,072        999      2,154     12,368      1,686     15,749      5,707      1,874        475        642          0     10,945     18,413
 
Changes from:       August 17, 2021                                  Total Change is:      -380
      -176        -69          9       -339        820        -23        133        323       -475          0          0          0        490       -965
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       10.8        2.1        4.6       26.4        3.6       33.7       12.2        4.0        1.0        1.4        0.0       23.4       39.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         6          .          .          .         13          6          8         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   215,459
Positions
    62,087     54,629      5,687     50,325     65,710      5,986     38,189     32,281     15,843      9,299      5,106        317     27,726     29,899
 
Changes from:       August 17, 2021                                  Total Change is:    18,374
    12,892     -1,408        -58      9,857     10,403      1,093     -1,300      9,984     -1,548        601        469        317     -3,480       -879
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       25.4        2.6       23.4       30.5        2.8       17.7       15.0        7.4        4.3        2.4        0.1       12.9       13.9
 
Number of Traders in Each Category                                    Total Traders:       123 
         6         10          8         17         30         16         21         27         20          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   209,739
Positions
    99,649      3,619      2,357     41,943     85,505      7,536     26,388     63,364     10,543        700        559        260     20,363     35,996
 
Changes from:       August 17, 2021                                  Total Change is:    -2,585
     2,621       -311       -805     -1,198       -545        243     -1,351       -212       -989          0         -5         -9     -1,097         47
 
Percent of Open Interest Represented by Each Category of Trader
      47.5        1.7        1.1       20.0       40.8        3.6       12.6       30.2        5.0        0.3        0.3        0.1        9.7       17.2
 
Number of Traders in Each Category                                    Total Traders:       120 
        11          .          7         17         28         16         20         34         17          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   750,650
Positions
    52,108    364,492     22,672    402,703    133,253     33,948     59,025     83,773     39,109     41,389      6,790      5,293     94,404     61,320
 
Changes from:       August 17, 2021                                  Total Change is:     3,047
       836     -5,456      3,915     -2,470      7,444        971      2,881     -8,260      3,664    -27,388     -1,332     -1,372     22,010      3,474
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       48.6        3.0       53.6       17.8        4.5        7.9       11.2        5.2        5.5        0.9        0.7       12.6        8.2
 
Number of Traders in Each Category                                    Total Traders:       329 
        17         12         12        111         44         50         45         49         31         37         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    30,662
Positions
         0      9,626          0     12,120      6,357      2,662        475      3,874      1,196        800          0          0     13,409      6,947
 
Changes from:       August 17, 2021                                  Total Change is:       548
         0         -1          0         11        418         55          2         36          0          0          0          0        480         40
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.4        0.0       39.5       20.7        8.7        1.5       12.6        3.9        2.6        0.0        0.0       43.7       22.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          0         12          5          7          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    29,265
Positions
     1,741      1,200          0      5,657     20,451      1,554     13,225      1,545          0          0        975          0      7,088      3,540
 
Changes from:       August 17, 2021                                  Total Change is:       206
       374          0          0        -24        -10         -1        -24          0          0          0          0          0       -119        217
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        4.1        0.0       19.3       69.9        5.3       45.2        5.3        0.0        0.0        3.3        0.0       24.2       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 24, 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   209,658
Positions
    73,290      3,094      2,743     43,466     97,952      5,479     52,469     49,509      8,626      6,299      4,273          0     17,287     37,984
 
Changes from:       August 17, 2021                                  Total Change is:    11,930
    11,461          0      1,765      3,191      1,475      1,120     -5,827      5,606      1,290        876        524          0     -1,946        151
 
Percent of Open Interest Represented by Each Category of Trader
      35.0        1.5        1.3       20.7       46.7        2.6       25.0       23.6        4.1        3.0        2.0        0.0        8.2       18.1
 
Number of Traders in Each Category                                    Total Traders:       106 
        13          .          6         12         19          7         16         34         17          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    58,217
Positions
       233     23,248          0     41,957          0         43      9,965     31,706         89      3,429      1,650         17      2,484      1,464
 
Changes from:       August 17, 2021                                  Total Change is:     1,152
        -2       -104          0      2,900       -200          0     -1,551        626         38        145        443        -66       -312        415
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       39.9        0.0       72.1        0.0        0.1       17.1       54.5        0.2        5.9        2.8        0.0        4.3        2.5
 
Number of Traders in Each Category                                    Total Traders:        55 
         .          5          0         13          0          .         19          7          .          6          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   152,519
Positions
     8,135     90,308        728     73,549      6,000      1,875     54,727     23,408      3,123      3,854     22,786        356      6,171      3,935
 
Changes from:       August 17, 2021                                  Total Change is:    -7,472
     2,177     -7,300         11     -3,049       -388        508     -5,824     -1,600       -413       -748        914        237       -371        560
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       59.2        0.5       48.2        3.9        1.2       35.9       15.3        2.0        2.5       14.9        0.2        4.0        2.6
 
Number of Traders in Each Category                                    Total Traders:       155 
         5          8          .         21          9          7         44         34         16         11         22          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    33,505
Positions
     1,000     17,049         63      4,920      2,491        134     19,699      9,018        344      4,326      2,449          9      3,010      1,948
 
Changes from:       August 17, 2021                                  Total Change is:    -1,768
       166          0         63    -10,726        665        134      8,953     -3,227        342       -471         46         -9       -221        218
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       50.9        0.2       14.7        7.4        0.4       58.8       26.9        1.0       12.9        7.3        0.0        9.0        5.8
 
Number of Traders in Each Category                                    Total Traders:        70 
         .          .          .          9          5          .         17         15          5         10          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    46,588
Positions
    13,020     11,795        802      6,346     12,951        845     18,474     11,291      3,627        294        632         22      3,158      4,623
 
Changes from:       August 17, 2021                                  Total Change is:     2,166
     1,940     -2,140        765       -231      3,864       -363        575     -1,246        793       -356         93          0       -958        400
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       25.3        1.7       13.6       27.8        1.8       39.7       24.2        7.8        0.6        1.4        0.0        6.8        9.9
 
Number of Traders in Each Category                                    Total Traders:        99 
         9          .          .         11         18          6         34         18         11          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    17,958
Positions
     3,522      5,063          0      2,553      3,623          0     10,074      7,163        254        626         95          5        924      1,755
 
Changes from:       August 17, 2021                                  Total Change is:       181
       381       -107          0     -1,672       -441          0      1,909        299         85          0         95          5       -527        245
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       28.2        0.0       14.2       20.2        0.0       56.1       39.9        1.4        3.5        0.5        0.0        5.1        9.8
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          4          5          0          8         14          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    53,981
Positions
    15,178     19,961        517     19,277      1,779        349      9,084     10,027        564          0     15,226          0      9,013      5,559
 
Changes from:       August 17, 2021                                  Total Change is:      -117
       323        754        -10       -591        110          5        757        501       -878          0         67          0        277       -664
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       37.0        1.0       35.7        3.3        0.6       16.8       18.6        1.0        0.0       28.2        0.0       16.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       111 
        13         16          .         27          9          8         26         14         12          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   107,961
Positions
    30,356     39,921      1,033     38,554      3,558        697     18,168     20,054      1,127          0     30,452          0     18,026     11,118
 
Changes from:       August 17, 2021                                  Total Change is:      -233
       646      1,507        -20     -1,182        220         10      1,515      1,002     -1,757          0        133          0        555     -1,328
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       37.0        1.0       35.7        3.3        0.6       16.8       18.6        1.0        0.0       28.2        0.0       16.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       111 
        13         16          .         27          9          8         26         14         12          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    40,551
Positions
     2,510     35,799        200     32,543          0      1,056      1,595      2,970          0          0          0          0      2,647        526
 
Changes from:       August 17, 2021                                  Total Change is:       -12
        -2        633          0      1,441          0       -762       -739        223          0          0          0          0         50       -106
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       88.3        0.5       80.3        0.0        2.6        3.9        7.3        0.0        0.0        0.0        0.0        6.5        1.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          7          .         19          0          4          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   729,196
Positions
    38,163    141,440     64,492    257,379     79,981     56,103     47,118     74,496    148,394     22,437     68,503      5,451     89,661     90,337
 
Changes from:       August 17, 2021                                  Total Change is:     9,079
     2,794     -1,504      1,224     -3,592      1,275     -2,317      5,016      1,455      2,891     -1,634        563        114      4,582      5,377
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       19.4        8.8       35.3       11.0        7.7        6.5       10.2       20.4        3.1        9.4        0.7       12.3       12.4
 
Number of Traders in Each Category                                    Total Traders:       557 
        32         31         42        167         76        112         73         99         99         44         35         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    57,363
Positions
    17,302      2,490        232      1,000          0          0     22,229     16,671      7,939        300          0          0      8,361     30,031
 
Changes from:       August 17, 2021                                  Total Change is:     4,386
     2,439     -1,000        112          0          0          0      3,511        723        859        299     -1,201          0     -2,833      4,893
 
Percent of Open Interest Represented by Each Category of Trader
      30.2        4.3        0.4        1.7        0.0        0.0       38.8       29.1       13.8        0.5        0.0        0.0       14.6       52.4
 
Number of Traders in Each Category                                    Total Traders:        29 
         7          .          .          .          0          0          6         11         13          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    31,959
Positions
    10,992     26,482          0     16,236      4,093          0      2,696        688          0          0          0          0      2,035        696
 
Changes from:       August 17, 2021                                  Total Change is:     1,053
      -104      1,467          0      2,008          8          0       -720        -63          0          0          0          0       -131       -359
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       82.9        0.0       50.8       12.8        0.0        8.4        2.2        0.0        0.0        0.0        0.0        6.4        2.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         6          7          0          6          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    31,847
Positions
    13,792     25,178          0     11,176      2,861        145      1,406      2,317          0          0          0          0      5,328      1,346
 
Changes from:       August 17, 2021                                  Total Change is:     4,375
       633      4,423          0        476          7          0        125        163          0          0          0          0      3,141       -218
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       79.1        0.0       35.1        9.0        0.5        4.4        7.3        0.0        0.0        0.0        0.0       16.7        4.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          9          0         13          .          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 3,359,167
Positions
   198,263    788,714    227,337  1,281,897    399,906    280,513    301,474    466,157    525,244    112,186    344,014     25,753    406,500    301,530
 
Changes from:       August 17, 2021                                  Total Change is:    23,467
    15,877     11,580     -8,540    -17,959      6,376    -11,585     27,197     23,330     -9,506    -12,749      5,733      3,656     37,074      2,421
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       23.5        6.8       38.2       11.9        8.4        9.0       13.9       15.6        3.3       10.2        0.8       12.1        9.0
 
Number of Traders in Each Category                                    Total Traders:       555 
        32         31         41        167         76        112         75         95         97         44         35         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    33,650
Positions
    13,130     31,070          0     15,437        498         20        842      1,507         96          0          0          0      4,125        459
 
Changes from:       August 17, 2021                                  Total Change is:      -727
      -144       -400          0       -870          0          0          0        291          1          0          0          0        286       -619
 
Percent of Open Interest Represented by Each Category of Trader
      39.0       92.3        0.0       45.9        1.5        0.1        2.5        4.5        0.3        0.0        0.0        0.0       12.3        1.4
 
Number of Traders in Each Category                                    Total Traders:        38 
         8          7          0         17          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    25,379
Positions
       266     24,308          0     19,828          0          0        671          0          0          0          0          0      4,614      1,071
 
Changes from:       August 17, 2021                                  Total Change is:     3,203
    -1,026      2,948          0      5,804          0          0        343          0          0          0          0          0     -1,918        255
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       95.8        0.0       78.1        0.0        0.0        2.6        0.0        0.0        0.0        0.0        0.0       18.2        4.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .         12          0         12          0          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    31,075
Positions
     3,264     26,358          0     21,361          0        392      1,197      1,369          0          0          0          0      4,861      2,956
 
Changes from:       August 17, 2021                                  Total Change is:     4,303
       400      2,194          0      3,862          0          0         79        205          0          0          0          0        -38      1,904
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       84.8        0.0       68.7        0.0        1.3        3.9        4.4        0.0        0.0        0.0        0.0       15.6        9.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         .         10          0          8          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   144,777
Positions
         0      1,612          0     24,189          0        121      6,050     88,609     10,103      5,678          0         22     98,614     44,310
 
Changes from:       August 17, 2021                                  Total Change is:    29,306
         0      1,612          0     -1,052          0         -4     -2,102     28,360     -1,703        725          0          0     33,442      1,041
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        1.1        0.0       16.7        0.0        0.1        4.2       61.2        7.0        3.9        0.0        0.0       68.1       30.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0          5          0          .          .          8          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    43,150
Positions
     4,117     13,241        134     23,940     21,559      1,970      3,472      2,360         65          0          0          0      9,452      3,821
 
Changes from:       August 17, 2021                                  Total Change is:      -255
       145       -104        -63     -1,094        397       -209        -11        280         57          0          0          0        920       -613
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       30.7        0.3       55.5       50.0        4.6        8.0        5.5        0.2        0.0        0.0        0.0       21.9        8.9
 
Number of Traders in Each Category                                    Total Traders:        65 
         4          5          .         29         16          9          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   461,148
Positions
   128,929     39,998      5,457    194,290    160,575     37,734     47,273    132,878     13,961      3,799     46,229        240     29,467     24,077
 
Changes from:       August 17, 2021                                  Total Change is:    -3,593
    10,305     -2,011       -324     -5,643     -6,992        -74     -6,014      4,817        685     -2,839        853       -258        570       -289
 
Percent of Open Interest Represented by Each Category of Trader
      28.0        8.7        1.2       42.1       34.8        8.2       10.3       28.8        3.0        0.8       10.0        0.1        6.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       332 
        32         11          6         85         59         56         39         75         30          8         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    32,095
Positions
     5,584     30,277          0     23,026        468          0      1,926        717          6          0          0          0      1,553        627
 
Changes from:       August 17, 2021                                  Total Change is:      -326
      -308       -306          0         63         -8          0       -201          3          0          0          0          0        120        -15
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       94.3        0.0       71.7        1.5        0.0        6.0        2.2        0.0        0.0        0.0        0.0        4.8        2.0
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          8          0         14          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    18,967
Positions
       275      4,779          0     10,563        216         63      1,069      3,871        965      1,118      2,453          0      4,914      6,620
 
Changes from:       August 17, 2021                                  Total Change is:     3,130
         0      2,581          0        610          0         61        430     -1,682        965          0        -53          0      1,064      1,258
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       25.2        0.0       55.7        1.1        0.3        5.6       20.4        5.1        5.9       12.9        0.0       25.9       34.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          .          0         11          .          .          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    52,900
Positions
    10,808      7,072      1,437      8,757      4,654        323     19,204      7,334      1,007      3,828        807          0      7,536     30,266
 
Changes from:       August 17, 2021                                  Total Change is:     1,441
     1,136        -96        619        933        489       -131     -2,512      2,058        986       -259        251          0        669     -2,735
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       13.4        2.7       16.6        8.8        0.6       36.3       13.9        1.9        7.2        1.5        0.0       14.2       57.2
 
Number of Traders in Each Category                                    Total Traders:        63 
         9          7          .         11          6          5         17          8          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   419,754
Positions
    36,517    251,550     10,111    275,647     75,679     59,124     17,905      8,929        665      9,985      6,970          0      9,800      6,726
 
Changes from:       August 17, 2021                                  Total Change is:     8,572
     1,984        382       -371        154      4,897      5,347      2,919       -322         65       -353     -1,335          0     -1,173        -91
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       59.9        2.4       65.7       18.0       14.1        4.3        2.1        0.2        2.4        1.7        0.0        2.3        1.6
 
Number of Traders in Each Category                                    Total Traders:       185 
        14         13          7         80         39         41         22         10          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,104,604
Positions
    97,301    508,519      3,378    694,944    314,365    135,323     84,918     62,510      4,827     43,564     57,572      1,033     39,316     17,077
 
Changes from:       August 17, 2021                                  Total Change is:    23,364
     1,483      1,025        -53       -151     30,071      6,512      6,088    -12,734       -970       -114     -2,426         14     10,555      1,925
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       46.0        0.3       62.9       28.5       12.3        7.7        5.7        0.4        3.9        5.2        0.1        3.6        1.5
 
Number of Traders in Each Category                                    Total Traders:       408 
        26         24          6        158         71         84         53         33         22         28         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   236,456
Positions
    32,892    171,403     41,808     17,967      7,397      2,626    127,077        330     12,604      1,199        217         11        272         60
 
Changes from:       August 17, 2021                                  Total Change is:       717
      -121       -846      1,003         79          0          0       -844          0        598         20          0          0        -18        -38
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       72.5       17.7        7.6        3.1        1.1       53.7        0.1        5.3        0.5        0.1        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        89 
        10         22         17         13          .          .         29          .          6          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    54,002
Positions
    13,951      7,499      1,347     12,972      8,733      1,001      7,635     13,745      7,301      2,048      2,500        340      7,407     11,535
 
Changes from:       August 17, 2021                                  Total Change is:    -1,537
    -3,058        936         25        -37       -837        -38      1,854     -2,221       -191        191         15       -115       -170        889
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       13.9        2.5       24.0       16.2        1.9       14.1       25.5       13.5        3.8        4.6        0.6       13.7       21.4
 
Number of Traders in Each Category                                    Total Traders:       315 
        29         19         14         58         52         42         40         63         40         20         34         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   270,008
Positions
    69,757     37,497      6,735     64,859     43,666      5,005     38,174     68,725     36,504     10,239     12,500      1,701     37,034     57,675
 
Changes from:       August 17, 2021                                  Total Change is:    -7,684
   -15,290      4,678        126       -183     -4,186       -188      9,272    -11,105       -956        956         74       -573       -848      4,447
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       13.9        2.5       24.0       16.2        1.9       14.1       25.5       13.5        3.8        4.6        0.6       13.7       21.4
 
Number of Traders in Each Category                                    Total Traders:       315 
        29         19         14         58         52         42         40         63         40         20         34         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   115,211
Positions
         0      8,922          0        342          0          0     57,185     58,901      1,669      3,800      5,074        314     51,901     40,331
 
Changes from:       August 17, 2021                                  Total Change is:     8,758
         0      2,833          0         25       -296          0     16,468     -5,273       -619       -100        489       -124     -6,892     11,748
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.7        0.0        0.3        0.0        0.0       49.6       51.1        1.4        3.3        4.4        0.3       45.0       35.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          .          0          .          0          0          9          5          7          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,435,261
Positions
     6,198    116,446     56,038    589,598    287,396    278,463     84,177    320,225    139,666     65,537     40,563      7,352    208,233    189,113
 
Changes from:       August 17, 2021                                  Total Change is:    47,033
      -809      1,090      4,281     -2,860     -3,695      6,671     -5,274      3,743     40,709     -7,086     -1,436     -1,255     12,655     -3,075
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        8.1        3.9       41.1       20.0       19.4        5.9       22.3        9.7        4.6        2.8        0.5       14.5       13.2
 
Number of Traders in Each Category                                    Total Traders:       193 
         8         19         22         57         40         57         17         34         38         11          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,329,152
Positions
    28,347    100,828      5,765    668,292    249,242    193,925    109,300    514,733     90,738     68,179     22,676      1,117    163,489    150,128
 
Changes from:       August 17, 2021                                  Total Change is:     9,348
    -2,032     -3,768      5,737    -32,819    -20,976      8,784      6,978     11,831     10,561     -1,427     -2,535      1,005     12,561     -1,291
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        7.6        0.4       50.3       18.8       14.6        8.2       38.7        6.8        5.1        1.7        0.1       12.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       162 
         .         13          6         71         26         57          7         27         19          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,058,384
Positions
    67,271    112,682     30,311    770,200    521,351    345,153    438,531    632,727    138,539     98,345    117,772     12,987    157,047    146,863
 
Changes from:       August 17, 2021                                  Total Change is:    83,181
    21,024    -28,437     10,372    -22,960    -22,136       -652    -33,549      8,995     94,975     -1,093      1,705     11,713      3,351      6,646
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        5.5        1.5       37.4       25.3       16.8       21.3       30.7        6.7        4.8        5.7        0.6        7.6        7.1
 
Number of Traders in Each Category                                    Total Traders:       309 
        14         32         18         90         42         76         50         44         39         20         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                  
CFTC Code #043602                                                    Open Interest is 4,975,839
Positions
   190,069    264,056    177,598  1,485,586  1,388,779    922,428    799,783    544,343    638,031    255,450    310,501    100,456    406,438    629,647
 
Changes from:       August 17, 2021                                  Total Change is:    72,510
    15,559    -14,920       -706    -16,561    -41,530     14,475    -10,073     28,882     76,976    -20,826     -3,812     -9,905     23,572     23,052
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        5.3        3.6       29.9       27.9       18.5       16.1       10.9       12.8        5.1        6.2        2.0        8.2       12.7
 
Number of Traders in Each Category                                    Total Traders:       471 
        20         43         46         82        121        127         64         84         87         21         36         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #043607                                                    Open Interest is 1,674,889
Positions
   118,637     45,019     12,584    448,739    511,495    196,423    483,287    361,047    204,385     69,504     49,676      3,355    137,975    290,905
 
Changes from:       August 17, 2021                                  Total Change is:   174,025
     6,743        786      6,462       -503     -4,924      9,459     -2,148      6,881    148,684     -3,599     -2,220      3,000      5,927      5,897
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        2.7        0.8       26.8       30.5       11.7       28.9       21.6       12.2        4.1        3.0        0.2        8.2       17.4
 
Number of Traders in Each Category                                    Total Traders:       162 
         6         10         10         26         63         52         21         23         22          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,857,483
Positions
    42,384    227,434     83,672  1,668,444    948,636    741,042    312,871    783,781    360,063    301,487    227,737     16,172    331,348    468,946
 
Changes from:       August 17, 2021                                  Total Change is:    86,309
       658      6,314     18,019     15,112    -73,700     -1,638     23,740     92,424     -8,204     19,254     26,202      4,870     14,499     22,022
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        5.9        2.2       43.3       24.6       19.2        8.1       20.3        9.3        7.8        5.9        0.4        8.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       330 
        13         28         25         73         75         86         39         65         61         11         25         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,044,520
Positions
   268,192    170,602    412,819     35,547      4,527     10,506     54,538    158,144    240,540          0     10,960          0     22,378     36,422
 
Changes from:       August 17, 2021                                  Total Change is:    34,827
    -3,359     -4,131     32,780       -700     -1,000          0      2,337      2,842      3,940          0       -997          0       -171      1,393
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       16.3       39.5        3.4        0.4        1.0        5.2       15.1       23.0        0.0        1.0        0.0        2.1        3.5
 
Number of Traders in Each Category                                    Total Traders:        94 
        19         33         47          .          .          .         15         18         29          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is22,438,153
Positions
 3,200,468  1,641,004  3,232,710    692,776  1,647,512  1,687,621  1,480,631  1,705,516 11,167,659     37,727    179,924    268,082    670,479    908,126
 
Changes from:       August 17, 2021                                  Total Change is:   329,465
   -62,354    -31,303     39,182     22,558    -15,236    -17,251    303,972    289,767     34,076      1,931     -6,419     10,337     -2,987     26,312
 
Percent of Open Interest Represented by Each Category of Trader
      14.3        7.3       14.4        3.1        7.3        7.5        6.6        7.6       49.8        0.2        0.8        1.2        3.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       292 
        32         40         66         25         20         36         61         68        106          7         30         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   686,680
Positions
   258,653    186,310    188,506     21,621     26,545      2,300     61,595    119,090    141,620        265     10,062     12,059         60        188
 
Changes from:       August 17, 2021                                  Total Change is:    13,224
    22,083      8,209     -2,635       -453        709       -143     -1,276     12,084     -4,858        -10       -699        543        -27         14
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       27.1       27.5        3.1        3.9        0.3        9.0       17.3       20.6        0.0        1.5        1.8        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       117 
        24         25         32          5          .          .         15         27         35          5          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   133,437
Positions
    44,186     43,837     22,165     12,156      4,558        300     21,197     29,574     31,495        636        200      1,208         94        100
 
Changes from:       August 17, 2021                                  Total Change is:    10,180
       707      4,206      1,925        -31        -33          0      2,246       -238      4,645        510       -541        244        -66        -28
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       32.9       16.6        9.1        3.4        0.2       15.9       22.2       23.6        0.5        0.1        0.9        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        81 
        13         19         13          4          .          .         18         22         22          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is   134,056
Positions
     1,050     45,829          0      1,639      1,775          0      5,676     39,938     45,851     79,838        591          0          2         72
 
Changes from:       August 17, 2021                                  Total Change is:     3,535
         0      1,119          0          0        -10          0       -145      2,421          0      3,680          0          0          0          5
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       34.2        0.0        1.2        1.3        0.0        4.2       29.8       34.2       59.6        0.4        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 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is     7,736
Positions
       252        110         32        695        311          9      2,046      5,317        700      1,867        247        134      2,001        876
 
Changes from:       August 17, 2021                                  Total Change is:       184
       -36         58        -60         21          0          0       -272       -246        406         20          8         30         75        -12
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        1.4        0.4        9.0        4.0        0.1       26.5       68.7        9.0       24.1        3.2        1.7       25.9       11.3
 
Number of Traders in Each Category                                    Total Traders:        80 
         .          .          .          8          .          .         27         25         13         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    22,285
Positions
       704          0          5         53          0          0      4,781     15,326      5,103      6,574        505        235      4,830      1,111
 
Changes from:       August 17, 2021                                  Total Change is:    -1,782
       464          0          5        -19          0          0       -750       -506     -1,277       -277        107       -302        374        191
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        0.0        0.0        0.2        0.0        0.0       21.5       68.8       22.9       29.5        2.3        1.1       21.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       106 
         .          0          .          .          0          0         16         10          4         67         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     3,796
Positions
        93         43          0         54         47          0        935      3,173        103      1,080         23         37      1,494        370
 
Changes from:       August 17, 2021                                  Total Change is:      -193
        16        -46          0          0        -33          0       -101       -113         -2       -180        -29        -38        112         68
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        1.1        0.0        1.4        1.2        0.0       24.6       83.6        2.7       28.5        0.6        1.0       39.4        9.7
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          .          0          .          .          0         14         15          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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    48,547
Positions
     1,789     21,910          0     13,042      2,189        824     15,884     17,927      1,894      7,597      1,690         36      7,480      2,077
 
Changes from:       August 17, 2021                                  Total Change is:     1,929
       671          0         -1      1,257     -1,971        -56     -1,212      3,399        282        539        349         -9        458        -63
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       45.1        0.0       26.9        4.5        1.7       32.7       36.9        3.9       15.6        3.5        0.1       15.4        4.3
 
Number of Traders in Each Category                                    Total Traders:       127 
         .          .          0         15          6          .         30         25          6         39          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   290,283
Positions
    49,743     14,749     12,530    103,696     84,729     26,612     28,007     79,704     37,391      7,167      2,869      4,314     20,823     27,385
 
Changes from:       August 17, 2021                                  Total Change is:   -29,038
    -6,224     -3,704       -273     -4,875    -13,454         78    -10,632     -2,700     -8,512      1,769     -1,614     -1,707      1,338      2,848
 
Percent of Open Interest Represented by Each Category of Trader
      17.1        5.1        4.3       35.7       29.2        9.2        9.6       27.5       12.9        2.5        1.0        1.5        7.2        9.4
 
Number of Traders in Each Category                                    Total Traders:       172 
        13         13         21         16         36         24         31         41         39          5          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2021                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    40,491
Positions
     3,170      7,752        253     27,726      4,551          0      4,498     27,823          0      4,395          0         15        434         97
 
Changes from:       August 17, 2021                                  Total Change is:     2,446
       -40          0          0      5,759        280          0     -2,935      2,163          0       -311          0         14        -41        -11
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       19.1        0.6       68.5       11.2        0.0       11.1       68.7        0.0       10.9        0.0        0.0        1.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        51 
         .          4          .         14          4          0          6          5          0         15          0          .
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Updated August 27, 2021