Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   205,713
Positions
     4,931     22,961     46,121     46,383     38,634      4,730     27,775     42,759     17,935     12,842      4,311        516     44,480     27,746
 
Changes from:       December 7, 2021                                 Total Change is:    34,966
   -10,635      1,134     32,777       -290     -3,273        554     -2,378      2,708      1,924      1,970        539       -492     11,535       -906
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       11.2       22.4       22.5       18.8        2.3       13.5       20.8        8.7        6.2        2.1        0.3       21.6       13.5
 
Number of Traders in Each Category                                    Total Traders:       108 
         5          8          9         18         18          9         16         26         17         12          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    41,159
Positions
    19,600      1,456        442      4,699     14,393      1,166      2,904      4,372        981          0        479          0     11,367     17,870
 
Changes from:       December 7, 2021                                 Total Change is:   -12,817
    -7,650        -55       -332         97     -1,471       -483       -628     -5,306     -3,432          0        479          0       -389     -2,217
 
Percent of Open Interest Represented by Each Category of Trader
      47.6        3.5        1.1       11.4       35.0        2.8        7.1       10.6        2.4        0.0        1.2        0.0       27.6       43.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          .          5         14          5          5          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   236,009
Positions
   123,420     10,428      6,701     30,100    115,861      4,232     29,317     32,844     17,073      4,548      8,979          0     20,619     39,892
 
Changes from:       December 7, 2021                                 Total Change is:   -23,504
     7,335      1,909    -11,766       -251      3,924       -615    -12,155    -14,872     -1,891         29        599          0     -4,190       -793
 
Percent of Open Interest Represented by Each Category of Trader
      52.3        4.4        2.8       12.8       49.1        1.8       12.4       13.9        7.2        1.9        3.8        0.0        8.7       16.9
 
Number of Traders in Each Category                                    Total Traders:       125 
         8          5          7         11         40         15         20         28         19          6          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   190,972
Positions
    90,133      2,373      1,931     38,484     85,791      6,042     24,037     47,068     11,397        507        489         45     18,395     35,837
 
Changes from:       December 7, 2021                                 Total Change is:   -30,961
   -19,556    -16,878     -3,318     -1,320      2,805       -807      5,677     -2,319     -9,678       -759        414        -57     -1,143     -1,122
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        1.2        1.0       20.2       44.9        3.2       12.6       24.6        6.0        0.3        0.3        0.0        9.6       18.8
 
Number of Traders in Each Category                                    Total Traders:       110 
        10          .          7         16         29         13         19         29         18          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   713,310
Positions
    33,017    275,456     14,929    404,492    166,263     33,111     44,867    104,007     49,129     46,279     11,380      4,573     82,913     54,462
 
Changes from:       December 7, 2021                                 Total Change is:   -54,957
   -17,351    -21,002    -31,174      8,541      6,183     -2,463     -5,087        266       -632          5        920     -1,036     -5,759     -6,019
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       38.6        2.1       56.7       23.3        4.6        6.3       14.6        6.9        6.5        1.6        0.6       11.6        7.6
 
Number of Traders in Each Category                                    Total Traders:       342 
        17         17         15        111         47         53         39         56         36         37         18          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    32,668
Positions
     1,317     12,367          0     14,823      8,339      2,648        432      4,977          6          0          0          0     13,442      4,331
 
Changes from:       December 7, 2021                                 Total Change is:    -4,590
       428        702     -1,548        -62       -570         -1        -97         52     -1,683          0          0          0     -1,627     -1,542
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       37.9        0.0       45.4       25.5        8.1        1.3       15.2        0.0        0.0        0.0        0.0       41.1       13.3
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0         16          5          9          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    34,124
Positions
     7,926          0      5,842      5,065     17,597      1,391      6,070      2,285        421          0          0          0      7,409      6,588
 
Changes from:       December 7, 2021                                 Total Change is:     5,852
      -514          0      5,333          9      1,660          1        844          0         50          0          0          0        129     -1,192
 
Percent of Open Interest Represented by Each Category of Trader
      23.2        0.0       17.1       14.8       51.6        4.1       17.8        6.7        1.2        0.0        0.0        0.0       21.7       19.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          0          .          4         10          5          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   209,472
Positions
   121,330      3,582      2,610     25,769    109,508      5,069     26,176     41,514      7,914      2,120      1,903        370     18,114     37,002
 
Changes from:       December 7, 2021                                 Total Change is:   -15,639
      -880       -657     -6,049     -1,965        453     -1,207       -855     -4,770     -2,392        294       -572        154     -2,738       -598
 
Percent of Open Interest Represented by Each Category of Trader
      57.9        1.7        1.2       12.3       52.3        2.4       12.5       19.8        3.8        1.0        0.9        0.2        8.6       17.7
 
Number of Traders in Each Category                                    Total Traders:        97 
         9          4          7         13         21         12         15         28         12          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                                                                                 
CFTC Code #089741                                                    Open Interest is    64,500
Positions
       352     33,835     11,246     33,604          0         62      9,189      8,215      2,751      2,805      4,979      2,261      2,230      1,151
 
Changes from:       December 7, 2021                                 Total Change is:     4,530
       -35        107          0     -1,399       -116          0      3,026        122      2,059       -558        234      2,261       -824       -137
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       52.5       17.4       52.1        0.0        0.1       14.2       12.7        4.3        4.3        7.7        3.5        3.5        1.8
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          4          .         13          0          .         16          .          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   101,462
Positions
     4,116     16,974        505     52,774     19,961      2,032     34,330     33,612        467      3,235     22,154         85      3,918      5,672
 
Changes from:       December 7, 2021                                 Total Change is:   -98,860
   -42,787    -73,679    -14,824      1,887     -6,848        381    -39,937     -1,406     -2,398       -154        311        -88       -940       -309
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       16.7        0.5       52.0       19.7        2.0       33.8       33.1        0.5        3.2       21.8        0.1        3.9        5.6
 
Number of Traders in Each Category                                    Total Traders:       139 
         6          4          .         12         15          6         37         40          8          6         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    27,744
Positions
     7,197      3,260      1,228      5,019      4,957        159      6,080     12,979          0      5,542      2,267          0      2,519      2,894
 
Changes from:       December 7, 2021                                 Total Change is:     2,163
       100          0        139       -579       -194         13        271      1,739        -34      2,324        407          0        -71         93
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       11.8        4.4       18.1       17.9        0.6       21.9       46.8        0.0       20.0        8.2        0.0        9.1       10.4
 
Number of Traders in Each Category                                    Total Traders:        70 
         4          .          .          7          7          .         13         20          0         13          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                              
CFTC Code #112741                                                    Open Interest is    41,227
Positions
    20,220      1,636          0      2,624     19,893         52     13,894     11,861        628        692      1,730         32      3,085      5,395
 
Changes from:       December 7, 2021                                 Total Change is:   -14,751
     9,130    -10,037     -1,960        790      1,763       -450    -19,238     -1,542     -3,090        177        197          0       -110        368
 
Percent of Open Interest Represented by Each Category of Trader
      49.0        4.0        0.0        6.4       48.3        0.1       33.7       28.8        1.5        1.7        4.2        0.1        7.5       13.1
 
Number of Traders in Each Category                                    Total Traders:        91 
         9          .          0          7         20          5         19         25          7          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                              
CFTC Code #122741                                                    Open Interest is    10,179
Positions
     4,216          0          0      1,464      2,611          0      2,987      4,741          0        471        638         15      1,026      2,174
 
Changes from:       December 7, 2021                                 Total Change is:    -2,490
     2,527     -2,253       -236       -196        136          0     -4,438        393       -127        104       -154          1       -125       -250
 
Percent of Open Interest Represented by Each Category of Trader
      41.4        0.0        0.0       14.4       25.7        0.0       29.3       46.6        0.0        4.6        6.3        0.1       10.1       21.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          0          0          4          5          0          5         10          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    60,672
Positions
    14,800     18,088      9,990     12,200      2,037        358     10,811      4,040      2,850          0     15,103          0      9,662      8,208
 
Changes from:       December 7, 2021                                 Total Change is:     8,665
       107     -1,219      9,002     -3,098       -124         69     -1,180     -1,098      2,384        -34       -840        -49      1,462        539
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       29.8       16.5       20.1        3.4        0.6       17.8        6.7        4.7        0.0       24.9        0.0       15.9       13.5
 
Number of Traders in Each Category                                    Total Traders:        99 
        17         15         21         18          7          6         24         12         18          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   121,344
Positions
    29,600     36,175     19,981     24,400      4,073        716     21,623      8,079      5,699          0     30,206          0     19,325     16,415
 
Changes from:       December 7, 2021                                 Total Change is:    17,329
       214     -2,437     18,005     -6,195       -248        137     -2,359     -2,196      4,769        -68     -1,680        -98      2,924      1,078
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       29.8       16.5       20.1        3.4        0.6       17.8        6.7        4.7        0.0       24.9        0.0       15.9       13.5
 
Number of Traders in Each Category                                    Total Traders:        99 
        17         15         21         18          7          6         24         12         18          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    72,101
Positions
     7,956     24,439     30,967     25,968      9,403      1,921      1,333      4,108      1,011          0          0          0      2,945        252
 
Changes from:       December 7, 2021                                 Total Change is:    31,693
      -144        929     29,294        472       -213        389        110        385      1,011          0          0          0        561       -102
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       33.9       42.9       36.0       13.0        2.7        1.8        5.7        1.4        0.0        0.0        0.0        4.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        40 
         6          7          5         19          .          4          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   709,938
Positions
    40,146    132,212     58,335    211,461     92,131     75,285     59,021     51,024    157,131     28,647     71,750      6,323     73,588     65,746
 
Changes from:       December 7, 2021                                 Total Change is:    34,413
     1,424        448     -1,164     -6,632      6,554      7,247      3,291     -2,761     14,801        707        208      2,585     12,154      6,494
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       18.6        8.2       29.8       13.0       10.6        8.3        7.2       22.1        4.0       10.1        0.9       10.4        9.3
 
Number of Traders in Each Category                                    Total Traders:       552 
        33         34         52        148         82        111         84         80        116         53         36         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    40,118
Positions
    12,415     27,123      7,946     11,043          0          0      3,841        491      1,015          0          0          0      3,858      3,543
 
Changes from:       December 7, 2021                                 Total Change is:     9,191
     1,056         85      7,946       -413     -2,568          0       -483        -40      1,015          0          0          0         70      2,753
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       67.6       19.8       27.5        0.0        0.0        9.6        1.2        2.5        0.0        0.0        0.0        9.6        8.8
 
Number of Traders in Each Category                                    Total Traders:        35 
         4         11          5         12          0          0          6          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 3,549,688
Positions
   200,729    661,062    291,676  1,057,303    460,656    376,424    295,107    255,118    785,657    143,237    358,748     31,616    367,940    328,731
 
Changes from:       December 7, 2021                                 Total Change is:   172,063
     7,118      2,241     -5,819    -33,162     32,769     36,237     16,454    -13,804     74,005      3,535      1,041     12,925     60,770     32,469
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       18.6        8.2       29.8       13.0       10.6        8.3        7.2       22.1        4.0       10.1        0.9       10.4        9.3
 
Number of Traders in Each Category                                    Total Traders:       552 
        33         34         52        148         82        111         84         80        116         53         36         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    39,951
Positions
    16,488     27,435      9,667      8,374        473          0      1,486        960        266          0          0          0      3,670      1,150
 
Changes from:       December 7, 2021                                 Total Change is:     3,609
         0         99      4,167        178     -1,245          0       -431        189        217          0          0          0       -522        182
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       68.7       24.2       21.0        1.2        0.0        3.7        2.4        0.7        0.0        0.0        0.0        9.2        2.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         7          6          4         14          .          0          4          .          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    29,456
Positions
     7,984     23,111      5,018     11,344          0          0        930        386        133          0          0          0      4,047        808
 
Changes from:       December 7, 2021                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       78.5       17.0       38.5        0.0        0.0        3.2        1.3        0.5        0.0        0.0        0.0       13.7        2.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         4          7          6          4          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    25,804
Positions
     9,526     20,384        499      9,566        154      2,798        623        757         13          0          0          0      2,779      1,199
 
Changes from:       December 7, 2021                                 Total Change is:     2,072
         0       -934        499     -1,398          0      2,523        103       -325         13          0          0          0        332        296
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       79.0        1.9       37.1        0.6       10.8        2.4        2.9        0.1        0.0        0.0        0.0       10.8        4.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .         10          .          5          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   239,886
Positions
    44,480      6,708          0     16,265      3,824        166     50,823    160,916     25,815          0          0          0    102,337     42,457
 
Changes from:       December 7, 2021                                 Total Change is:    18,946
     8,436        620       -214       -107     -1,395       -129      1,260      8,506      9,933     -1,183          0          0        949      1,624
 
Percent of Open Interest Represented by Each Category of Trader
      18.5        2.8        0.0        6.8        1.6        0.1       21.2       67.1       10.8        0.0        0.0        0.0       42.7       17.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          0          5          .          .          5          9         11          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    41,277
Positions
     5,587     11,054        727     19,930     20,764      2,426      3,351      2,031         13        295          0          2      8,946      4,260
 
Changes from:       December 7, 2021                                 Total Change is:      -212
    -1,129        464        540        367         41        -25        -71     -1,140       -156        -27          0          2        287         62
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       26.8        1.8       48.3       50.3        5.9        8.1        4.9        0.0        0.7        0.0        0.0       21.7       10.3
 
Number of Traders in Each Category                                    Total Traders:        69 
         4          8          4         27         17         10          6          6          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   549,733
Positions
    99,425     75,408     44,372    196,227    155,634     59,555     56,009    102,912     41,419     15,103     43,886      2,737     34,886     23,811
 
Changes from:       December 7, 2021                                 Total Change is:    71,641
     4,430     -9,862     37,016     -9,986     -9,367      9,311      8,990     21,289     19,586        896       -990      2,507     -1,109      2,152
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       13.7        8.1       35.7       28.3       10.8       10.2       18.7        7.5        2.7        8.0        0.5        6.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       364 
        29         24         17         99         56         53         53         71         47         14         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    30,225
Positions
     9,659     24,451      4,097     13,281        497          0      1,438        612        115          0          0          0      1,635        453
 
Changes from:       December 7, 2021                                 Total Change is:     4,346
      -100        266      4,097        -69          0          0          0        -50        115          0          0          0        303        -82
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       80.9       13.6       43.9        1.6        0.0        4.8        2.0        0.4        0.0        0.0        0.0        5.4        1.5
 
Number of Traders in Each Category                                    Total Traders:        29 
         4          6          .         14          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $0.5)                                                                  
CFTC Code #239747                                                    Open Interest is    57,136
Positions
       800      4,965        555      1,413          0          0     33,982     32,754      4,719        231      1,183          9     15,427     12,951
 
Changes from:       December 7, 2021                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        8.7        1.0        2.5        0.0        0.0       59.5       57.3        8.3        0.4        2.1        0.0       27.0       22.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          .          0          0          .          9          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    15,643
Positions
         0      2,792          0     10,503          0         16        677      6,211          0        674      3,236         14      3,759      3,374
 
Changes from:       December 7, 2021                                 Total Change is:   -10,205
        -9    -10,242       -876         -1          0          0     -1,847      4,541     -4,122        -23      2,158     -1,102     -2,225       -562
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       17.8        0.0       67.1        0.0        0.1        4.3       39.7        0.0        4.3       20.7        0.1       24.0       21.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0         11          0          .          .          4          0          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    41,070
Positions
     5,373      3,564        658     12,705      5,178        714      9,199      6,082        409      5,849          0          0      6,163     24,465
 
Changes from:       December 7, 2021                                 Total Change is:   -20,898
   -15,081     -1,885     -2,071       -258        197        289      1,404     -6,709     -4,734        526        -27       -185       -788     -5,773
 
Percent of Open Interest Represented by Each Category of Trader
      13.1        8.7        1.6       30.9       12.6        1.7       22.4       14.8        1.0       14.2        0.0        0.0       15.0       59.6
 
Number of Traders in Each Category                                    Total Traders:        52 
         8          5          .         11          4          4         11          8          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   431,256
Positions
    34,930    227,451     39,257    271,793     88,351     45,615     17,285      6,506      3,726      6,571      8,358      1,253     10,826     10,739
 
Changes from:       December 7, 2021                                 Total Change is:    30,581
     1,506    -14,573     34,455     -7,713      3,339      1,424     -2,522     -7,541      3,349     -1,648      4,185        942        788      5,001
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       52.7        9.1       63.0       20.5       10.6        4.0        1.5        0.9        1.5        1.9        0.3        2.5        2.5
 
Number of Traders in Each Category                                    Total Traders:       184 
        13         13         12         72         44         39         21          9         12          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 1,331,354
Positions
    92,999    473,952    204,704    689,385    370,822    148,314     85,850     52,995     18,520     55,499     24,650      3,649     32,434     33,748
 
Changes from:       December 7, 2021                                 Total Change is:   218,435
     9,382      4,503    193,560    -31,422    -18,337     21,413      3,151    -12,468      9,780      7,049       -369       -819      6,341     21,172
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       35.6       15.4       51.8       27.9       11.1        6.4        4.0        1.4        4.2        1.9        0.3        2.4        2.5
 
Number of Traders in Each Category                                    Total Traders:       404 
        29         18         25        142         83         89         52         36         31         26         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   244,695
Positions
    35,709    181,669     39,455     19,279      7,397      2,532    133,298        755     12,651      1,448        177          0        323         59
 
Changes from:       December 7, 2021                                 Total Change is:     2,589
      -175      1,059        887        230          0       -224      1,005          0        867         -1          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       74.2       16.1        7.9        3.0        1.0       54.5        0.3        5.2        0.6        0.1        0.0        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        86 
        10         24         15         12          .          .         27          .          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    65,371
Positions
    10,945     16,679      3,504     13,548      8,206      2,118     10,462     10,398     11,772      2,562      2,459        678      9,781      9,557
 
Changes from:       December 7, 2021                                 Total Change is:     3,286
    -1,799       -533      1,411     -1,239        -34      1,484        441        -73      1,445        448       -849        155        941        281
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       25.5        5.4       20.7       12.6        3.2       16.0       15.9       18.0        3.9        3.8        1.0       15.0       14.6
 
Number of Traders in Each Category                                    Total Traders:       306 
        33         17         25         62         40         38         47         54         60         28         23         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   326,855
Positions
    54,727     83,396     17,518     67,739     41,028     10,592     52,311     51,990     58,858     12,811     12,297      3,392     48,907     47,783
 
Changes from:       December 7, 2021                                 Total Change is:    16,428
    -8,997     -2,665      7,054     -6,196       -171      7,418      2,204       -365      7,223      2,241     -4,247        776      4,705      1,405
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       25.5        5.4       20.7       12.6        3.2       16.0       15.9       18.0        3.9        3.8        1.0       15.0       14.6
 
Number of Traders in Each Category                                    Total Traders:       306 
        33         17         25         62         40         38         47         54         60         28         23         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   165,514
Positions
     1,301      2,333      2,788        649          0          0    105,504    128,647      7,412      5,098      3,712        113     42,649     20,509
 
Changes from:       December 7, 2021                                 Total Change is:    12,780
       263     -6,075      2,520         67          0          0      2,303     28,429     -2,303      1,919     -1,131        106      7,905     -8,765
 
Percent of Open Interest Represented by Each Category of Trader
       0.8        1.4        1.7        0.4        0.0        0.0       63.7       77.7        4.5        3.1        2.2        0.1       25.8       12.4
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          .          .          0          0          9         10         12          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 1,400,836
Positions
     7,393    104,731     34,321    548,607    264,357    295,950    104,507    377,025    112,198     84,273     34,818     10,623    202,964    166,814
 
Changes from:       December 7, 2021                                 Total Change is:     3,128
     2,761     -4,338       -287     -4,536      2,276      4,593      9,182     29,041    -10,403      2,009      1,972     -1,191      1,001    -18,535
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        7.5        2.5       39.2       18.9       21.1        7.5       26.9        8.0        6.0        2.5        0.8       14.5       11.9
 
Number of Traders in Each Category                                    Total Traders:       194 
         9         17         18         67         31         61         20         37         36          8          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 1,254,222
Positions
    39,786     48,810      2,169    676,414    272,723    202,058     79,896    574,193     25,696     72,419      5,516         24    155,760    123,033
 
Changes from:       December 7, 2021                                 Total Change is:    22,419
    -1,329      3,744        497      9,856      5,704        805     14,442     31,105     -5,225      1,238        100          0      2,134    -14,311
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        3.9        0.2       53.9       21.7       16.1        6.4       45.8        2.0        5.8        0.4        0.0       12.4        9.8
 
Number of Traders in Each Category                                    Total Traders:       151 
         6          8          5         72         26         58         10         21         13          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2021                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 1,978,810
Positions
    53,402    153,458     11,186    612,879    667,057    409,660    603,509    178,069    114,692     46,606    245,908      5,769    121,107    193,011
 
Changes from:       December 7, 2021                                 Total Change is:    75,814
    -4,932     -1,475        578     32,117     29,389     -5,514     78,053     29,932     -8,674     -7,864     22,598         36     -7,986      8,944
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        7.8        0.6       31.0       33.7       20.7       30.5        9.0        5.8        2.4       12.4        0.3        6.1        9.8
 
Number of Traders in Each Category                                    Total Traders:       334 
        14         28         10         77         84         84         41         51         32          8         31          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 4,396,755
Positions
   172,022    153,649    173,849  1,524,685  1,377,005    837,642    694,840    443,313    438,389    108,293    256,934    134,452    312,584    581,523
 
Changes from:       December 7, 2021                                 Total Change is:   -52,183
      -772     13,388     18,262    -27,825    -35,822      2,729      7,472     26,293    -57,640     -4,326    -17,296      3,586      6,331     -5,684
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        3.5        4.0       34.7       31.3       19.1       15.8       10.1       10.0        2.5        5.8        3.1        7.1       13.2
 
Number of Traders in Each Category                                    Total Traders:       431 
        21         37         38         88        105        110         50         81         86         23         25         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 1,368,110
Positions
    81,480     19,055      6,240    393,030    491,032    216,176    478,207    289,943     20,857     68,293     41,728          0    103,827    283,079
 
Changes from:       December 7, 2021                                 Total Change is:    -6,319
        41    -10,021        619       -870     -7,932      7,279    -11,667      4,655     -7,815      9,519       -912          0     -3,425      7,808
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        1.4        0.5       28.7       35.9       15.8       35.0       21.2        1.5        5.0        3.1        0.0        7.6       20.7
 
Number of Traders in Each Category                                    Total Traders:       155 
         6          6          5         28         59         56         21         21         13          6          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 3,924,516
Positions
    45,574    205,225     62,786  1,940,105    957,113    729,906    205,020    853,867    356,911    301,822    241,820     15,336    267,057    501,553
 
Changes from:       December 7, 2021                                 Total Change is:    63,592
     8,796     -7,535     18,125    -57,611     52,307     49,782     63,206    -38,141    -12,644    -15,000      3,398      1,787      7,152     -3,487
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        5.2        1.6       49.4       24.4       18.6        5.2       21.8        9.1        7.7        6.2        0.4        6.8       12.8
 
Number of Traders in Each Category                                    Total Traders:       355 
        11         36         20         74         82         95         35         74         60         11         32          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 1,331,096
Positions
   375,132    201,509    534,721     24,003      8,267     27,629     42,068    234,477    285,769     19,671      3,812          0     22,103     34,912
 
Changes from:       December 7, 2021                                 Total Change is:    -7,148
    18,739     38,636    -23,888     -1,602        -85      1,434      7,407    -19,221     -6,466        -33     -1,207     -2,815         76      6,464
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       15.1       40.2        1.8        0.6        2.1        3.2       17.6       21.5        1.5        0.3        0.0        1.7        2.6
 
Number of Traders in Each Category                                    Total Traders:       110 
        23         29         46          .          4          .         14         29         32          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 is19,356,176
Positions
 2,872,822  1,181,618  3,360,666    853,422  1,547,926  1,228,139  1,107,841  1,395,167  9,100,365     93,604    332,370    241,781    497,536    968,144
 
Changes from:       December 7, 2021                                 Total Change is:-5,175,353
   167,850   -421,139   -820,505    139,707   -132,060   -635,630   -509,634    345,890 -3,506,994     49,917     76,136    -70,533     10,469    -10,519
 
Percent of Open Interest Represented by Each Category of Trader
      14.8        6.1       17.4        4.4        8.0        6.3        5.7        7.2       47.0        0.5        1.7        1.2        2.6        5.0
 
Number of Traders in Each Category                                    Total Traders:       268 
        29         38         64         17         25         35         32         94        100         10         18         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is 1,613,208
Positions
   634,688    426,308    482,345     30,741     75,269     60,833    114,923    322,576    219,047     55,839     11,808     12,243      2,548      2,778
 
Changes from:       December 7, 2021                                 Total Change is:   175,232
     3,951     61,118     75,395     11,235      5,745     16,719     38,891    -10,288     23,780      2,988        231        706      1,567      1,827
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       26.4       29.9        1.9        4.7        3.8        7.1       20.0       13.6        3.5        0.7        0.8        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:       154 
        33         32         50          5         10          6         26         20         37          9         14         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   212,267
Positions
    89,809     66,754     33,305      5,732      2,356      1,779     33,712     55,998     44,049         57      4,130      3,725         99        171
 
Changes from:       December 7, 2021                                 Total Change is:    19,659
    11,379     11,405      5,550        156       -139       -310      2,528      3,025       -103         -1       -292        494        -34         29
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       31.4       15.7        2.7        1.1        0.8       15.9       26.4       20.8        0.0        1.9        1.8        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        85 
        15         24         24          .          .          .         21         17         29          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   103,457
Positions
         0     21,762          0          0      1,592          0      7,848     54,245     25,148     70,461        652          0          0         58
 
Changes from:       December 7, 2021                                 Total Change is:   -87,947
         0    -29,069          0          0          0       -406     -4,458     28,049    -86,523      3,443          0          0         -3          2
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       21.0        0.0        0.0        1.5        0.0        7.6       52.4       24.3       68.1        0.6        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          6          0          0          4          0          .          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    13,945
Positions
       443        870         75      5,890        778         69      2,095      7,826      1,649      1,817      1,293        294      1,612      1,091
 
Changes from:       December 7, 2021                                 Total Change is:       344
       -36       -212        -12        -72         60         15        198       -287        526         82        330       -258       -100        181
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        6.2        0.5       42.2        5.6        0.5       15.0       56.1       11.8       13.0        9.3        2.1       11.6        7.8
 
Number of Traders in Each Category                                    Total Traders:        94 
         .          .          .          7          .          4         26         32         21         12          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    41,265
Positions
     1,456         89          1         34          0          0     18,401     26,761      5,466      3,973      1,290      6,354      5,580      1,304
 
Changes from:       December 7, 2021                                 Total Change is:     4,390
      -392         48         -9       -108        -70          0      3,570      2,888        475        259       -261      1,062       -467        257
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        0.2        0.0        0.1        0.0        0.0       44.6       64.9       13.2        9.6        3.1       15.4       13.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       131 
         .          .          .          .          0          0         13         12          .         80         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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     4,910
Positions
       106          0         89          0        113         30      1,803      3,368        550        987         90        148      1,197        522
 
Changes from:       December 7, 2021                                 Total Change is:       375
       -92        -63         20        -25         39        -17        598        120        321       -157         58       -168       -105         65
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        0.0        1.8        0.0        2.3        0.6       36.7       68.6       11.2       20.1        1.8        3.0       24.4       10.6
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          0          .          0          .          .         15         16          9          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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 ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is     6,342
Positions
         0        568          0          0          0          0      2,795      4,228          0      2,910      1,396          0        637        150
 
Changes from:       December 7, 2021                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        9.0        0.0        0.0        0.0        0.0       44.1       66.7        0.0       45.9       22.0        0.0       10.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        44 
         0          .          0          0          0          0          7          .          0         26          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    52,267
Positions
       807     34,310          0     23,170        600        612     15,313     13,420        483      4,618        952        187      7,076      1,703
 
Changes from:       December 7, 2021                                 Total Change is:    -7,842
        59     -6,562          0      1,156       -453        -40       -620      6,383     -6,572     -1,236         27         35       -625       -661
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       65.6        0.0       44.3        1.1        1.2       29.3       25.7        0.9        8.8        1.8        0.4       13.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       126 
         .          .          0         22          .          4         40         14          6         36         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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   296,559
Positions
    44,657     19,707     10,440     95,494     48,705     31,938     26,078     83,850     59,574      6,799      7,858      4,137     17,442     30,350
 
Changes from:       December 7, 2021                                 Total Change is:    -3,523
    -1,023     -2,542     -2,354     -7,585      8,979     -1,316      2,057    -16,266     10,048        330     -1,004     -1,490     -2,190      2,422
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        6.6        3.5       32.2       16.4       10.8        8.8       28.3       20.1        2.3        2.6        1.4        5.9       10.2
 
Number of Traders in Each Category                                    Total Traders:       172 
        10         15         17         19         29         27         32         43         52          6         10          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 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    53,502
Positions
     3,595      4,311     11,366     25,850      3,027      1,316      1,744     32,697        592      8,403         69         97        539         27
 
Changes from:       December 7, 2021                                 Total Change is:     5,291
      -315        -95     11,366     -7,405       -200        100      1,247     -6,528        592       -237         69          1        -58        -14
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        8.1       21.2       48.3        5.7        2.5        3.3       61.1        1.1       15.7        0.1        0.2        1.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          .         12          4          .          8          5          .         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated December 17, 2021