Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   138,571
Positions
    28,712     21,217      1,621     42,020     44,284      3,735     13,785     34,470      4,811     12,158      2,084      1,022     30,707     25,327
 
Changes from:       January 4, 2022                                  Total Change is:     2,938
    -3,208      6,465          6      1,895        127       -519      2,525     -1,012       -785       -609     -2,080        575      3,058        161
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       15.3        1.2       30.3       32.0        2.7        9.9       24.9        3.5        8.8        1.5        0.7       22.2       18.3
 
Number of Traders in Each Category                                    Total Traders:        99 
         6          7          .         16         20          8         13         24         15         10          .          .
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    42,713
Positions
    22,141      2,129          0      3,734     13,298        829      5,871      7,894         14          0        486          0     10,124     18,063
 
Changes from:       January 4, 2022                                  Total Change is:       462
     2,559         25         -4       -538        456       -374        180     -1,120        -19          0          0          0     -1,342      1,498
 
Percent of Open Interest Represented by Each Category of Trader
      51.8        5.0        0.0        8.7       31.1        1.9       13.7       18.5        0.0        0.0        1.1        0.0       23.7       42.3
 
Number of Traders in Each Category                                    Total Traders:        47 
         5          4          0          5         15          5          8          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                           
CFTC Code #096742                                                    Open Interest is   200,493
Positions
    91,565     35,534      2,986     38,648     77,414      4,237     33,775     37,946      2,827      3,609      7,837          0     22,846     31,712
 
Changes from:       January 4, 2022                                  Total Change is:       486
    -5,162      8,201       -853      2,617     -7,711       -241      2,581      1,087       -732          3        -59          0      2,273        794
 
Percent of Open Interest Represented by Each Category of Trader
      45.7       17.7        1.5       19.3       38.6        2.1       16.8       18.9        1.4        1.8        3.9        0.0       11.4       15.8
 
Number of Traders in Each Category                                    Total Traders:       125 
         6          9          4         16         31         13         25         28         13          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   234,005
Positions
   132,397      3,507         28     39,706    106,931      5,920     33,224     74,129      4,249        850        743          0     17,631     38,498
 
Changes from:       January 4, 2022                                  Total Change is:       -63
    11,056     -1,215          3     -1,566       -526        418     -6,848      5,573     -2,268       -150        275          0       -708     -2,323
 
Percent of Open Interest Represented by Each Category of Trader
      56.6        1.5        0.0       17.0       45.7        2.5       14.2       31.7        1.8        0.4        0.3        0.0        7.5       16.5
 
Number of Traders in Each Category                                    Total Traders:       133 
        10          5          .         16         32         12         20         43         12          .          5          0
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   682,293
Positions
    41,212    296,028      5,310    400,495    166,713     32,991     58,385    106,059      8,886     50,067      8,744      4,954     79,993     52,608
 
Changes from:       January 4, 2022                                  Total Change is:     4,075
       266      7,426       -269      1,192     -5,928        814      5,159      2,973       -936     -1,715       -196        600     -1,036       -409
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       43.4        0.8       58.7       24.4        4.8        8.6       15.5        1.3        7.3        1.3        0.7       11.7        7.7
 
Number of Traders in Each Category                                    Total Traders:       328 
        17         16          7        105         49         47         46         46         26         35         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    33,633
Positions
     1,341     12,370          0     15,268      8,001      2,857        433      4,243          0          0          0          0     13,734      6,162
 
Changes from:       January 4, 2022                                  Total Change is:       171
         0          6          0         45        -13          0          0        -14          0          0          0          0        126        192
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       36.8        0.0       45.4       23.8        8.5        1.3       12.6        0.0        0.0        0.0        0.0       40.8       18.3
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0         17          5          9          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,444
Positions
     9,790        494          0      5,679     13,807        867          0      3,984          0          0          0          0      8,108      5,292
 
Changes from:       January 4, 2022                                  Total Change is:    -2,017
       -38        494          0        617     -2,927       -545     -2,156      1,077          0          0          0          0        105       -116
 
Percent of Open Interest Represented by Each Category of Trader
      40.1        2.0        0.0       23.2       56.5        3.5        0.0       16.3        0.0        0.0        0.0        0.0       33.2       21.6
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          5         10          5          0          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   185,453
Positions
   119,936      5,091        586     29,010    102,475      4,378     10,966     37,903      1,331        840      3,160          0     18,406     30,529
 
Changes from:       January 4, 2022                                  Total Change is:     5,346
     2,953     -1,291        -13      1,544      3,900        193        762        941        426       -865        164          0        346      1,026
 
Percent of Open Interest Represented by Each Category of Trader
      64.7        2.7        0.3       15.6       55.3        2.4        5.9       20.4        0.7        0.5        1.7        0.0        9.9       16.5
 
Number of Traders in Each Category                                    Total Traders:        91 
         9          5          .         11         21          6         13         26          9          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    44,981
Positions
       121     32,905          0     32,305        289        116      6,980      3,495        140      2,955      7,129          7      2,357        900
 
Changes from:       January 4, 2022                                  Total Change is:    -2,693
       121       -594          0     -4,015         24         54      1,242     -2,342        140        -25        148        -10       -200       -113
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       73.2        0.0       71.8        0.6        0.3       15.5        7.8        0.3        6.6       15.8        0.0        5.2        2.0
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          5          0         12          .          .         13          9          .          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   127,155
Positions
       638     33,658        505     67,101      3,856      1,367     46,042     62,052        117      5,084     22,512          0      6,301      3,088
 
Changes from:       January 4, 2022                                  Total Change is:     7,407
         8      5,300          0      1,802        -42        330      5,079      1,617        -55       -198        666          0        441       -409
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       26.5        0.4       52.8        3.0        1.1       36.2       48.8        0.1        4.0       17.7        0.0        5.0        2.4
 
Number of Traders in Each Category                                    Total Traders:       148 
         .         12          .         18         11          6         50         26          4         10         18          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    31,087
Positions
     7,079          0      1,917      5,452      1,938        323      5,406     17,856      3,593      4,596      2,703          0      2,721      2,757
 
Changes from:       January 4, 2022                                  Total Change is:     2,869
       226          0         -7     -1,176       -119        323      1,192       -586      3,593     -1,346       -227          0         64       -108
 
Percent of Open Interest Represented by Each Category of Trader
      22.8        0.0        6.2       17.5        6.2        1.0       17.4       57.4       11.6       14.8        8.7        0.0        8.8        8.9
 
Number of Traders in Each Category                                    Total Traders:        58 
         4          0          .          7          4          .         12         17          .          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,066
Positions
    21,448      1,873          0      4,195     19,061        793     11,940     13,186        427        250      2,013         34      2,979      4,679
 
Changes from:       January 4, 2022                                  Total Change is:     1,764
       -81       -108          0        135       -587        173      1,952      1,971       -194       -200        320          0        -21        189
 
Percent of Open Interest Represented by Each Category of Trader
      51.0        4.5        0.0       10.0       45.3        1.9       28.4       31.3        1.0        0.6        4.8        0.1        7.1       11.1
 
Number of Traders in Each Category                                    Total Traders:       102 
         9          .          0          7         22          7         26         26          5          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,284
Positions
     3,960          0          0      4,041      2,581          0      1,827      5,986        352        126        665          0        978      1,700
 
Changes from:       January 4, 2022                                  Total Change is:     1,326
         0          0          0        526        -32          0        745      1,705        -17          0       -168          0         72       -162
 
Percent of Open Interest Represented by Each Category of Trader
      35.1        0.0        0.0       35.8       22.9        0.0       16.2       53.0        3.1        1.1        5.9        0.0        8.7       15.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          0          0          4          5          0          8         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    46,567
Positions
    15,477     17,355        196     10,057      1,416        463     11,618      6,864        385        788     13,889          0      7,585      6,002
 
Changes from:       January 4, 2022                                  Total Change is:    -4,312
       904     -2,459       -303     -4,473        477        124     -1,281     -1,251         63        788       -214          0       -133       -748
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       37.3        0.4       21.6        3.0        1.0       24.9       14.7        0.8        1.7       29.8        0.0       16.3       12.9
 
Number of Traders in Each Category                                    Total Traders:       103 
        18         10          .         23          4          6         28         14         10          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    93,134
Positions
    30,953     34,709        391     20,114      2,831        926     23,235     13,727        769      1,576     27,778          0     15,170     12,003
 
Changes from:       January 4, 2022                                  Total Change is:    -8,623
     1,807     -4,918       -605     -8,945        953        247     -2,562     -2,502        125      1,576       -427          0       -266     -1,496
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       37.3        0.4       21.6        3.0        1.0       24.9       14.7        0.8        1.7       29.8        0.0       16.3       12.9
 
Number of Traders in Each Category                                    Total Traders:       103 
        18         10          .         23          4          6         28         14         10          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    45,468
Positions
    13,234     29,299          0     26,133      9,230      1,266      1,978      5,218          0          0          0          0      2,857        455
 
Changes from:       January 4, 2022                                  Total Change is:       524
      -828         92          0        847       -425       -247        350      1,216          0          0          0          0        402       -112
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       64.4        0.0       57.5       20.3        2.8        4.4       11.5        0.0        0.0        0.0        0.0        6.3        1.0
 
Number of Traders in Each Category                                    Total Traders:        37 
         5          5          0         20          .          4          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   456,734
Positions
    31,195    128,914      6,906    223,622     77,778     53,543     50,815     62,368      6,419     27,187     75,049        984     56,063     44,773
 
Changes from:       January 4, 2022                                  Total Change is:    -2,724
       670      7,316     -1,510        692      1,184        -59     -2,476    -10,697       -392     -2,383      1,326        408      2,325       -300
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       28.2        1.5       49.0       17.0       11.7       11.1       13.7        1.4        6.0       16.4        0.2       12.3        9.8
 
Number of Traders in Each Category                                    Total Traders:       497 
        31         30         15        157         74        100         63         79         51         34         29          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,857
Positions
     9,334     25,640          5     11,981          0          0      3,148      1,548          0          0          0          0      3,389        664
 
Changes from:       January 4, 2022                                  Total Change is:       867
    -1,084      4,679          5      1,968     -3,761          0       -202         11          0          0          0          0        180        -67
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       92.0        0.0       43.0        0.0        0.0       11.3        5.6        0.0        0.0        0.0        0.0       12.2        2.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         5         10          .         12          0          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,283,672
Positions
   155,977    644,571     34,531  1,118,110    388,888    267,717    254,075    311,842     32,097    135,933    375,244      4,919    280,313    223,863
 
Changes from:       January 4, 2022                                  Total Change is:   -13,618
     3,352     36,578     -7,552      3,458      5,921       -294    -12,379    -53,487     -1,958    -11,914      6,631      2,042     11,627     -1,499
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       28.2        1.5       49.0       17.0       11.7       11.1       13.7        1.4        6.0       16.4        0.2       12.3        9.8
 
Number of Traders in Each Category                                    Total Traders:       497 
        31         30         15        157         74        100         63         79         51         34         29          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    28,722
Positions
    12,615     26,709          0     10,970        347          0      1,286        974         19          0          0          0      3,832        673
 
Changes from:       January 4, 2022                                  Total Change is:     2,565
      -463      3,755          0      2,857       -591          0         70       -543        -48          0          0          0        149         -8
 
Percent of Open Interest Represented by Each Category of Trader
      43.9       93.0        0.0       38.2        1.2        0.0        4.5        3.4        0.1        0.0        0.0        0.0       13.3        2.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          7          0         14          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   140,066
Positions
    23,503      7,193          0     22,624      3,824         88     35,648     50,404      6,059      2,477          0          0     49,667     72,498
 
Changes from:       January 4, 2022                                  Total Change is:    39,080
    10,038        917          0      1,410          0        -65     14,495     21,134      5,957      2,477          0          0      4,768     11,137
 
Percent of Open Interest Represented by Each Category of Trader
      16.8        5.1        0.0       16.2        2.7        0.1       25.5       36.0        4.3        1.8        0.0        0.0       35.5       51.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          7          .          .          4          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    42,494
Positions
     6,170      5,481        207     20,950     29,616      2,174      3,557        949         14        257          0          0      9,165      4,053
 
Changes from:       January 4, 2022                                  Total Change is:     4,300
     2,162     -1,533        -49      2,228      6,030       -174        631         55          0        257          0          0       -755        -29
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       12.9        0.5       49.3       69.7        5.1        8.4        2.2        0.0        0.6        0.0        0.0       21.6        9.5
 
Number of Traders in Each Category                                    Total Traders:        66 
         4          6          .         29         16          9          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   457,276
Positions
    88,840     99,730      1,389    199,736    145,412     51,560     71,298     97,474      4,108     10,656     38,661        172     29,517     18,770
 
Changes from:       January 4, 2022                                  Total Change is:     2,074
    -4,560     -7,948       -718     -9,582     10,654        736     11,810       -659       -253      5,277       -993        -46       -590      1,301
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       21.8        0.3       43.7       31.8       11.3       15.6       21.3        0.9        2.3        8.5        0.0        6.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       342 
        28         20          4         96         55         44         44         72         21         12         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    26,521
Positions
     6,959     24,581          0     16,354        482          0      1,907      1,152          0          0          0          0      1,301        306
 
Changes from:       January 4, 2022                                  Total Change is:       741
         0        727          0        412          0          0        506         51          0          0          0          0       -177        -37
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       92.7        0.0       61.7        1.8        0.0        7.2        4.3        0.0        0.0        0.0        0.0        4.9        1.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          7          0         16          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    15,879
Positions
         0      5,038          0     10,436          0         18        755      5,810          0        674      1,735          0      3,996      3,278
 
Changes from:       January 4, 2022                                  Total Change is:       115
         0      1,904          0         18          0         17        525     -1,365          0          0         79          0       -445       -520
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.7        0.0       65.7        0.0        0.1        4.8       36.6        0.0        4.2       10.9        0.0       25.2       20.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          4          0         11          0          .          .          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    44,643
Positions
     7,056      2,763        812     13,450      5,490      1,060      9,652     15,839         88      6,312      1,168          4      6,209     17,419
 
Changes from:       January 4, 2022                                  Total Change is:       446
     3,196       -944        124       -133      1,581        217     -2,615      2,009         88        136        684          2       -569     -3,315
 
Percent of Open Interest Represented by Each Category of Trader
      15.8        6.2        1.8       30.1       12.3        2.4       21.6       35.5        0.2       14.1        2.6        0.0       13.9       39.0
 
Number of Traders in Each Category                                    Total Traders:        61 
        10          4          .         12          6          4         12         13          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   386,195
Positions
    31,204    207,230      3,438    262,326     97,700     44,061     23,570      8,328        545     10,195     19,331        740     10,116      4,822
 
Changes from:       January 4, 2022                                  Total Change is:       496
      -850    -13,150       -932      1,895     11,698      2,793     -2,720      2,527         14        676       -360       -197       -183     -1,897
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       53.7        0.9       67.9       25.3       11.4        6.1        2.2        0.1        2.6        5.0        0.2        2.6        1.2
 
Number of Traders in Each Category                                    Total Traders:       190 
        12         12          8         75         46         39         21         10          4          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,086,106
Positions
   113,308    485,791      3,013    679,949    351,786    119,072     85,192     66,679      6,419     48,939     33,336        876     29,338     19,134
 
Changes from:       January 4, 2022                                  Total Change is:    14,839
     1,079      3,213       -712      6,103     10,818     -2,645      4,145       -154      1,794      2,916       -607       -181      2,340      3,313
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       44.7        0.3       62.6       32.4       11.0        7.8        6.1        0.6        4.5        3.1        0.1        2.7        1.8
 
Number of Traders in Each Category                                    Total Traders:       391 
        27         19          7        144         76         80         53         33         22         23         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   197,409
Positions
    18,964    156,079     17,040     17,450      5,885        742    124,761        755     16,800      1,329         52          0        323         56
 
Changes from:       January 4, 2022                                  Total Change is:     9,413
    -5,813      5,266      1,865          0          0          0     11,104          0      2,242         15         52          0          0        -12
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       79.1        8.6        8.8        3.0        0.4       63.2        0.4        8.5        0.7        0.0        0.0        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        74 
         7         20         14          9          .          .         26          .          8          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    44,044
Positions
     8,084     11,470        303     14,549      9,417        765      9,187      9,649        675      2,012      3,644        264      8,207      7,860
 
Changes from:       January 4, 2022                                  Total Change is:     1,858
      -775     -3,871         80       -402      2,683         26      2,168        630         92        185      1,048        225        259        946
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       26.0        0.7       33.0       21.4        1.7       20.9       21.9        1.5        4.6        8.3        0.6       18.6       17.8
 
Number of Traders in Each Category                                    Total Traders:       290 
        28         15          7         59         45         27         46         50         26         23         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   220,222
Positions
    40,419     57,348      1,515     72,744     47,083      3,824     45,935     48,243      3,373     10,060     18,218      1,319     41,033     39,299
 
Changes from:       January 4, 2022                                  Total Change is:     9,291
    -3,873    -19,354        400     -2,011     13,414        129     10,838      3,148        460        927      5,240      1,125      1,296      4,729
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       26.0        0.7       33.0       21.4        1.7       20.9       21.9        1.5        4.6        8.3        0.6       18.6       17.8
 
Number of Traders in Each Category                                    Total Traders:       290 
        28         15          7         59         45         27         46         50         26         23         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    97,064
Positions
     2,465        322          0      1,098          0          0     37,563     74,718      2,820      4,964      1,531        160     47,994     17,513
 
Changes from:       January 4, 2022                                  Total Change is:    26,137
       744     -1,024          0        198          0          0     10,084     30,155        204      1,598      1,031        160     13,149     -4,389
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        0.3        0.0        1.1        0.0        0.0       38.7       77.0        2.9        5.1        1.6        0.2       49.4       18.0
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          .          0          0          8         11          6          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,214,729
Positions
    12,692     92,621      2,758    544,198    261,542    259,445    122,107    369,787     16,410     85,312     35,725      2,355    169,452    174,086
 
Changes from:       January 4, 2022                                  Total Change is:     4,376
      -844     -5,024      1,199      8,897       -880       -139      4,408     -8,959      2,788        879      1,280          2    -12,814     14,109
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        7.6        0.2       44.8       21.5       21.4       10.1       30.4        1.4        7.0        2.9        0.2       13.9       14.3
 
Number of Traders in Each Category                                    Total Traders:       189 
         8         15          4         56         40         65         23         35         17          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,245,989
Positions
    34,426     58,836      1,725    674,122    262,488    205,428     86,375    554,909     18,515     76,674     10,018        122    148,602    133,948
 
Changes from:       January 4, 2022                                  Total Change is:    10,983
    -1,245      2,231        127      6,161    -20,101      6,041        330     20,043      2,262      1,956     -1,040          0     -4,649      1,420
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        4.7        0.1       54.1       21.1       16.5        6.9       44.5        1.5        6.2        0.8        0.0       11.9       10.8
 
Number of Traders in Each Category                                    Total Traders:       147 
         5          9          4         70         25         60          8         20          8          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                   
CFTC Code #042601                                                    Open Interest is 2,017,016
Positions
    49,618    170,922     12,688    732,298    661,120    392,316    530,263    199,563    113,825     45,621    258,233     15,093    125,294    193,256
 
Changes from:       January 4, 2022                                  Total Change is:    69,418
    -7,068     10,677     -5,884     56,041     -9,490       -590     -7,810     35,871     23,379        349      5,338      6,218      4,783      3,899
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.5        0.6       36.3       32.8       19.5       26.3        9.9        5.6        2.3       12.8        0.7        6.2        9.6
 
Number of Traders in Each Category                                    Total Traders:       347 
        14         34          7         80         74         81         46         56         31         11         32          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,809,163
Positions
   174,992    136,725     24,897  1,608,440  1,360,916    792,673    715,487    576,918     61,760     97,527    263,108     17,822    315,565    574,344
 
Changes from:       January 4, 2022                                  Total Change is:   -65,930
   -20,437      1,370     -2,047     15,724        -89     -4,910     36,436    -27,490    -52,879    -40,912     -2,607     -2,520      5,615     25,242
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        3.6        0.7       42.2       35.7       20.8       18.8       15.1        1.6        2.6        6.9        0.5        8.3       15.1
 
Number of Traders in Each Category                                    Total Traders:       412 
        24         26         15         84        108         99         42         86         50         18         24          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,387,558
Positions
    97,559     15,927      5,705    389,761    559,471    191,754    462,238    220,535     40,242     98,379     65,699          0    101,920    288,225
 
Changes from:       January 4, 2022                                  Total Change is:     5,741
    11,219        300        617      6,881     33,167      3,324    -23,738    -69,798     26,494     -1,132      1,376          0    -17,924     10,261
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        1.1        0.4       28.1       40.3       13.8       33.3       15.9        2.9        7.1        4.7        0.0        7.3       20.8
 
Number of Traders in Each Category                                    Total Traders:       158 
         9          4          4         26         62         58         24         17         15          5         11          0
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                   
CFTC Code #044601                                                    Open Interest is 3,830,246
Positions
    67,247    221,612     13,546  2,094,890  1,020,288    696,287    262,742    935,678    122,040    311,788    298,548      6,784    254,922    515,463
 
Changes from:       January 4, 2022                                  Total Change is:   128,199
    32,184     -9,401      3,624    -42,259    102,096     33,647    100,023    -54,267      6,346    -20,771     28,966      4,372     11,033     12,816
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        5.8        0.4       54.7       26.6       18.2        6.9       24.4        3.2        8.1        7.8        0.2        6.7       13.5
 
Number of Traders in Each Category                                    Total Traders:       373 
        16         34          8         72         93         93         40         71         30         15         32          6
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                  
CFTC Code #045601                                                    Open Interest is 1,534,232
Positions
   287,505    206,397    698,766     17,543      4,833     25,390    137,621    252,202    304,646     28,195      4,966        600     33,966     36,432
 
Changes from:       January 4, 2022                                  Total Change is:   228,072
   -62,482     52,973    107,968     -4,340         69      2,183     95,898     -9,063     72,396      6,473      3,254          0      9,976     -1,708
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       13.5       45.5        1.1        0.3        1.7        9.0       16.4       19.9        1.8        0.3        0.0        2.2        2.4
 
Number of Traders in Each Category                                    Total Traders:       119 
        25         31         50          .          .          .         19         27         39          4          4          .
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                              
CFTC Code #132741                                                    Open Interest is11,368,090
Positions
 3,334,018    957,591  2,077,280    990,933  1,349,865    768,853  1,214,703  2,589,508  2,294,826     28,767    285,475    231,682    427,028    813,010
 
Changes from:       January 4, 2022                                  Total Change is:   120,006
   -85,077    -14,685     41,509    130,806    -80,834    -23,676    -77,238     72,587    158,321      1,524     -8,767        -29    -26,134    -24,420
 
Percent of Open Interest Represented by Each Category of Trader
      29.3        8.4       18.3        8.7       11.9        6.8       10.7       22.8       20.2        0.3        2.5        2.0        3.8        7.2
 
Number of Traders in Each Category                                    Total Traders:       240 
        34         35         63         10         26         28         27         83         82          5         14          7
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                 
CFTC Code #134741                                                    Open Interest is 1,819,049
Positions
   670,794    285,849    588,850     21,123    166,324     58,179    100,943    390,653    295,965     60,841      9,442     18,782      3,572      5,005
 
Changes from:       January 4, 2022                                  Total Change is:   123,319
    -7,908    -93,130     73,632      4,014     28,532    -10,433     11,537     74,992     37,556      4,503        507      9,074      1,344      2,589
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       15.7       32.4        1.2        9.1        3.2        5.5       21.5       16.3        3.3        0.5        1.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:       192 
        41         39         62          5         14          7         21         37         45         15         15         15
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                 
CFTC Code #134742                                                    Open Interest is   296,422
Positions
   107,803     55,085     74,390     29,880          0      6,440     34,473    118,968     37,661      1,934      1,651      2,086      1,755        141
 
Changes from:       January 4, 2022                                  Total Change is:   113,526
    21,418        -49     39,351     23,957        -70      4,736     11,843     59,194     10,165        300        150         65      1,691        -16
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       18.6       25.1       10.1        0.0        2.2       11.6       40.1       12.7        0.7        0.6        0.7        0.6        0.0
 
Number of Traders in Each Category                                    Total Traders:       105 
        20         27         29          4          0          .         19         27         31          5          .          .
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                                                                             
CFTC Code #246605                                                    Open Interest is    73,970
Positions
       428      2,271          0          0      1,799          0      8,994     25,337     39,261     25,286      5,250          0          1         52
 
Changes from:       January 4, 2022                                  Total Change is:   -15,633
      -598     -6,421          0          0        -10          0       -480    -18,163      4,210    -18,766      4,750          0          1          1
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        3.1        0.0        0.0        2.4        0.0       12.2       34.3       53.1       34.2        7.1        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          5          0          0          5          0          .          6          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    10,855
Positions
       404        264         37      5,419        968          3      1,464      7,159        932      1,085        540         70      1,441        882
 
Changes from:       January 4, 2022                                  Total Change is:       292
       -59       -137         -1       -122         68          1         13        352        266        336       -253        -85        -57         81
 
Percent of Open Interest Represented by Each Category of Trader
       3.7        2.4        0.3       49.9        8.9        0.0       13.5       66.0        8.6       10.0        5.0        0.6       13.3        8.1
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          4          .          6          4          .         19         32         10         10          .          .
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    30,142
Positions
     1,180         87          0        184          0          0     18,542     18,179        540      3,728      9,614        511      5,457      1,211
 
Changes from:       January 4, 2022                                  Total Change is:    13,321
       714       -258          0          1          0          0     14,225     12,826     -2,212       -136      2,658        145        584        162
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        0.3        0.0        0.6        0.0        0.0       61.5       60.3        1.8       12.4       31.9        1.7       18.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       130 
         .          .          0          4          0          0         10         16          .         78         18          .
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     3,880
Positions
       117         62         38         17        109         44      1,031      2,408        556        927         92         81      1,069        490
 
Changes from:       January 4, 2022                                  Total Change is:       350
       -35         62        -21        -26         -2         14        -61       -196        377        158         89        -14        -42         41
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        1.6        1.0        0.4        2.8        1.1       26.6       62.1       14.3       23.9        2.4        2.1       27.6       12.6
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .          .          .          .         16         13          6          7          .          .
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    35,375
Positions
         0      6,002          0          0          0          0     23,497     27,029          0      9,061        841      1,369      1,448        134
 
Changes from:       January 4, 2022                                  Total Change is:    25,235
         0      5,645          0          0          0          0     21,405     19,182       -223      2,586       -361        998        469         -6
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       17.0        0.0        0.0        0.0        0.0       66.4       76.4        0.0       25.6        2.4        3.9        4.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        98 
         0          .          0          0          0          0          6          5          0         78          8          .
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                         
CFTC Code #098662                                                    Open Interest is    57,218
Positions
     4,921     42,406          0     23,862        600        577     14,533      9,981        584      4,262        845         83      8,396      2,142
 
Changes from:       January 4, 2022                                  Total Change is:      -871
     1,895         17          0       -624       -120         22     -2,882     -1,156        119       -215         48        -11        825        210
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       74.1        0.0       41.7        1.0        1.0       25.4       17.4        1.0        7.4        1.5        0.1       14.7        3.7
 
Number of Traders in Each Category                                    Total Traders:       116 
         .          .          0         20          .          4         34         20          5         32          6          .
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Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   308,888
Positions
    46,441     15,613     15,451     87,027     75,644     37,802     39,824     80,859     46,371      8,592      1,047      5,644     21,736     30,457
 
Changes from:       January 4, 2022                                  Total Change is:     7,134
     1,489      1,914        889     -6,592        193        234      6,289       -762      5,764     -1,841     -1,756     -1,322      2,224      1,980
 
Percent of Open Interest Represented by Each Category of Trader
      15.0        5.1        5.0       28.2       24.5       12.2       12.9       26.2       15.0        2.8        0.3        1.8        7.0        9.9
 
Number of Traders in Each Category                                    Total Traders:       163 
        12         15         19         14         33         26         30         41         40          9          .          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 11, 2022                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                        
CFTC Code #221602                                                    Open Interest is    53,734
Positions
     3,615     15,015         30     40,410          0      1,086        446     37,388          0      7,567        193          0        580         22
 
Changes from:       January 4, 2022                                  Total Change is:     5,562
         0         60        -60      7,792       -509        214         33      5,826          0       -701         36          0     -1,716         -5
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       27.9        0.1       75.2        0.0        2.0        0.8       69.6        0.0       14.1        0.4        0.0        1.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          4          .         15          0          .          5          7          0          9          .          0
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Updated January 14, 2022