Traders in Financial Futures - Futures Only Positions as of March 22, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   124,090
Positions
     2,224     34,643        355     38,177     17,015      5,513     20,862     38,201      5,627     16,091          0      1,835     33,406     20,901
 
Changes from:       March 15, 2022                                   Total Change is:   -19,773
   -24,036      4,953     -4,724      1,287    -10,829       -223      6,543      7,763     -3,099        165       -828        121      4,193    -12,907
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       27.9        0.3       30.8       13.7        4.4       16.8       30.8        4.5       13.0        0.0        1.5       26.9       16.8
 
Number of Traders in Each Category                                    Total Traders:        99 
         4          7          .         19         11          7         20         27         16         10          0          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    44,911
Positions
    26,493        446         29      2,501     15,296      1,302      6,439      7,616          4          0          0          0      8,143     20,218
 
Changes from:       March 15, 2022                                   Total Change is:     1,555
     4,063        -60          0     -2,036      1,102        -55        204      1,345          4          0          0          0       -625       -781
 
Percent of Open Interest Represented by Each Category of Trader
      59.0        1.0        0.1        5.6       34.1        2.9       14.3       17.0        0.0        0.0        0.0        0.0       18.1       45.0
 
Number of Traders in Each Category                                    Total Traders:        48 
         5          .          .          .         18          5          7         13          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of March 22, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   195,712
Positions
    88,294     16,575      4,098     32,386     91,548      3,938     40,366     34,503      4,685      1,758      7,032        871     19,316     32,462
 
Changes from:       March 15, 2022                                   Total Change is:     7,389
     5,689      5,318        132       -456     -2,576       -415      8,523      5,874     -1,350       -400       -188          0     -4,334        594
 
Percent of Open Interest Represented by Each Category of Trader
      45.1        8.5        2.1       16.5       46.8        2.0       20.6       17.6        2.4        0.9        3.6        0.4        9.9       16.6
 
Number of Traders in Each Category                                    Total Traders:       122 
         9          4          4         10         33         14         25         34         17          .          5          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   248,221
Positions
   143,155      1,937        807     39,691    109,495      4,230     37,660     82,393      4,756        173        546          0     17,749     44,057
 
Changes from:       March 15, 2022                                   Total Change is:    32,737
    34,239        830       -298     -6,530      8,058         80      3,044     21,167        717       -731     -1,084          0      2,216      3,267
 
Percent of Open Interest Represented by Each Category of Trader
      57.7        0.8        0.3       16.0       44.1        1.7       15.2       33.2        1.9        0.1        0.2        0.0        7.2       17.7
 
Number of Traders in Each Category                                    Total Traders:       125 
         9          .          .         12         31         12         18         47         14          .          4          0
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   658,817
Positions
    37,793    297,599      2,283    381,083    152,619     32,225     67,389     82,786     20,267     35,148     10,944      6,659     75,970     53,435
 
Changes from:       March 15, 2022                                   Total Change is:    -7,193
    -3,447      2,136     -1,709    -11,370     -6,635        818      7,093     -4,130       -658      1,509      1,114       -208        779      2,079
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       45.2        0.3       57.8       23.2        4.9       10.2       12.6        3.1        5.3        1.7        1.0       11.5        8.1
 
Number of Traders in Each Category                                    Total Traders:       327 
        20         13          6        104         40         45         48         48         31         38         16          9
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Traders in Financial Futures - Futures Only Positions as of March 22, 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    31,192
Positions
         0      8,128          0     14,954      7,612      3,276        965      6,034        373          0          0          0     11,624      5,769
 
Changes from:       March 15, 2022                                   Total Change is:      -439
         0         -8          0       -469       -436        -34        499       -213       -201          0          0          0       -234        453
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       26.1        0.0       47.9       24.4       10.5        3.1       19.3        1.2        0.0        0.0        0.0       37.3       18.5
 
Number of Traders in Each Category                                    Total Traders:        35 
         0          .          0         17          6          9          .          6          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of March 22, 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   127,767
Positions
    33,152      3,005         11     43,236     58,504      2,391     18,608     36,765      3,764      1,097        620          0     25,508     22,707
 
Changes from:       March 15, 2022                                   Total Change is:     3,246
    -6,180        426          0      1,877     -3,506       -229      2,073      7,481         97       -522       -568          0      6,130       -455
 
Percent of Open Interest Represented by Each Category of Trader
      25.9        2.4        0.0       33.8       45.8        1.9       14.6       28.8        2.9        0.9        0.5        0.0       20.0       17.8
 
Number of Traders in Each Category                                    Total Traders:        85 
         9          4          .         15         14          7         17         21          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   134,766
Positions
       153     44,565        505     68,364      8,698      1,392     53,970     46,220        768      2,651     29,787        112      6,851      2,719
 
Changes from:       March 15, 2022                                   Total Change is:    32,017
      -469      5,408          0      9,275       -959        120     23,619     27,306        128     -1,242        832         37        549       -855
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       33.1        0.4       50.7        6.5        1.0       40.0       34.3        0.6        2.0       22.1        0.1        5.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       145 
         .         10          .         23         10          4         51         24          4          8         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    70,832
Positions
       254     48,621         93     51,378      5,915          0     12,565     13,112        117      1,574      1,022          0      4,851      1,952
 
Changes from:       March 15, 2022                                   Total Change is:     1,958
      -106       -500         93      1,135        168          0        154      2,032        105        -35       -290          0        612        350
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       68.6        0.1       72.5        8.4        0.0       17.7       18.5        0.2        2.2        1.4        0.0        6.8        2.8
 
Number of Traders in Each Category                                    Total Traders:        71 
         .          .          .         15          4          0         21         11          .          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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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NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    35,256
Positions
    10,059      2,178          0      4,040     14,118        159     16,729     13,064        376        507      1,524         47      3,339      3,790
 
Changes from:       March 15, 2022                                   Total Change is:    -3,944
      -108       -281          0       -660     -3,287        112     -4,150       -259       -216        144        440         12        922       -465
 
Percent of Open Interest Represented by Each Category of Trader
      28.5        6.2        0.0       11.5       40.0        0.5       47.5       37.1        1.1        1.4        4.3        0.1        9.5       10.7
 
Number of Traders in Each Category                                    Total Traders:        85 
         6          .          0          5         17          4         29         17          4          .          7          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    21,613
Positions
         0     11,796          0     16,811      2,042          0      2,532      5,292        653        275        465          0      1,342      1,365
 
Changes from:       March 15, 2022                                   Total Change is:     2,396
         0        225          0      1,566        -34       -100        467      2,167         71         80          0          0        312         67
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       54.6        0.0       77.8        9.4        0.0       11.7       24.5        3.0        1.3        2.2        0.0        6.2        6.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         0          .          0          5          5          0          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    31,512
Positions
    14,757      8,733        312      5,144      3,292        175      4,079      3,303        587        516      8,835          0      5,944      6,277
 
Changes from:       March 15, 2022                                   Total Change is:   -14,767
     1,514      2,724    -11,233       -178     -1,232       -490     -2,254     -1,523     -1,293        113       -102       -107       -839     -1,512
 
Percent of Open Interest Represented by Each Category of Trader
      46.8       27.7        1.0       16.3       10.4        0.6       12.9       10.5        1.9        1.6       28.0        0.0       18.9       19.9
 
Number of Traders in Each Category                                    Total Traders:        85 
        15         13          .         16         10          5         14         11          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                                     
CFTC Code #124603                                                    Open Interest is    63,024
Positions
    29,513     17,465        623     10,287      6,584        350      8,157      6,605      1,174      1,032     17,669          0     11,888     12,554
 
Changes from:       March 15, 2022                                   Total Change is:   -29,533
     3,028      5,448    -22,466       -355     -2,464       -979     -4,508     -3,046     -2,586        225       -203       -214     -1,678     -3,023
 
Percent of Open Interest Represented by Each Category of Trader
      46.8       27.7        1.0       16.3       10.4        0.6       12.9       10.5        1.9        1.6       28.0        0.0       18.9       19.9
 
Number of Traders in Each Category                                    Total Traders:        85 
        15         13          .         16         10          5         14         11          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    35,529
Positions
    11,800     20,041          0     17,425      9,082      1,892      1,764      3,693          0          0          0          0      2,648        821
 
Changes from:       March 15, 2022                                   Total Change is:   -21,920
    -6,406     -4,982    -16,223      1,100       -420         -1        574        335        -22          0          0          0       -942       -607
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       56.4        0.0       49.0       25.6        5.3        5.0       10.4        0.0        0.0        0.0        0.0        7.5        2.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          5          0         17          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   422,337
Positions
    46,614     64,591      4,355    205,761    102,765     59,138     22,370     76,429      7,547     26,917     57,604        662     48,973     49,246
 
Changes from:       March 15, 2022                                   Total Change is:   -94,214
     5,684    -27,839    -33,714      2,268    -12,418     -7,322    -34,801      9,874    -17,087     -4,024     -2,700     -1,451     -3,767     -1,558
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       15.3        1.0       48.7       24.3       14.0        5.3       18.1        1.8        6.4       13.6        0.2       11.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       520 
        29         33         14        142         95        106         60         97         51         28         35          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    36,516
Positions
     7,875     34,528          0     18,628          0          0      5,982      1,130          0          0          0          0      4,031        858
 
Changes from:       March 15, 2022                                   Total Change is:   -16,910
   -12,936    -10,475     -3,441        788          0     -1,262       -198     -1,934          0          0          0          0        139        202
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       94.6        0.0       51.0        0.0        0.0       16.4        3.1        0.0        0.0        0.0        0.0       11.0        2.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         .         10          0         16          0          0          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 2,111,687
Positions
   233,069    322,953     21,775  1,028,804    513,826    295,692    111,850    382,143     37,737    134,586    288,022      3,310    244,864    246,229
 
Changes from:       March 15, 2022                                   Total Change is:  -471,072
    28,418   -139,193   -168,569     11,338    -62,092    -36,612   -174,005     49,368    -85,435    -20,121    -13,498     -7,253    -18,833     -7,788
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       15.3        1.0       48.7       24.3       14.0        5.3       18.1        1.8        6.4       13.6        0.2       11.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       520 
        29         33         14        142         95        106         60         97         51         28         35          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    29,227
Positions
    17,550     23,673          0      7,197        915        330      1,326      3,212          0          0          0          0      2,824      1,097
 
Changes from:       March 15, 2022                                   Total Change is:    -7,968
    -4,522     -5,109     -2,577       -145          0          0        161        352       -251          0          0          0       -634       -383
 
Percent of Open Interest Represented by Each Category of Trader
      60.0       81.0        0.0       24.6        3.1        1.1        4.5       11.0        0.0        0.0        0.0        0.0        9.7        3.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0          8          .          .          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    19,354
Positions
     2,405     18,532          0     11,923          0          0      1,981        429          0          0          0          0      3,045        393
 
Changes from:       March 15, 2022                                   Total Change is:    -5,224
    -3,659     -3,218     -1,744        305          0          0         15        394       -270          0          0          0        129       -386
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       95.8        0.0       61.6        0.0        0.0       10.2        2.2        0.0        0.0        0.0        0.0       15.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          8          0         10          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    15,926
Positions
     1,146     13,433          0      9,767          0      1,174      1,409        206          0          0          0          0      2,430      1,113
 
Changes from:       March 15, 2022                                   Total Change is:    -6,933
    -6,524     -6,632       -397        747          0        161          0        206          0          0          0          0       -920       -271
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       84.3        0.0       61.3        0.0        7.4        8.8        1.3        0.0        0.0        0.0        0.0       15.3        7.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          8          0          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    48,983
Positions
    19,182      4,212        191     19,465     34,054      2,399      1,199      3,051        191        286          0          0      6,070      4,885
 
Changes from:       March 15, 2022                                   Total Change is:    -6,782
    -2,597      1,362       -385        433     -4,052     -2,646       -518        146          3        286          0          0     -1,358     -1,210
 
Percent of Open Interest Represented by Each Category of Trader
      39.2        8.6        0.4       39.7       69.5        4.9        2.4        6.2        0.4        0.6        0.0        0.0       12.4       10.0
 
Number of Traders in Each Category                                    Total Traders:        68 
         5          5          .         26         21         11          4          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    42,562
Positions
    13,691      3,209        137     12,652      9,799      1,076      6,209     14,098        901      2,222      3,772         11      5,663      9,559
 
Changes from:       March 15, 2022                                   Total Change is:   -10,385
       759     -5,145     -3,368        960     -2,811        -58     -4,552      3,918     -2,206       -144        -36       -281     -1,493       -397
 
Percent of Open Interest Represented by Each Category of Trader
      32.2        7.5        0.3       29.7       23.0        2.5       14.6       33.1        2.1        5.2        8.9        0.0       13.3       22.5
 
Number of Traders in Each Category                                    Total Traders:       275 
        29         14          4         54         42         31         30         64         22         17         25          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   212,808
Positions
    68,455     16,043        687     63,260     48,994      5,379     31,043     70,492      4,504     11,111     18,859         55     28,314     47,795
 
Changes from:       March 15, 2022                                   Total Change is:   -51,925
     3,793    -25,725    -16,838      4,800    -14,057       -292    -22,762     19,590    -11,032       -720       -180     -1,407     -7,467     -1,984
 
Percent of Open Interest Represented by Each Category of Trader
      32.2        7.5        0.3       29.7       23.0        2.5       14.6       33.1        2.1        5.2        8.9        0.0       13.3       22.5
 
Number of Traders in Each Category                                    Total Traders:       275 
        29         14          4         54         42         31         30         64         22         17         25          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    67,039
Positions
       585      1,335          0      1,369        290          0     13,823     31,150      1,769      2,792        783          0     46,701     31,712
 
Changes from:       March 15, 2022                                   Total Change is:   -99,670
    -1,324    -16,086          0        -88       -258          0    -30,762    -81,131     -9,673     -3,427       -637       -100    -54,296      8,215
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        2.0        0.0        2.0        0.4        0.0       20.6       46.5        2.6        4.2        1.2        0.0       69.7       47.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          .          .          0          9          7          7          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   483,220
Positions
   165,027     12,729      2,702    184,343    217,488     49,759     41,961    132,573      4,740     12,060     39,255        123     22,505     23,851
 
Changes from:       March 15, 2022                                   Total Change is:   -99,399
    -7,423    -30,206    -27,569     -4,017    -27,627     -8,646    -32,897      9,912     -8,073     -3,595      2,865       -574     -6,605     -9,481
 
Percent of Open Interest Represented by Each Category of Trader
      34.2        2.6        0.6       38.1       45.0       10.3        8.7       27.4        1.0        2.5        8.1        0.0        4.7        4.9
 
Number of Traders in Each Category                                    Total Traders:       344 
        31         10          8         85         66         51         40         86         27         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    25,272
Positions
     6,149     24,281          0     14,846        445          0      2,607          0          0          0          0          0      1,670        546
 
Changes from:       March 15, 2022                                   Total Change is:    -9,941
    -1,080       -604     -7,349        344          0       -516       -415       -849       -699          0          0          0       -226         76
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       96.1        0.0       58.7        1.8        0.0       10.3        0.0        0.0        0.0        0.0        0.0        6.6        2.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          6          0         15          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    43,189
Positions
     2,813      3,568        474     16,368      4,277      1,337      5,134      8,663          3     11,751          0         10      5,299     24,857
 
Changes from:       March 15, 2022                                   Total Change is:       843
    -2,351      2,070        144        905     -1,440        133          6      2,350          2      2,302          0         10       -308     -2,426
 
Percent of Open Interest Represented by Each Category of Trader
       6.5        8.3        1.1       37.9        9.9        3.1       11.9       20.1        0.0       27.2        0.0        0.0       12.3       57.6
 
Number of Traders in Each Category                                    Total Traders:        56 
         6          6          .         11          5          7         11         13          .          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   387,191
Positions
    33,387    156,416      2,026    276,543    126,740     45,324      9,055     26,878      1,097     11,488     18,290          6      8,265     10,414
 
Changes from:       March 15, 2022                                   Total Change is:   -93,740
    -1,478     -8,656    -42,089        986     -7,813     -9,699       -855      1,353     -1,761      1,596      4,807     -8,760    -31,680    -21,122
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       40.4        0.5       71.4       32.7       11.7        2.3        6.9        0.3        3.0        4.7        0.0        2.1        2.7
 
Number of Traders in Each Category                                    Total Traders:       197 
        14         12          6         71         54         40         14         17          6          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,193,783
Positions
   105,825    527,652      4,956    786,057    337,776    130,506     71,473    105,250      6,556     64,116     61,058        686     23,608     19,343
 
Changes from:       March 15, 2022                                   Total Change is:  -300,164
   -16,247      5,610   -237,647     12,202    -69,160     -4,176    -13,686     17,563     -4,983    -16,554     16,210       -584    -18,489    -22,997
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       44.2        0.4       65.8       28.3       10.9        6.0        8.8        0.5        5.4        5.1        0.1        2.0        1.6
 
Number of Traders in Each Category                                    Total Traders:       414 
        23         21         10        150         85         86         40         50         24         25         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   206,975
Positions
     4,632    153,338     31,619     17,328          0        417    136,509        969     14,197      1,753      6,217        140        380         78
 
Changes from:       March 15, 2022                                   Total Change is:     3,582
    -4,097      1,446      1,727         18          0          0      4,504     -1,067      1,467        -66          0          0         29          9
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       74.1       15.3        8.4        0.0        0.2       66.0        0.5        6.9        0.8        3.0        0.1        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        85 
         7         24         13         11          0          .         28          4          8          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                     
CFTC Code #020601                                                    Open Interest is 1,128,229
Positions
    10,879    112,583      3,956    520,110    254,557    228,385    103,397    259,894     30,959     74,087     54,282        220    156,236    183,393
 
Changes from:       March 15, 2022                                   Total Change is:     9,928
     7,589       -472        358     -1,711      9,759       -910     -2,454    -24,869     12,623     -5,678        657        190        -79     12,592
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       10.0        0.4       46.1       22.6       20.2        9.2       23.0        2.7        6.6        4.8        0.0       13.8       16.3
 
Number of Traders in Each Category                                    Total Traders:       179 
         6         20          7         62         28         56         23         30         18          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                               
CFTC Code #020604                                                    Open Interest is 1,264,130
Positions
    36,414     54,398        362    706,691    245,282    208,121     70,015    629,123      4,894     78,956      6,166         28    158,649    115,756
 
Changes from:       March 15, 2022                                   Total Change is:     5,057
    -2,281     -4,641     -1,133      2,278     -9,678     10,257     -1,998     12,963     -1,464     -4,825        -79         28      4,195     -1,196
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        4.3        0.0       55.9       19.4       16.5        5.5       49.8        0.4        6.2        0.5        0.0       12.6        9.2
 
Number of Traders in Each Category                                    Total Traders:       140 
         5          8          .         70         25         61          5         19          7          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 2,297,315
Positions
   117,643    153,446     25,939    860,325    641,364    414,950    472,311    447,408    137,999    126,652    255,623      1,122    140,374    219,464
 
Changes from:       March 15, 2022                                   Total Change is:   141,867
   -22,365     11,496      4,953    -36,085    -12,336     -1,068     82,648     69,257     36,817     83,831     29,773     -8,969      2,105     11,944
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        6.7        1.1       37.4       27.9       18.1       20.6       19.5        6.0        5.5       11.1        0.0        6.1        9.6
 
Number of Traders in Each Category                                    Total Traders:       366 
        21         36         10         80         69         82         45         63         32         10         42          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                 
CFTC Code #043602                                                    Open Interest is 3,807,553
Positions
   170,001    182,739     34,642  1,493,914  1,487,452    792,534    784,601    317,621     76,663    134,705    394,904     18,103    302,390    502,895
 
Changes from:       March 15, 2022                                   Total Change is:   246,108
    53,878     36,340      8,169     -9,086     73,334     38,265    174,570     -1,200     16,220    -27,730     74,468        865     -9,043       -353
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        4.8        0.9       39.2       39.1       20.8       20.6        8.3        2.0        3.5       10.4        0.5        7.9       13.2
 
Number of Traders in Each Category                                    Total Traders:       404 
        28         32         11         87         99        105         53         67         35         18         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 1,299,876
Positions
    86,275     18,961      3,019    494,026    540,282    196,778    236,432    191,112     31,766    130,964     73,965         70    120,546    243,923
 
Changes from:       March 15, 2022                                   Total Change is:    -2,527
     7,741     -8,403       -247     29,035     -9,708     -5,988    -39,275     13,046      2,092         12      7,573        -21      4,124       -871
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        1.5        0.2       38.0       41.6       15.1       18.2       14.7        2.4       10.1        5.7        0.0        9.3       18.8
 
Number of Traders in Each Category                                    Total Traders:       157 
         6          5          6         29         60         56         15         21         13          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 3,774,450
Positions
   137,304    257,395     40,748  1,762,335    919,301    793,812    329,352    877,440    136,694    305,088    231,898        420    268,697    516,742
 
Changes from:       March 15, 2022                                   Total Change is:   -21,867
    15,021     50,585      6,675   -110,946     69,496    -15,171     60,965   -161,419     16,890    -12,223    -11,094        175     16,747     21,996
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        6.8        1.1       46.7       24.4       21.0        8.7       23.2        3.6        8.1        6.1        0.0        7.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       351 
        19         34          9         69         91         93         31         73         27         14         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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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FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 2,132,176
Positions
   268,741    450,449    838,310          0     88,464     13,289    471,800    197,399    466,214     27,769     15,698      7,055     38,998     55,298
 
Changes from:       March 15, 2022                                   Total Change is:    74,854
   -63,579     28,693     58,554          0     31,025        382    117,749     -9,616    -46,893       -999      2,343      1,104      8,536      9,262
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       21.1       39.3        0.0        4.1        0.6       22.1        9.3       21.9        1.3        0.7        0.3        1.8        2.6
 
Number of Traders in Each Category                                    Total Traders:       131 
        26         37         56          0          5          .         22         29         40          .          7          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                                   
CFTC Code #132741                                                    Open Interest is10,832,338
Positions
 4,338,675    863,075  1,563,212    743,174    846,073    395,804    531,146  3,322,109  2,582,545     32,825    196,890    255,855    389,102    806,775
 
Changes from:       March 15, 2022                                   Total Change is:   208,045
   211,256     20,159    -11,990   -133,639    -25,594     14,919     67,151    218,922     72,328     -7,116    -69,188     -7,063      2,199     -4,448
 
Percent of Open Interest Represented by Each Category of Trader
      40.1        8.0       14.4        6.9        7.8        3.7        4.9       30.7       23.8        0.3        1.8        2.4        3.6        7.4
 
Number of Traders in Each Category                                    Total Traders:       225 
        29         38         60         11         18         21         19         85         80          5         13          6
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is 3,777,260
Positions
 1,127,411  1,044,516    933,356     32,277    227,388    120,486    542,958    450,823    937,513     52,230     28,075     23,960      7,069     11,143
 
Changes from:       March 15, 2022                                   Total Change is:  -170,808
    78,982      4,358   -164,299     -8,249     15,102     12,723    -28,653     16,096    -65,531       -923        984      2,492      2,650      7,267
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       27.7       24.7        0.9        6.0        3.2       14.4       11.9       24.8        1.4        0.7        0.6        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:       297 
        48         59         86          8         21         15         51         46         67         24         30         21
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   379,858
Positions
   112,680    119,051    116,453      2,383        190     13,829     69,808     61,303     59,549      4,275      8,552        626        255        305
 
Changes from:       March 15, 2022                                   Total Change is:    16,366
    31,313      8,019      5,516    -20,229       -164      2,712    -11,429     -7,708      9,188          0       -422       -704         -1        -71
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       31.3       30.7        0.6        0.0        3.6       18.4       16.1       15.7        1.1        2.3        0.2        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:       128 
        23         40         37          .          .          .         24         28         32          .          6          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    11,274
Positions
       300        356          9      6,289        816          6      1,159      6,807        848      1,003      1,253        397      1,263        782
 
Changes from:       March 15, 2022                                   Total Change is:     1,076
        19         28        -45        332        -86          6        177        295         78        -45        464        320        234         16
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        3.2        0.1       55.8        7.2        0.1       10.3       60.4        7.5        8.9       11.1        3.5       11.2        6.9
 
Number of Traders in Each Category                                    Total Traders:        80 
         .          4          .          7          4          .         17         34         15          5          5          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    25,583
Positions
     2,450        895         10        191        263          4     10,009      8,642      3,687      2,826      8,684      2,324      4,082      1,074
 
Changes from:       March 15, 2022                                   Total Change is:    10,005
     1,077        -64         10        -36          2          4      3,954        278      2,357        379      5,601      1,956        304       -139
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        3.5        0.0        0.7        1.0        0.0       39.1       33.8       14.4       11.0       33.9        9.1       16.0        4.2
 
Number of Traders in Each Category                                    Total Traders:       109 
         5          .          .          .          .          .         16         11          6         59         12          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     3,358
Positions
       109        130          0          0        106          3        943      2,233        144      1,060        364         66      1,033        312
 
Changes from:       March 15, 2022                                   Total Change is:       479
         0         23          0          0        -63          0        111        261        112         86        335         52        118       -241
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        3.9        0.0        0.0        3.2        0.1       28.1       66.5        4.3       31.6       10.8        2.0       30.8        9.3
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          0          0          .          .         13         13          4          7          .          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    29,130
Positions
         0      2,298          0         88          0          0     14,470     21,925         20     12,023      4,713          0      2,529        174
 
Changes from:       March 15, 2022                                   Total Change is:     3,963
         0     -4,485          0          0          0          0      2,389      9,373       -186        832       -360         -1        929       -378
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        7.9        0.0        0.3        0.0        0.0       49.7       75.3        0.1       41.3       16.2        0.0        8.7        0.6
 
Number of Traders in Each Category                                    Total Traders:       106 
         0          .          0          .          0          0          7          8          .         76         13          0
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    51,952
Positions
     6,876     27,104          0     24,506        705        512      9,905     19,397        684      3,872      1,839        163      5,434      1,548
 
Changes from:       March 15, 2022                                   Total Change is:     4,378
     3,798         50          0      1,145        -24         -8     -1,037      3,830        118        154        501         16        192       -105
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       52.2        0.0       47.2        1.4        1.0       19.1       37.3        1.3        7.5        3.5        0.3       10.5        3.0
 
Number of Traders in Each Category                                    Total Traders:       108 
         .          .          0         18          .          4         23         19          8         29         13          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   259,761
Positions
    27,114     13,776     12,285     77,818     45,397     33,807     39,732     80,881     37,531      7,937      4,500      3,699     19,838     27,885
 
Changes from:       March 15, 2022                                   Total Change is:   -19,232
      -856     -2,996     -5,640     -5,823      6,726      2,809      5,971      4,122     -7,450     -1,629     -7,328     -1,883     -4,731     -7,592
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        5.3        4.7       30.0       17.5       13.0       15.3       31.1       14.4        3.1        1.7        1.4        7.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       153 
        10         15         17         17         25         23         28         40         40          8          6          7
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Traders in Financial Futures - Futures Only Positions as of March 22, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    38,183
Positions
     1,599     17,429         50     22,619      1,577      1,040      4,315     15,096          0      7,764      2,926          0        796         65
 
Changes from:       March 15, 2022                                   Total Change is:   -19,716
         0      2,457    -12,112     -1,776          0         80         21     -8,005     -2,090       -837      2,892     -2,939        -63          1
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       45.6        0.1       59.2        4.1        2.7       11.3       39.5        0.0       20.3        7.7        0.0        2.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          .          .         18          .          .          7          8          0          9          .          0
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Updated March 25, 2022