Traders in Financial Futures - Futures Only Positions as of March 29, 2022                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   147,421
Positions
     3,652     65,197        355     53,515     10,483      5,359     23,095     38,601      6,117     16,966          0      1,591     36,771     19,718
 
Changes from:       March 22, 2022                                   Total Change is:    23,331
     1,428     30,554          0     15,338     -6,532       -154      2,233        400        490        875          0       -244      3,365     -1,183
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       44.2        0.2       36.3        7.1        3.6       15.7       26.2        4.1       11.5        0.0        1.1       24.9       13.4
 
Number of Traders in Each Category                                    Total Traders:       101 
         5          7          .         22          8          6         20         24         15         13          0          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 2022                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    44,327
Positions
    27,496         11         29      2,312     15,136      1,028      4,933      7,945          7          0          0          0      8,522     20,171
 
Changes from:       March 22, 2022                                   Total Change is:      -584
     1,003       -435          0       -189       -160       -274     -1,506        329          3          0          0          0        379        -47
 
Percent of Open Interest Represented by Each Category of Trader
      62.0        0.0        0.1        5.2       34.1        2.3       11.1       17.9        0.0        0.0        0.0        0.0       19.2       45.5
 
Number of Traders in Each Category                                    Total Traders:        45 
         5          .          .          .         16          4          8         13          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of March 29, 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   224,365
Positions
    92,713     36,648      4,874     31,905     96,850      3,622     60,877     34,125      6,636        680      6,613        871     22,187     34,126
 
Changes from:       March 22, 2022                                   Total Change is:    28,653
     4,419     20,073        776       -481      5,302       -316     20,511       -378      1,951     -1,078       -419          0      2,871      1,664
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       16.3        2.2       14.2       43.2        1.6       27.1       15.2        3.0        0.3        2.9        0.4        9.9       15.2
 
Number of Traders in Each Category                                    Total Traders:       119 
        10          .          4         11         33         14         26         30         14          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2022                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   239,698
Positions
   153,069      2,794        862     38,438    103,224      4,627     17,132     80,572      2,624      2,554      1,884          0     20,392     43,111
 
Changes from:       March 22, 2022                                   Total Change is:    -8,523
     9,914        857         55     -1,253     -6,271        397    -20,528     -1,821     -2,132      2,381      1,338          0      2,643       -946
 
Percent of Open Interest Represented by Each Category of Trader
      63.9        1.2        0.4       16.0       43.1        1.9        7.1       33.6        1.1        1.1        0.8        0.0        8.5       18.0
 
Number of Traders in Each Category                                    Total Traders:       119 
         9          .          .         14         30         13         18         39         11          .          4          0
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Traders in Financial Futures - Futures Only Positions as of March 29, 2022                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   662,415
Positions
    35,965    309,821      1,158    383,102    148,267     32,762     68,790     78,753     20,315     33,206     10,196      6,796     80,321     54,347
 
Changes from:       March 22, 2022                                   Total Change is:     3,598
    -1,828     12,222     -1,125      2,019     -4,352        537      1,401     -4,033         48     -1,942       -748        137      4,351        912
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       46.8        0.2       57.8       22.4        4.9       10.4       11.9        3.1        5.0        1.5        1.0       12.1        8.2
 
Number of Traders in Each Category                                    Total Traders:       324 
        21         13          5        107         36         42         48         49         31         36         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    31,483
Positions
         0      8,128          0     14,745      8,958      3,397        885      4,627        765          0          0          0     11,691      5,608
 
Changes from:       March 22, 2022                                   Total Change is:       291
         0          0          0       -209      1,346        121        -80     -1,407        392          0          0          0         67       -161
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       25.8        0.0       46.8       28.5       10.8        2.8       14.7        2.4        0.0        0.0        0.0       37.1       17.8
 
Number of Traders in Each Category                                    Total Traders:        35 
         0          .          0         17          8          9          .          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   143,007
Positions
    36,147     17,392         10     53,758     56,332      1,393     22,166     48,044      1,063      1,664        679          0     26,806     18,094
 
Changes from:       March 22, 2022                                   Total Change is:    15,240
     2,995     14,387         -1     10,522     -2,172       -998      3,558     11,279     -2,701        567         59          0      1,298     -4,613
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       12.2        0.0       37.6       39.4        1.0       15.5       33.6        0.7        1.2        0.5        0.0       18.7       12.7
 
Number of Traders in Each Category                                    Total Traders:        96 
         9          5          .         20         11          7         22         23         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   157,779
Positions
       464     54,731        505     72,690      3,928      1,386     70,722     62,973        900      3,535     30,740          0      7,577      2,616
 
Changes from:       March 22, 2022                                   Total Change is:    23,013
       311     10,166          0      4,326     -4,770         -6     16,752     16,753        132        884        953       -112        726       -103
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       34.7        0.3       46.1        2.5        0.9       44.8       39.9        0.6        2.2       19.5        0.0        4.8        1.7
 
Number of Traders in Each Category                                    Total Traders:       162 
         .          8          .         24          9          .         61         27          6         11         19          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    78,894
Positions
       182     48,741     10,512     49,120      1,666          0     11,563     12,694        639      1,817      2,588        256      4,805      1,798
 
Changes from:       March 22, 2022                                   Total Change is:     8,062
       -72        120     10,419     -2,258     -4,249          0     -1,002       -418        522        243      1,566        256        -46       -154
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       61.8       13.3       62.3        2.1        0.0       14.7       16.1        0.8        2.3        3.3        0.3        6.1        2.3
 
Number of Traders in Each Category                                    Total Traders:        77 
         .          4          .         15          .          0         21         10          5         11         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    34,881
Positions
    10,581      1,802          0      5,693     12,138        193     13,490     16,003        641        617      1,308          0      3,666      2,796
 
Changes from:       March 22, 2022                                   Total Change is:      -375
       522       -376          0      1,653     -1,980         34     -3,239      2,939        265        110       -216        -47        327       -994
 
Percent of Open Interest Represented by Each Category of Trader
      30.3        5.2        0.0       16.3       34.8        0.6       38.7       45.9        1.8        1.8        3.7        0.0       10.5        8.0
 
Number of Traders in Each Category                                    Total Traders:        77 
         8          .          0          8         15          4         23         15          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    23,498
Positions
         0     11,701          0     18,684      2,205          0      2,751      7,462        598        185        230          0      1,280      1,302
 
Changes from:       March 22, 2022                                   Total Change is:     1,885
         0        -95          0      1,873        163          0        219      2,170        -55        -90       -235          0        -62        -63
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       49.8        0.0       79.5        9.4        0.0       11.7       31.8        2.5        0.8        1.0        0.0        5.4        5.5
 
Number of Traders in Each Category                                    Total Traders:        36 
         0          .          0          6          5          0         11          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    32,654
Positions
    16,386      9,117        296      5,490      3,053        247      3,983      4,593        238        198      8,803          0      5,818      6,309
 
Changes from:       March 22, 2022                                   Total Change is:     1,142
     1,629        384        -16        347       -240         72        -96      1,291       -350       -318        -32          0       -126         32
 
Percent of Open Interest Represented by Each Category of Trader
      50.2       27.9        0.9       16.8        9.3        0.8       12.2       14.1        0.7        0.6       27.0        0.0       17.8       19.3
 
Number of Traders in Each Category                                    Total Traders:        90 
        15         13          .         19         11          6         10         17          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    65,308
Positions
    32,771     18,233        592     10,980      6,105        493      7,965      9,186        475        396     17,606          0     11,636     12,618
 
Changes from:       March 22, 2022                                   Total Change is:     2,284
     3,258        768        -31        693       -479        143       -192      2,581       -699       -636        -63          0       -252         64
 
Percent of Open Interest Represented by Each Category of Trader
      50.2       27.9        0.9       16.8        9.3        0.8       12.2       14.1        0.7        0.6       27.0        0.0       17.8       19.3
 
Number of Traders in Each Category                                    Total Traders:        90 
        15         13          .         19         11          6         10         17          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    41,577
Positions
    11,697     26,146          0     17,812      4,256      6,837      2,710      3,494          0          0          0          0      2,521        844
 
Changes from:       March 22, 2022                                   Total Change is:     6,048
      -103      6,105          0        387     -4,826      4,945        946       -199          0          0          0          0       -127         23
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       62.9        0.0       42.8       10.2       16.4        6.5        8.4        0.0        0.0        0.0        0.0        6.1        2.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          5          0         17          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   424,010
Positions
    46,022     63,934      5,891    203,992     91,998     60,508     25,605     82,087      6,783     26,862     62,970        506     47,840     49,333
 
Changes from:       March 22, 2022                                   Total Change is:     1,672
      -592       -657      1,536     -1,769    -10,767      1,370      3,235      5,658       -765        -55      5,366       -156     -1,133         87
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       15.1        1.4       48.1       21.7       14.3        6.0       19.4        1.6        6.3       14.9        0.1       11.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       528 
        31         33         15        149         95        110         62         92         46         32         34          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    37,253
Positions
     9,387     34,528          0     17,765        978          0      6,093        976         19          0          0          0      3,989        752
 
Changes from:       March 22, 2022                                   Total Change is:       737
     1,512          0          0       -863        978          0        111       -154         19          0          0          0        -42       -106
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       92.7        0.0       47.7        2.6        0.0       16.4        2.6        0.1        0.0        0.0        0.0       10.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        38 
         .         10          0         15          .          0          8          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,120,049
Positions
   230,111    319,669     29,457  1,019,960    459,989    302,542    128,026    410,434     33,913    134,312    314,850      2,530    239,198    246,665
 
Changes from:       March 22, 2022                                   Total Change is:     8,362
    -2,958     -3,284      7,682     -8,844    -53,837      6,850     16,176     28,291     -3,824       -274     26,828       -780     -5,666        436
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       15.1        1.4       48.1       21.7       14.3        6.0       19.4        1.6        6.3       14.9        0.1       11.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       528 
        31         33         15        149         95        110         62         92         46         32         34          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    29,122
Positions
    17,862     22,541          0      6,616      2,186        330      1,261      2,877          0          0          0          0      3,053      1,188
 
Changes from:       March 22, 2022                                   Total Change is:      -105
       312     -1,132          0       -581      1,271          0        -65       -335          0          0          0          0        229         91
 
Percent of Open Interest Represented by Each Category of Trader
      61.3       77.4        0.0       22.7        7.5        1.1        4.3        9.9        0.0        0.0        0.0        0.0       10.5        4.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         4          6          0          7          .          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    19,367
Positions
     2,545     18,732          0     11,857          0          0      1,958          0          0          0          0          0      3,007        635
 
Changes from:       March 22, 2022                                   Total Change is:        13
       140        200          0        -66          0          0        -23       -429          0          0          0          0        -38        242
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       96.7        0.0       61.2        0.0        0.0       10.1        0.0        0.0        0.0        0.0        0.0       15.5        3.3
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          0         10          0          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2022                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is    98,390
Positions
         0     11,556          0     17,849      1,894        112     18,592     30,648     10,738          0          0          0     51,099     43,442
 
Changes from:       March 22, 2022                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.7        0.0       18.1        1.9        0.1       18.9       31.1       10.9        0.0        0.0        0.0       51.9       44.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          0          6          .          .          .          9          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   197,014
Positions
    51,843     61,547     98,458          0          0          0     14,149      4,342     31,037          0          0          0      1,527      1,630
 
Changes from:       March 22, 2022                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       31.2       50.0        0.0        0.0        0.0        7.2        2.2       15.8        0.0        0.0        0.0        0.8        0.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         7          6          9          0          0          0          .          .          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    46,840
Positions
    16,260      4,118        195     18,870     32,273      2,354      1,395      3,027        194          0          0          0      7,572      4,679
 
Changes from:       March 22, 2022                                   Total Change is:    -2,143
    -2,922        -94          4       -595     -1,781        -45        196        -24          3       -286          0          0      1,502       -206
 
Percent of Open Interest Represented by Each Category of Trader
      34.7        8.8        0.4       40.3       68.9        5.0        3.0        6.5        0.4        0.0        0.0        0.0       16.2       10.0
 
Number of Traders in Each Category                                    Total Traders:        65 
         5          5          .         23         22         10          4          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2022                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    44,664
Positions
    14,703      2,967        130     14,160      9,043      1,022      6,287     17,232        487      1,974      3,320        153      5,748     10,310
 
Changes from:       March 22, 2022                                   Total Change is:     2,102
     1,012       -242         -8      1,508       -756        -54         78      3,134       -414       -248       -452        142         86        751
 
Percent of Open Interest Represented by Each Category of Trader
      32.9        6.6        0.3       31.7       20.2        2.3       14.1       38.6        1.1        4.4        7.4        0.3       12.9       23.1
 
Number of Traders in Each Category                                    Total Traders:       277 
        27         16          .         54         47         28         28         63         21         16         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   223,320
Positions
    73,515     14,835        649     70,800     45,216      5,110     31,433     86,160      2,435      9,870     16,598        766     28,742     51,551
 
Changes from:       March 22, 2022                                   Total Change is:    10,512
     5,060     -1,208        -38      7,540     -3,778       -269        390     15,668     -2,069     -1,241     -2,261        711        428      3,756
 
Percent of Open Interest Represented by Each Category of Trader
      32.9        6.6        0.3       31.7       20.2        2.3       14.1       38.6        1.1        4.4        7.4        0.3       12.9       23.1
 
Number of Traders in Each Category                                    Total Traders:       277 
        27         16          .         54         47         28         28         63         21         16         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    80,284
Positions
       747      2,073          0      1,316        466          0     18,597     39,221      1,857      2,871        641          0     54,896     36,026
 
Changes from:       March 22, 2022                                   Total Change is:    13,245
       162        738          0        -53        176          0      4,774      8,071         88         79       -142          0      8,195      4,314
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        2.6        0.0        1.6        0.6        0.0       23.2       48.9        2.3        3.6        0.8        0.0       68.4       44.9
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          .          .          0          9          7          6          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   471,412
Positions
   164,926      9,522      2,094    183,382    203,839     50,727     33,519    132,903      5,402      8,616     42,403        672     22,074     23,850
 
Changes from:       March 22, 2022                                   Total Change is:   -11,808
      -101     -3,207       -608       -961    -13,649        968     -8,442        330        662     -3,444      3,148        549       -431         -1
 
Percent of Open Interest Represented by Each Category of Trader
      35.0        2.0        0.4       38.9       43.2       10.8        7.1       28.2        1.1        1.8        9.0        0.1        4.7        5.1
 
Number of Traders in Each Category                                    Total Traders:       351 
        33         10          6         86         68         51         39         87         31         10         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    25,091
Positions
     6,149     24,181          0     14,446        415          0      2,602          0          0          0          0          0      1,894        495
 
Changes from:       March 22, 2022                                   Total Change is:      -181
         0       -100          0       -400        -30          0         -5          0          0          0          0          0        224        -51
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       96.4        0.0       57.6        1.7        0.0       10.4        0.0        0.0        0.0        0.0        0.0        7.5        2.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          6          0         14          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    43,356
Positions
     2,186      4,928        561     16,645      3,283      2,001      7,234      7,682          1      8,853          0          2      5,873     24,898
 
Changes from:       March 22, 2022                                   Total Change is:       167
      -627      1,360         87        277       -994        664      2,100       -981         -2     -2,898          0         -8        574         41
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       11.4        1.3       38.4        7.6        4.6       16.7       17.7        0.0       20.4        0.0        0.0       13.5       57.4
 
Number of Traders in Each Category                                    Total Traders:        55 
         4          8          .         14          4          6          8         12          .          5          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   397,758
Positions
    23,381    168,731     10,790    286,212    113,810     46,724      9,884     28,412      1,104     11,484     22,747         18      8,161      5,422
 
Changes from:       March 22, 2022                                   Total Change is:    10,567
   -10,006     12,315      8,764      9,669    -12,930      1,400        829      1,534          7         -4      4,457         12       -104     -4,992
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       42.4        2.7       72.0       28.6       11.7        2.5        7.1        0.3        2.9        5.7        0.0        2.1        1.4
 
Number of Traders in Each Category                                    Total Traders:       199 
        14         14          7         75         50         39         14         17          6          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 1,192,614
Positions
   100,259    544,456      9,544    791,138    333,150    120,916     77,524    108,513      7,117     57,593     47,752        973     27,550     20,193
 
Changes from:       March 22, 2022                                   Total Change is:    -1,169
    -5,566     16,804      4,588      5,081     -4,626     -9,590      6,051      3,263        561     -6,523    -13,306        287      3,942        850
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       45.7        0.8       66.3       27.9       10.1        6.5        9.1        0.6        4.8        4.0        0.1        2.3        1.7
 
Number of Traders in Each Category                                    Total Traders:       414 
        25         20         10        147         86         89         45         48         25         22         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   207,728
Positions
     4,013    147,417     33,875     17,358          0        417    131,923      1,150     17,498      1,799      6,217        140        705      1,014
 
Changes from:       March 22, 2022                                   Total Change is:       753
      -619     -5,921      2,256         30          0          0     -4,586        181      3,301         46          0          0        325        936
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       71.0       16.3        8.4        0.0        0.2       63.5        0.6        8.4        0.9        3.0        0.1        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        85 
         6         25         15         11          0          .         28          4          8          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 1,109,506
Positions
     4,284    106,848      3,754    536,362    250,476    218,334     84,785    272,698     28,378     71,911     54,442        200    161,498    174,376
 
Changes from:       March 22, 2022                                   Total Change is:   -18,723
    -6,595     -5,735       -202     16,252     -4,081    -10,051    -18,612     12,804     -2,581     -2,176        160        -20      5,262     -9,017
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        9.6        0.3       48.3       22.6       19.7        7.6       24.6        2.6        6.5        4.9        0.0       14.6       15.7
 
Number of Traders in Each Category                                    Total Traders:       176 
         4         17          7         60         29         58         18         38         19          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 1,289,170
Positions
    37,799     55,004      3,487    727,291    231,716    220,354     65,318    650,047      4,061     77,937      6,166         28    152,895    118,307
 
Changes from:       March 22, 2022                                   Total Change is:    25,040
     1,385        606      3,125     20,600    -13,566     12,233     -4,697     20,924       -833     -1,019          0          0     -5,754      2,551
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        4.3        0.3       56.4       18.0       17.1        5.1       50.4        0.3        6.0        0.5        0.0       11.9        9.2
 
Number of Traders in Each Category                                    Total Traders:       144 
         6          8          .         71         24         61          5         22          5          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,251,100
Positions
   106,708    161,164     21,492    786,516    594,126    414,025    512,524    425,798    133,238    135,467    257,447        710    140,420    243,100
 
Changes from:       March 22, 2022                                   Total Change is:   -46,215
   -10,935      7,718     -4,447    -73,809    -47,238       -925     40,213    -21,610     -4,761      8,815      1,824       -412         46     23,636
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        7.2        1.0       34.9       26.4       18.4       22.8       18.9        5.9        6.0       11.4        0.0        6.2       10.8
 
Number of Traders in Each Category                                    Total Traders:       364 
        20         39          7         78         67         82         40         65         31         14         41          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 3,669,449
Positions
   116,010    126,081     39,919  1,550,937  1,411,338    760,051    610,401    393,809     94,981    158,586    323,714      9,869    328,695    509,687
 
Changes from:       March 22, 2022                                   Total Change is:  -138,104
   -53,991    -56,658      5,277     57,023    -76,114    -32,483   -174,200     76,188     18,318     23,881    -71,190     -8,234     26,305      6,792
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        3.4        1.1       42.3       38.5       20.7       16.6       10.7        2.6        4.3        8.8        0.3        9.0       13.9
 
Number of Traders in Each Category                                    Total Traders:       405 
        26         26          9         92         89         98         49         79         42         20         24          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 1,328,289
Positions
    92,149     24,292      4,208    503,017    554,003    201,652    243,300    203,505     26,850    136,875     61,298      1,040    119,198    251,441
 
Changes from:       March 22, 2022                                   Total Change is:    28,413
     5,874      5,331      1,189      8,991     13,721      4,874      6,868     12,393     -4,916      5,911    -12,667        970     -1,348      7,518
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        1.8        0.3       37.9       41.7       15.2       18.3       15.3        2.0       10.3        4.6        0.1        9.0       18.9
 
Number of Traders in Each Category                                    Total Traders:       159 
         7          7          6         28         60         56         17         19         14          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 3,756,307
Positions
    65,768    233,803     39,780  1,805,639    942,905    784,090    304,580    869,043    151,317    334,646    227,408        420    270,067    507,541
 
Changes from:       March 22, 2022                                   Total Change is:   -18,143
   -71,536    -23,592       -968     43,304     23,604     -9,722    -24,772     -8,397     14,623     29,558     -4,490          0      1,370     -9,201
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        6.2        1.1       48.1       25.1       20.9        8.1       23.1        4.0        8.9        6.1        0.0        7.2       13.5
 
Number of Traders in Each Category                                    Total Traders:       343 
        15         34          7         69         87         93         29         72         25         17         20          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,130,653
Positions
   255,597    439,766    835,342          0     93,125      9,774    498,444    223,185    459,997     38,413     15,497      5,269     27,817     48,698
 
Changes from:       March 22, 2022                                   Total Change is:    -1,523
   -13,144    -10,683     -2,968          0      4,661     -3,515     26,644     25,786     -6,217     10,644       -201     -1,786    -11,181     -6,600
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       20.6       39.2        0.0        4.4        0.5       23.4       10.5       21.6        1.8        0.7        0.2        1.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       136 
        26         37         57          0          5          .         22         33         39          5          6          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 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 is10,936,414
Positions
 4,030,210    820,099  1,804,842    771,261    749,591    421,538    537,284  3,171,045  2,652,948     28,176    197,913    258,687    431,468    859,751
 
Changes from:       March 22, 2022                                   Total Change is:   104,076
  -308,465    -42,976    241,630     28,087    -96,482     25,734      6,138   -151,064     70,403     -4,649      1,023      2,832     42,366     52,976
 
Percent of Open Interest Represented by Each Category of Trader
      36.9        7.5       16.5        7.1        6.9        3.9        4.9       29.0       24.3        0.3        1.8        2.4        3.9        7.9
 
Number of Traders in Each Category                                    Total Traders:       218 
        30         36         59          9         19         23         20         76         78          4         14          6
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Traders in Financial Futures - Futures Only Positions as of March 29, 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 3,991,376
Positions
 1,148,467  1,033,843  1,098,296     52,164    199,479    136,983    521,660    515,521    948,788     52,662     28,595     23,317      9,039      6,554
 
Changes from:       March 22, 2022                                   Total Change is:   214,116
    21,056    -10,673    164,940     19,887    -27,909     16,497    -21,298     64,698     11,275        432        520       -643      1,970     -4,589
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       25.9       27.5        1.3        5.0        3.4       13.1       12.9       23.8        1.3        0.7        0.6        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:       302 
        51         59         83         10         20         14         51         50         70         20         31         21
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Traders in Financial Futures - Futures Only Positions as of March 29, 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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SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   419,234
Positions
   110,955    150,534    126,679      2,721        771     10,089     98,795     55,961     64,275      4,275      8,251        847        598      1,827
 
Changes from:       March 22, 2022                                   Total Change is:    39,376
    -1,725     31,483     10,226        338        581     -3,740     28,987     -5,342      4,726          0       -301        221        343      1,522
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       35.9       30.2        0.6        0.2        2.4       23.6       13.3       15.3        1.0        2.0        0.2        0.1        0.4
 
Number of Traders in Each Category                                    Total Traders:       126 
        23         39         31          .          .          .         29         21         33          .          7          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 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    12,024
Positions
       354      1,193        100      6,812        614         15      1,788      7,133        294      1,140      1,836        219      1,302        620
 
Changes from:       March 22, 2022                                   Total Change is:       750
        54        837         91        523       -202          9        629        326       -554        137        583       -178         39       -162
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        9.9        0.8       56.7        5.1        0.1       14.9       59.3        2.4        9.5       15.3        1.8       10.8        5.2
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          5          .          8          .          .         24         30          8          6          5          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 2022                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    15,095
Positions
       734      1,035          0        191        291          0      1,903     12,192         73      8,200        628         30      3,964        846
 
Changes from:       March 22, 2022                                   Total Change is:   -10,488
    -1,716        140        -10          0         28         -4     -8,106      3,550     -3,614      5,374     -8,056     -2,294       -118       -228
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        6.9        0.0        1.3        1.9        0.0       12.6       80.8        0.5       54.3        4.2        0.2       26.3        5.6
 
Number of Traders in Each Category                                    Total Traders:       110 
         .          .          0          .          .          0         14         11          4         65         12          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 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     3,411
Positions
       115        167         87         46          0         21        900      2,583         15      1,050        236         19      1,158        283
 
Changes from:       March 22, 2022                                   Total Change is:        53
         6         37         87         46       -106         18        -43        350       -129        -10       -128        -47        125        -29
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        4.9        2.6        1.3        0.0        0.6       26.4       75.7        0.4       30.8        6.9        0.6       33.9        8.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          .          .          .          0          .         16         13          .          8          .          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 2022                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    22,168
Positions
     7,482          0          0         88          0          0      3,117     18,958         21      9,938      3,033          0      1,522        156
 
Changes from:       March 22, 2022                                   Total Change is:    -6,962
     7,482     -2,298          0          0          0          0    -11,353     -2,967          1     -2,085     -1,680          0     -1,007        -18
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        0.0        0.0        0.4        0.0        0.0       14.1       85.5        0.1       44.8       13.7        0.0        6.9        0.7
 
Number of Traders in Each Category                                    Total Traders:       114 
         .          0          0          .          0          0          5          7          .         90         10          0
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Traders in Financial Futures - Futures Only Positions as of March 29, 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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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    53,967
Positions
     5,737     27,104          0     25,303        732        520     11,108     20,852      1,299      4,244      1,869         72      5,684      1,519
 
Changes from:       March 22, 2022                                   Total Change is:     2,015
    -1,139          0          0        797         27          8      1,203      1,455        615        372         30        -91        250        -29
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       50.2        0.0       46.9        1.4        1.0       20.6       38.6        2.4        7.9        3.5        0.1       10.5        2.8
 
Number of Traders in Each Category                                    Total Traders:       117 
         .          .          0         18          .          4         27         23          8         29         12          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 2022                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   287,434
Positions
    32,399     12,165     11,751     89,888     57,968     33,970     43,267     80,885     42,297      7,024      2,672      3,761     23,077     41,965
 
Changes from:       March 22, 2022                                   Total Change is:    27,673
     5,285     -1,611       -534     12,070     12,571        163      3,535          4      4,766       -913     -1,828         62      3,239     14,080
 
Percent of Open Interest Represented by Each Category of Trader
      11.3        4.2        4.1       31.3       20.2       11.8       15.1       28.1       14.7        2.4        0.9        1.3        8.0       14.6
 
Number of Traders in Each Category                                    Total Traders:       153 
        13         13         20         17         28         21         30         36         38          7          7          9
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Traders in Financial Futures - Futures Only Positions as of March 29, 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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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    35,329
Positions
     1,617     17,429         50     23,851      2,297        840      2,231     11,698          0      5,718      2,926          0      1,022         89
 
Changes from:       March 22, 2022                                   Total Change is:    -2,854
        18          0          0      1,232        720       -200     -2,084     -3,398          0     -2,046          0          0        226         24
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       49.3        0.1       67.5        6.5        2.4        6.3       33.1        0.0       16.2        8.3        0.0        2.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          .          .         16          .          .          6          7          0          9          .          0
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Updated April 01, 2022