Traders in Financial Futures - Futures Only Positions as of November 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   136,654
Positions
    21,101     15,314      1,408     37,229     40,886      5,903     21,031     30,735      2,372     14,188      8,779         47     33,375     31,210
 
Changes from:       November 22, 2022                                Total Change is:     1,753
    -1,188        402         55     -5,934       -457        273      6,525      2,472       -409       -531       -388          0      2,962       -195
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       11.2        1.0       27.2       29.9        4.3       15.4       22.5        1.7       10.4        6.4        0.0       24.4       22.8
 
Number of Traders in Each Category                                    Total Traders:       109 
        10          5          .         13         19          7         18         28         13         11          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    41,360
Positions
    25,189      1,402        698      2,212      9,225        704      1,526     12,577        335          0          0          0     10,696     16,419
 
Changes from:       November 22, 2022                                Total Change is:       -80
      -179        149         -1         37     -1,020        538       -444       -711         -4          0          0          0        -27        969
 
Percent of Open Interest Represented by Each Category of Trader
      60.9        3.4        1.7        5.3       22.3        1.7        3.7       30.4        0.8        0.0        0.0        0.0       25.9       39.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         6          .          .          .          7          .          4         12          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   225,480
Positions
    89,822     47,445      5,273     42,153     73,565      5,572     54,861     50,822      4,469      1,960      4,316          7     21,363     34,011
 
Changes from:       November 22, 2022                                Total Change is:     3,163
     1,087      3,049      3,555        593     -2,365        988     -4,341     -1,509        280     -1,061          0        -44      2,106       -791
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       21.0        2.3       18.7       32.6        2.5       24.3       22.5        2.0        0.9        1.9        0.0        9.5       15.1
 
Number of Traders in Each Category                                    Total Traders:       131 
         8          7          4         16         35         13         22         35         16          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   228,328
Positions
   109,321     16,913        736     58,986    108,836      4,287     24,956     55,283      4,042      3,597        553          0     22,403     37,678
 
Changes from:       November 22, 2022                                Total Change is:       893
     3,273        483         33        661     -2,922        172     -4,073        297      1,880        116        100        -39     -1,130        889
 
Percent of Open Interest Represented by Each Category of Trader
      47.9        7.4        0.3       25.8       47.7        1.9       10.9       24.2        1.8        1.6        0.2        0.0        9.8       16.5
 
Number of Traders in Each Category                                    Total Traders:       125 
        12          4          4         21         29         16         12         41         14          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   695,776
Positions
    32,015    401,343      7,320    411,019     96,730     20,538     76,460     79,804     17,896     44,288     18,243      4,373     81,867     49,529
 
Changes from:       November 22, 2022                                Total Change is:    14,903
     3,424      5,219      3,935     12,156     -3,302        147     -6,959      2,926      4,058     -1,016        268         37       -879      1,615
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       57.7        1.1       59.1       13.9        3.0       11.0       11.5        2.6        6.4        2.6        0.6       11.8        7.1
 
Number of Traders in Each Category                                    Total Traders:       314 
        16         16          9        107         32         48         48         43         27         37         15         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    29,920
Positions
         0     18,750         12     11,658        639      2,889        593      3,641        666          0          0          0     14,102      3,323
 
Changes from:       November 22, 2022                                Total Change is:    -1,268
      -414        -15         -6       -628       -448        -81       -552     -1,214        -19          0          0          0        432        515
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       62.7        0.0       39.0        2.1        9.7        2.0       12.2        2.2        0.0        0.0        0.0       47.1       11.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          .         15          .          5          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   159,378
Positions
    68,789     16,476      2,233     50,277     62,593      3,879     14,096     46,455      2,038      2,368      3,730          0     15,698     21,974
 
Changes from:       November 22, 2022                                Total Change is:     2,571
    -1,835       -184         41      4,080       -971        -92         -6      4,805        394        459          0          0       -470     -1,422
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       10.3        1.4       31.5       39.3        2.4        8.8       29.1        1.3        1.5        2.3        0.0        9.8       13.8
 
Number of Traders in Each Category                                    Total Traders:        93 
         8          4          .         15         20          7         12         28          9          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   307,733
Positions
     2,064    234,846        784    177,650      1,157        447    108,186     36,471      2,025      7,294     29,393         57      9,226      2,553
 
Changes from:       November 22, 2022                                Total Change is:    11,588
     1,461      1,114       -220      6,692          0       -205      3,244     10,124        160        297        387          0        159        228
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       76.3        0.3       57.7        0.4        0.1       35.2       11.9        0.7        2.4        9.6        0.0        3.0        0.8
 
Number of Traders in Each Category                                    Total Traders:       180 
         4          7          .         30          4          5         75         26          9         20         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    32,057
Positions
       498      7,071      7,050      5,953      9,194         42     12,365      4,969        871      1,612      1,216          0      3,666      1,644
 
Changes from:       November 22, 2022                                Total Change is:     4,309
         0        -44      6,933        545       -172          0     -2,572       -942       -154       -540       -841          0         97       -471
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       22.1       22.0       18.6       28.7        0.1       38.6       15.5        2.7        5.0        3.8        0.0       11.4        5.1
 
Number of Traders in Each Category                                    Total Traders:        61 
         .          4          .         10          6          .         18          8          7          7          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    46,180
Positions
    18,281      4,192        669      7,303     14,502        231     14,406     21,465      1,244        342        586         13      3,691      3,278
 
Changes from:       November 22, 2022                                Total Change is:     3,591
    -1,085      1,189        639      2,312     -2,074        -17        722      4,423        295        266       -130        -29        488       -705
 
Percent of Open Interest Represented by Each Category of Trader
      39.6        9.1        1.4       15.8       31.4        0.5       31.2       46.5        2.7        0.7        1.3        0.0        8.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        88 
         7          5          .         13         16          5         21         20          5          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    19,820
Positions
     6,000      5,582          0      2,006      8,562          0     10,066      1,008        471          0      3,133          0      1,277      1,064
 
Changes from:       November 22, 2022                                Total Change is:    -1,578
       -64        474        -31       -150     -1,935          0     -1,997       -564        468          0        143          0        196       -133
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       28.2        0.0       10.1       43.2        0.0       50.8        5.1        2.4        0.0       15.8        0.0        6.4        5.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0          .          6          0         11          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    39,542
Positions
    12,387      6,608        717      9,649      3,455        159      8,901      8,934        832        666      9,237          0      6,233      9,602
 
Changes from:       November 22, 2022                                Total Change is:       -92
      -100        359        129        378        147         -4        -30       -376        217       -692        -68          0         11       -496
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       16.7        1.8       24.4        8.7        0.4       22.5       22.6        2.1        1.7       23.4        0.0       15.8       24.3
 
Number of Traders in Each Category                                    Total Traders:        96 
        11         16          .         14          8          .         18         21         10          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    79,083
Positions
    24,773     13,216      1,433     19,298      6,909        317     17,801     17,868      1,664      1,332     18,473          0     12,465     19,203
 
Changes from:       November 22, 2022                                Total Change is:      -183
      -200        718        257        755        293         -7        -60       -751        434     -1,383       -136          0         21       -991
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       16.7        1.8       24.4        8.7        0.4       22.5       22.6        2.1        1.7       23.4        0.0       15.8       24.3
 
Number of Traders in Each Category                                    Total Traders:        96 
        11         16          .         14          8          .         18         21         10          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    51,402
Positions
    26,710     31,302          0     18,025     10,382      1,789      2,179      6,669         14          0          0          0      2,685      1,246
 
Changes from:       November 22, 2022                                Total Change is:      -177
       184        113          0       -343       -200          0        237       -257          5          0          0          0       -260        162
 
Percent of Open Interest Represented by Each Category of Trader
      52.0       60.9        0.0       35.1       20.2        3.5        4.2       13.0        0.0        0.0        0.0        0.0        5.2        2.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         5          4          0         15          .          .          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   462,905
Positions
    77,417     89,814     17,761    196,525    100,139     49,971     28,399    112,267     19,992     20,883     21,502      3,605     48,352     47,854
 
Changes from:       November 22, 2022                                Total Change is:     2,090
       924      9,742      1,609      5,830        379     -3,590        942     -2,387       -669     -3,483     -2,284        322        203     -1,034
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       19.4        3.8       42.5       21.6       10.8        6.1       24.3        4.3        4.5        4.6        0.8       10.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       545 
        33         36         25        145        104        109         66         97         59         35         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    16,495
Positions
     1,269     14,414          0     12,038        888          0      1,569          0          0          0          0          0      1,619      1,193
 
Changes from:       November 22, 2022                                Total Change is:       258
       -21          0          0         23         50          0         80          0          0          0          0          0        176        208
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       87.4        0.0       73.0        5.4        0.0        9.5        0.0        0.0        0.0        0.0        0.0        9.8        7.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          7          0          5          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    32,481
Positions
     8,415     29,189          0     15,634      1,393          0      5,498        569         30          0          0          0      2,904      1,300
 
Changes from:       November 22, 2022                                Total Change is:      -225
       215       -276          0       -213        329          0       -151        -90          0          0          0          0        -76       -188
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       89.9        0.0       48.1        4.3        0.0       16.9        1.8        0.1        0.0        0.0        0.0        8.9        4.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          7          0         14          4          0          7          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 2,314,527
Positions
   387,087    449,072     88,805    982,623    500,695    249,853    141,995    561,335     99,960    104,416    107,511     18,027    241,761    239,269
 
Changes from:       November 22, 2022                                Total Change is:    10,450
     4,618     48,711      8,047     29,152      1,897    -17,949      4,712    -11,935     -3,343    -17,414    -11,418      1,610      1,017     -5,170
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       19.4        3.8       42.5       21.6       10.8        6.1       24.3        4.3        4.5        4.6        0.8       10.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       545 
        33         36         25        145        104        109         66         97         59         35         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    25,276
Positions
    14,593     22,790          0      7,686         33        330        980        496          0          0          0          0      1,687      1,627
 
Changes from:       November 22, 2022                                Total Change is:    -1,299
       -95     -1,033          0     -1,029        -20          0       -305       -250          0          0          0          0        130          4
 
Percent of Open Interest Represented by Each Category of Trader
      57.7       90.2        0.0       30.4        0.1        1.3        3.9        2.0        0.0        0.0        0.0        0.0        6.7        6.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          7          0          5          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    15,246
Positions
     3,944     14,490          0      6,342          0          0      1,807          0          3          0          0          0      3,150        753
 
Changes from:       November 22, 2022                                Total Change is:       501
       324        320          0        -16          0          0          0          0          0          0          0          0        193        181
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       95.0        0.0       41.6        0.0        0.0       11.9        0.0        0.0        0.0        0.0        0.0       20.7        4.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          9          0          6          0          0          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    22,701
Positions
     6,530     13,183          0     14,496      7,060          0        619      1,015          0          0          0          0      1,056      1,443
 
Changes from:       November 22, 2022                                Total Change is:       464
        -5        262          0          3         28          0        247       -287          0          0          0          0        219        461
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       58.1        0.0       63.9       31.1        0.0        2.7        4.5        0.0        0.0        0.0        0.0        4.7        6.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         7          5          0          .          7          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    17,686
Positions
     1,078      9,347          0     11,485      4,876      1,319      1,549      1,546          0          0          0          0      2,255        598
 
Changes from:       November 22, 2022                                Total Change is:         6
       249        367          0       -142          0        -36       -123         96          0          0          0          0         58       -421
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       52.8        0.0       64.9       27.6        7.5        8.8        8.7        0.0        0.0        0.0        0.0       12.8        3.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         .         10          0         10          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   211,779
Positions
    31,090      3,811        300     36,177      4,006        141     86,673     79,560      4,260      3,075      7,860          0     50,063    111,841
 
Changes from:       November 22, 2022                                Total Change is:    13,740
     9,908       -303          0      1,135          0         36       -381     12,619         13     -1,165      4,063          0      4,194     -2,688
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        1.8        0.1       17.1        1.9        0.1       40.9       37.6        2.0        1.5        3.7        0.0       23.6       52.8
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          .         12          .          4          7          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   280,112
Positions
   107,482     81,350    112,363          0     32,000          0      7,336      2,343     47,097          0          0          0      5,834      4,959
 
Changes from:       November 22, 2022                                Total Change is:       400
     1,250          0      1,500          0          0          0       -500          0       -600          0          0          0     -1,250       -500
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       29.0       40.1        0.0       11.4        0.0        2.6        0.8       16.8        0.0        0.0        0.0        2.1        1.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         9          4         11          0          .          0          .          .          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    44,315
Positions
    11,387      3,773         50     20,707     31,153      2,926      1,374      1,600         54          0        321          0      7,817      4,438
 
Changes from:       November 22, 2022                                Total Change is:      -979
    -1,574        528        -29         19     -1,746         15        -19        371         -5          0         91          0        614       -204
 
Percent of Open Interest Represented by Each Category of Trader
      25.7        8.5        0.1       46.7       70.3        6.6        3.1        3.6        0.1        0.0        0.7        0.0       17.6       10.0
 
Number of Traders in Each Category                                    Total Traders:        57 
         4          4          .         22         18         11          5          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    50,849
Positions
    13,419      6,485        957     15,341     12,178      1,369      9,532     15,628      1,017      2,003      4,064        198      7,012      8,952
 
Changes from:       November 22, 2022                                Total Change is:       307
       931        -61        -26       -346        664       -153       -199        427        210         70     -1,217        175       -355        288
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       12.8        1.9       30.2       23.9        2.7       18.7       30.7        2.0        3.9        8.0        0.4       13.8       17.6
 
Number of Traders in Each Category                                    Total Traders:       286 
        29         17         11         60         41         28         29         67         24         15         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   254,245
Positions
    67,093     32,427      4,787     76,706     60,890      6,847     47,659     78,138      5,086     10,017     20,321        990     35,060     44,759
 
Changes from:       November 22, 2022                                Total Change is:     1,533
     4,654       -304       -132     -1,729      3,319       -763       -995      2,136      1,049        350     -6,083        873     -1,774      1,438
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       12.8        1.9       30.2       23.9        2.7       18.7       30.7        2.0        3.9        8.0        0.4       13.8       17.6
 
Number of Traders in Each Category                                    Total Traders:       286 
        29         17         11         60         41         28         29         67         24         15         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   127,302
Positions
     6,432      2,636          0      1,932          0        486     16,707     94,047        750      6,384      4,272         24     94,587     25,087
 
Changes from:       November 22, 2022                                Total Change is:    10,541
       539       -395          0        -84          0        354        925     14,626       -696        321        175         24      9,158     -3,547
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        2.1        0.0        1.5        0.0        0.4       13.1       73.9        0.6        5.0        3.4        0.0       74.3       19.7
 
Number of Traders in Each Category                                    Total Traders:        44 
         5          .          0          5          0          .         12          9          9          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   473,882
Positions
   123,556     60,067      1,720    171,898    184,164     40,451     82,595    131,569      4,846     23,699     30,680        217     24,900     20,168
 
Changes from:       November 22, 2022                                Total Change is:    -1,042
     2,105      2,767         50     -1,949        -46       -502      2,911     -5,798       -805     -3,990      1,328         -6      1,144      1,970
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       12.7        0.4       36.3       38.9        8.5       17.4       27.8        1.0        5.0        6.5        0.0        5.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       312 
        25         16          6         76         66         43         38         61         17         13         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    18,587
Positions
     1,111     16,812          0     12,725        343          0      3,619      1,175          0          0          0          0      1,132        257
 
Changes from:       November 22, 2022                                Total Change is:       635
      -100        769          0        244          0          0        351         18          0          0          0          0        140       -152
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       90.5        0.0       68.5        1.8        0.0       19.5        6.3        0.0        0.0        0.0        0.0        6.1        1.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          0          9          .          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $0.5)                                                                  
CFTC Code #239747                                                    Open Interest is    24,333
Positions
     2,207        709          0        949          0          0     11,420      2,966      3,375          0      1,289          0      6,382     15,994
 
Changes from:       November 22, 2022                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        2.9        0.0        3.9        0.0        0.0       46.9       12.2       13.9        0.0        5.3        0.0       26.2       65.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          0          0          8          5          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    14,964
Positions
     1,042      6,541          0      7,923          0         12        316      4,675          1      2,135      1,444          0      3,535      2,291
 
Changes from:       November 22, 2022                                Total Change is:       601
         0        267          0        334          0          0          0        200          0          0        240          0        267       -106
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       43.7        0.0       52.9        0.0        0.1        2.1       31.2        0.0       14.3        9.6        0.0       23.6       15.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          8          0          .          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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    47,626
Positions
    10,817      7,349        430     13,920      3,293      2,793     12,856      4,639        167        843      7,902          0      5,800     21,053
 
Changes from:       November 22, 2022                                Total Change is:      -234
       838     -1,088        177       -479          0        -27       -648       -585         75       -102        189          0        -68      1,025
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       15.4        0.9       29.2        6.9        5.9       27.0        9.7        0.4        1.8       16.6        0.0       12.2       44.2
 
Number of Traders in Each Category                                    Total Traders:        67 
        12          8          .         15          4          7         14         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   368,642
Positions
    34,310    138,744      3,036    239,730    114,937     46,700     17,605     28,324      1,196     15,225     28,840        645     10,195      6,220
 
Changes from:       November 22, 2022                                Total Change is:     2,547
      -339      1,281      1,946      2,229     -2,364         17        253      1,529       -136      2,080      3,904        -18     -3,485     -3,612
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       37.6        0.8       65.0       31.2       12.7        4.8        7.7        0.3        4.1        7.8        0.2        2.8        1.7
 
Number of Traders in Each Category                                    Total Traders:       202 
        13         16          7         73         50         37         16         18          8          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 1,180,558
Positions
    98,339    403,839     12,263    741,471    348,734    136,379     82,474    160,700      9,572     67,069     89,956      3,435     29,556     15,680
 
Changes from:       November 22, 2022                                Total Change is:    10,087
       -33      9,616      1,338     -5,470    -13,439     13,403       -731      8,966        716     -1,618       -503       -166      2,648     -9,844
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       34.2        1.0       62.8       29.5       11.6        7.0       13.6        0.8        5.7        7.6        0.3        2.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       403 
        28         19         11        145         81         82         49         39         33         23         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   274,243
Positions
     5,877    193,278     52,863     27,602          0      1,587    167,158      5,119     12,744      5,533      8,129        470        409         53
 
Changes from:       November 22, 2022                                Total Change is:     2,707
         0      3,076       -151      1,272          0       -200      1,127          0        -41        674          1         26          0         -4
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       70.5       19.3       10.1        0.0        0.6       61.0        1.9        4.6        2.0        3.0        0.2        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:       102 
         4         30         15         13          0          4         34          4          8         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE   (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)                                                  
CFTC Code #43874Q                                                    Open Interest is    16,205
Positions
     1,627     11,240      1,790          0          0          0     12,688      3,075        100          0          0          0          0          0
 
Changes from:       November 22, 2022                                Total Change is:     1,313
         0        950        350          0          0          0        963         13          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       69.4       11.0        0.0        0.0        0.0       78.3       19.0        0.6        0.0        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         4         10          6          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 1,197,681
Positions
    22,888    148,914        702    619,251    284,336    167,879     93,345    344,138     35,276     75,509     70,671        383    182,448    145,382
 
Changes from:       November 22, 2022                                Total Change is:   -34,676
    -4,773     -6,486     -6,278     12,110     -4,395     -5,524     -5,358      4,692     -2,836     -4,011     -3,796     -2,105    -15,901     -7,948
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       12.4        0.1       51.7       23.7       14.0        7.8       28.7        2.9        6.3        5.9        0.0       15.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       179 
         4         19          6         61         31         58         23         27         26          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 1,479,212
Positions
    12,989     42,726     11,298    873,250    267,209    246,885     57,352    730,765     49,112     52,695     13,578          0    175,631    117,639
 
Changes from:       November 22, 2022                                Total Change is:   -77,970
     5,881     -1,248       -519     11,716     13,230    -60,668     -9,337     -4,874    -10,805     -3,940      1,556     -2,245     -8,053    -12,397
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        2.9        0.8       59.0       18.1       16.7        3.9       49.4        3.3        3.6        0.9        0.0       11.9        8.0
 
Number of Traders in Each Category                                    Total Traders:       155 
         4         10          6         72         23         56         14         23         18          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 2,099,117
Positions
    30,453    187,009     25,059  1,263,741    367,055    256,121    112,442    847,901     88,184    133,927    147,260      2,458    186,732    178,070
 
Changes from:       November 22, 2022                                Total Change is:  -193,104
   -15,500     -4,806    -27,145    -45,771     13,764    -22,001     -2,679    -57,212    -59,754      6,181     16,892     -2,913    -23,522    -49,929
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        8.9        1.2       60.2       17.5       12.2        5.4       40.4        4.2        6.4        7.0        0.1        8.9        8.5
 
Number of Traders in Each Category                                    Total Traders:       356 
        12         38         15        121         49         90         33         62         33         18         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 3,897,383
Positions
    79,613    354,293     19,299  2,058,865    847,531    716,202    252,180  1,041,829    161,862    226,178    310,335     31,244    351,940    414,788
 
Changes from:       November 22, 2022                                Total Change is:  -169,495
   -36,660    -52,964     -1,998    -30,543    -44,239      7,965    -38,298    -17,241    -20,553        658    -10,281    -19,522    -30,544    -10,662
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        9.1        0.5       52.8       21.7       18.4        6.5       26.7        4.2        5.8        8.0        0.8        9.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       387 
        14         27         16        118         75        105         42         68         43         23         20          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 1,363,269
Positions
    43,072     35,806      6,184    618,461    610,888    199,248    184,811    205,317     15,389    136,305     50,334        404    159,395    239,699
 
Changes from:       November 22, 2022                                Total Change is:   -65,699
       601     -5,917     -4,938    -48,730     -1,777    -13,776     -1,299    -15,166     -5,753     14,457     -1,235       -591     -5,670    -16,546
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        2.6        0.5       45.4       44.8       14.6       13.6       15.1        1.1       10.0        3.7        0.0       11.7       17.6
 
Number of Traders in Each Category                                    Total Traders:       138 
         4          7          6         39         47         50         14         12         13          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 10 YEAR YIELD - CHICAGO BOARD OF TRADE   1000 x Index Points                                                                                         
CFTC Code #04360Y                                                    Open Interest is     2,330
Positions
         0          0          0          0          0          0          0      1,329        147        794        259         38      1,351        557
 
Changes from:       November 22, 2022                                Total Change is:    -1,032
         0          0          0          0          0          0          0     -1,097        147       -699        -38        -34       -446        -10
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0        0.0       57.0        6.3       34.1       11.1        1.6       58.0       23.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          0          0          0          0          0          0          .          .         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 4,303,419
Positions
    34,898    507,445     20,030  1,784,339    735,528    792,511    653,984  1,450,948    159,356    547,812    237,939        627    309,862    399,035
 
Changes from:       November 22, 2022                                Total Change is:   -23,099
     5,156    -33,466     -3,137     -9,670     15,665     10,834    -39,787    -27,195     79,789      5,384     -6,187    -16,798    -54,870    -42,604
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       11.8        0.5       41.5       17.1       18.4       15.2       33.7        3.7       12.7        5.5        0.0        7.2        9.3
 
Number of Traders in Each Category                                    Total Traders:       335 
         7         32         13        105         52         93         34         66         34         20         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,641,595
Positions
   328,967    340,362    414,825      1,900    114,259     12,553    430,267    319,474    377,582     42,391     19,075      2,613     30,497     40,852
 
Changes from:       November 22, 2022                                Total Change is:    56,540
    58,157     -9,530       -407      1,900      8,933          1     -5,133     58,098        887      4,636          0          1     -3,502     -1,443
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       20.7       25.3        0.1        7.0        0.8       26.2       19.5       23.0        2.6        1.2        0.2        1.9        2.5
 
Number of Traders in Each Category                                    Total Traders:       135 
        27         33         54          .          5          4         33         23         48          7          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                                   
CFTC Code #132741                                                    Open Interest is 7,234,801
Positions
 2,614,150  1,285,392    991,117    394,566    160,550    189,273    798,399  1,973,552  1,793,576     31,131    175,952     62,498    360,091    602,891
 
Changes from:       November 22, 2022                                Total Change is:  -243,342
  -100,571     31,994       -771     -2,014    -11,285      5,548    -94,200   -170,770    -57,197        -31     -8,762          0      5,894    -32,099
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       17.8       13.7        5.5        2.2        2.6       11.0       27.3       24.8        0.4        2.4        0.9        5.0        8.3
 
Number of Traders in Each Category                                    Total Traders:       170 
        26         27         50         11          7          9         27         49         62          6         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is 8,159,669
Positions
 2,687,374  2,665,989  1,178,410    573,610    370,826    423,404    925,950  1,098,266  2,207,428     79,197    131,993     66,282     18,014     17,071
 
Changes from:       November 22, 2022                                Total Change is:   237,173
    54,889     86,698     -3,111     39,836     -7,621     21,482     37,825     38,665     98,813      3,319      6,654     -2,464    -13,416     -1,943
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       32.7       14.4        7.0        4.5        5.2       11.3       13.5       27.1        1.0        1.6        0.8        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:       516 
        51         90        120         25         32         33         61        110        134         36         60         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   747,463
Positions
   117,153    287,320    170,824     20,874      6,219      5,247    295,705    132,432    134,673      2,414     10,142        438        135        168
 
Changes from:       November 22, 2022                                Total Change is:    71,650
     5,125     11,210     16,315     19,912     -1,530     -5,150     23,826     35,646     10,797      1,187      4,598       -231       -131         -5
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       38.4       22.9        2.8        0.8        0.7       39.6       17.7       18.0        0.3        1.4        0.1        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       174 
        35         49         54          .          5          .         29         38         46          7          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    16,832
Positions
       271      3,095        169      5,606      1,369        835      4,842      8,606        675      3,191      1,296          7      1,236        780
 
Changes from:       November 22, 2022                                Total Change is:    -1,522
       -69         78       -121        147         47        -51       -901        -66       -432        430       -299       -356       -169       -322
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       18.4        1.0       33.3        8.1        5.0       28.8       51.1        4.0       19.0        7.7        0.0        7.3        4.6
 
Number of Traders in Each Category                                    Total Traders:       114 
         4          .          .          4          9          4         24         48         18         11         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    13,112
Positions
       520          0          0        178      1,382         24      7,104      7,167        806      1,844      1,997         83      2,553      1,653
 
Changes from:       November 22, 2022                                Total Change is:   -14,440
       210     -1,650        -91         -4         45         12    -12,613    -11,161       -482     -1,101       -604        -10       -361       -499
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        0.0        0.0        1.4       10.5        0.2       54.2       54.7        6.1       14.1       15.2        0.6       19.5       12.6
 
Number of Traders in Each Category                                    Total Traders:       107 
         5          0          0          5          .          .         13         16          7         35         30          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     5,647
Positions
       163        376        175         34        817         30      2,585      2,324         81      1,873      1,244          0        706        600
 
Changes from:       November 22, 2022                                Total Change is:      -945
         0          0        -39          0       -192         22       -947       -345       -218        286        -95        -23        -26        -55
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        6.7        3.1        0.6       14.5        0.5       45.8       41.2        1.4       33.2       22.0        0.0       12.5       10.6
 
Number of Traders in Each Category                                    Total Traders:        67 
         .          .          .          .          7          4         15         19          5         12          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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 ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    23,446
Positions
         0      1,154          0        138      1,685          0      5,465     10,596      2,575     13,667      6,589        417      1,184        430
 
Changes from:       November 22, 2022                                Total Change is:   -34,886
         0     -9,050          0        -74        833          0    -34,474    -25,916       -495        432       -118          5       -280       -145
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        4.9        0.0        0.6        7.2        0.0       23.3       45.2       11.0       58.3       28.1        1.8        5.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       112 
         0          .          0          .          .          0          9          7          .         61         31          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    46,836
Positions
       270     25,566          0     22,191      1,925        790     13,445     13,050        335      3,427      2,392        179      6,199      2,599
 
Changes from:       November 22, 2022                                Total Change is:      -882
        -6          0          0         47        489         -2     -1,043     -2,758         73         32      1,012        -11         28        315
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       54.6        0.0       47.4        4.1        1.7       28.7       27.9        0.7        7.3        5.1        0.4       13.2        5.5
 
Number of Traders in Each Category                                    Total Traders:        97 
         .          .          0         13          6          4         27         15          5         24          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   323,336
Positions
    32,233     14,865      9,963    100,711     69,519     43,277     48,157     90,289     55,200      2,916      3,490      9,352     21,527     27,381
 
Changes from:       November 22, 2022                                Total Change is:     9,459
       442      1,509     -1,472     18,200      5,838        764     -4,266      2,588        722     -3,676        835     -2,863      1,608      1,538
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        4.6        3.1       31.1       21.5       13.4       14.9       27.9       17.1        0.9        1.1        2.9        6.7        8.5
 
Number of Traders in Each Category                                    Total Traders:       170 
        11         12         17         21         31         25         28         44         45         10          5         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    57,600
Positions
    37,124     46,118          0     13,180      2,500        761      4,962      7,872          0      1,179        276         17        377         56
 
Changes from:       November 22, 2022                                Total Change is:       949
        18          0          0        -51      2,500     -1,412      2,176       -161          0        180         14          0         38          8
 
Percent of Open Interest Represented by Each Category of Trader
      64.5       80.1        0.0       22.9        4.3        1.3        8.6       13.7        0.0        2.0        0.5        0.0        0.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          0         14          .          .          8          6          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated December 02, 2022