Traders in Financial Futures - Futures Only Positions as of December 13, 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   169,433
Positions
    38,423     15,559     16,122     27,147     59,336      5,715     27,526     28,427      6,597     15,295      7,393        519     32,089     29,765
 
Changes from:       December 6, 2022                                 Total Change is:    20,542
     4,982      1,680     13,819       -794      6,978        417      1,525      2,028     -1,391        674     -1,160        205      1,105     -2,034
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        9.2        9.5       16.0       35.0        3.4       16.2       16.8        3.9        9.0        4.4        0.3       18.9       17.6
 
Number of Traders in Each Category                                    Total Traders:       111 
        10          5          7         12         22         10         16         28         13         13          5          .
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Traders in Financial Futures - Futures Only Positions as of December 13, 2022                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    49,340
Positions
    25,130      5,068      4,647      1,870      9,607        553      2,659     10,823      3,884          0          0          0     10,597     14,758
 
Changes from:       December 6, 2022                                 Total Change is:     9,169
       150      2,601      3,973       -239         34        -61      1,220        -36      3,712          0          0          0        414     -1,054
 
Percent of Open Interest Represented by Each Category of Trader
      50.9       10.3        9.4        3.8       19.5        1.1        5.4       21.9        7.9        0.0        0.0        0.0       21.5       29.9
 
Number of Traders in Each Category                                    Total Traders:        36 
         5          .          .          4          6          .          7         12          7          0          0          0
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Traders in Financial Futures - Futures Only Positions as of December 13, 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   240,264
Positions
    82,921     55,490     11,348     41,702     60,452      6,349     55,236     57,169     15,298      1,938      3,137          0     25,472     31,021
 
Changes from:       December 6, 2022                                 Total Change is:     9,953
    -4,554      2,970      6,481     -1,284     -8,881        892       -413      4,696      6,329        -22     -1,026         -7      2,531     -1,501
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       23.1        4.7       17.4       25.2        2.6       23.0       23.8        6.4        0.8        1.3        0.0       10.6       12.9
 
Number of Traders in Each Category                                    Total Traders:       128 
         7          9          6         15         30         13         27         32         23          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   226,964
Positions
    91,836     18,200     14,302     50,859     94,167      2,942     21,753     45,441     17,786        774      1,573         44     26,668     32,509
 
Changes from:       December 6, 2022                                 Total Change is:     3,540
   -15,682     -4,037     12,701     -4,633     -4,095       -271     -2,074    -10,820     11,733        -50       -122         44      1,772     -1,593
 
Percent of Open Interest Represented by Each Category of Trader
      40.5        8.0        6.3       22.4       41.5        1.3        9.6       20.0        7.8        0.3        0.7        0.0       11.7       14.3
 
Number of Traders in Each Category                                    Total Traders:       112 
        11          5          8         17         28         15         16         30         10          .          .          .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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   772,800
Positions
    40,388    439,262     16,964    445,288     94,765     19,750     68,146     79,103     40,218     43,545     16,899      4,468     94,033     61,371
 
Changes from:       December 6, 2022                                 Total Change is:    61,263
    -1,243     27,001     10,606     30,951     -3,536       -746     -8,548     -2,498     20,925        309     -1,958         26      8,983     11,443
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       56.8        2.2       57.6       12.3        2.6        8.8       10.2        5.2        5.6        2.2        0.6       12.2        7.9
 
Number of Traders in Each Category                                    Total Traders:       307 
        17         15         11        108         28         44         48         37         30         35         16         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    32,152
Positions
         0     18,767          0     11,891        621      3,112      1,965      4,295      1,641          0          0          0     13,543      3,716
 
Changes from:       December 6, 2022                                 Total Change is:     1,810
         0          3          0       -448        -27        223        548        586        756          0          0          0        731        269
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       58.4        0.0       37.0        1.9        9.7        6.1       13.4        5.1        0.0        0.0        0.0       42.1       11.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0         14          .          6          4          .          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   172,269
Positions
    63,287     26,158      5,071     52,113     58,607      3,721     15,950     44,672     11,693      3,095          0          0     17,339     22,347
 
Changes from:       December 6, 2022                                 Total Change is:    13,514
      -777      3,625      2,680       -568     -1,266       -113      2,141     -4,117      9,429        197          0          0        525      3,276
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       15.2        2.9       30.3       34.0        2.2        9.3       25.9        6.8        1.8        0.0        0.0       10.1       13.0
 
Number of Traders in Each Category                                    Total Traders:        92 
         6          6          4         15         19          9         17         24         11          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   290,116
Positions
     7,826    222,530      3,583    129,696      4,568        544    126,257     24,266      8,720      5,441     23,303        114      7,935      2,488
 
Changes from:       December 6, 2022                                 Total Change is:    -3,592
     2,932     -4,847      2,818    -30,217        361       -194     16,249     -5,662      5,621       -939     -1,788         57         81         42
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       76.7        1.2       44.7        1.6        0.2       43.5        8.4        3.0        1.9        8.0        0.0        2.7        0.9
 
Number of Traders in Each Category                                    Total Traders:       166 
         4          8          4         32          7          5         62         23         12         16         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    34,190
Positions
     4,648      3,859        459     17,649      3,718         28      6,736     23,410         19      1,196      1,343          0      3,455      1,354
 
Changes from:       December 6, 2022                                 Total Change is:     8,726
      -123          0        318      8,060       -386         -9        513      8,885         17         61        -13          0       -111        -86
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       11.3        1.3       51.6       10.9        0.1       19.7       68.5        0.1        3.5        3.9        0.0       10.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        62 
         4          .          .         14          4          .         15         11          .          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    55,294
Positions
    18,432      7,343      4,650     11,042     11,453         97     13,889     25,159      1,887          0        818          0      5,297      3,887
 
Changes from:       December 6, 2022                                 Total Change is:    12,340
       106      2,600      4,111      3,044       -727        -11      1,806      4,082      1,552       -155         59        -13      1,900        687
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       13.3        8.4       20.0       20.7        0.2       25.1       45.5        3.4        0.0        1.5        0.0        9.6        7.0
 
Number of Traders in Each Category                                    Total Traders:        86 
         8          5          5         15         14          4         21         17          6          0          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    15,326
Positions
     4,758      5,646      1,624      2,058      3,924          0      4,357      1,435      1,146          0          0          0      1,383      1,551
 
Changes from:       December 6, 2022                                 Total Change is:       837
    -1,124        107      1,611       -411     -2,165          0        -82        512        893          0       -143          0        -50         22
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       36.8       10.6       13.4       25.6        0.0       28.4        9.4        7.5        0.0        0.0        0.0        9.0       10.1
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          .          .          5          0         10          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    53,227
Positions
    14,175      6,828      5,556     11,449      3,956         12     10,129      9,179      4,980          0     11,936          0      6,928     10,781
 
Changes from:       December 6, 2022                                 Total Change is:    12,339
     1,398      1,224      4,913        498        361         12      1,166      1,101      3,783          0        271       -117        687        793
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       12.8       10.4       21.5        7.4        0.0       19.0       17.2        9.4        0.0       22.4        0.0       13.0       20.3
 
Number of Traders in Each Category                                    Total Traders:       106 
        13         17         13         19          8          .         17         24         16          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   106,454
Positions
    28,349     13,656     11,112     22,897      7,911         24     20,257     18,357      9,960          0     23,872          0     13,855     21,562
 
Changes from:       December 6, 2022                                 Total Change is:    24,677
     2,795      2,447      9,826        996        721         23      2,331      2,201      7,565          0        542       -233      1,374      1,585
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       12.8       10.4       21.5        7.4        0.0       19.0       17.2        9.4        0.0       22.4        0.0       13.0       20.3
 
Number of Traders in Each Category                                    Total Traders:       106 
        13         17         13         19          8          .         17         24         16          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    67,407
Positions
    19,096     33,395     14,491     27,041      9,539      1,772      2,169      6,813          0          0          0          0      2,838      1,397
 
Changes from:       December 6, 2022                                 Total Change is:    15,958
    -7,948      2,211     14,491      9,010     -1,105         60        -75        -19        -18          0          0          0        438        338
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       49.5       21.5       40.1       14.2        2.6        3.2       10.1        0.0        0.0        0.0        0.0        4.2        2.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         5          5          4         17          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 DJIA (x$0.5) - CHICAGO BOARD OF TRADE   ($0.5 X DJIA INDEX)                                                                                   
CFTC Code #124608                                                    Open Interest is    48,564
Positions
       503      1,554          0        548          0        427     22,107     16,121      6,945        274      4,009        557     17,203     18,951
 
Changes from:       December 6, 2022                                 Total Change is:     7,329
        53        687       -402          0          0          0      1,862        646      4,782       -200        970        332        902        314
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        3.2        0.0        1.1        0.0        0.9       45.5       33.2       14.3        0.6        8.3        1.1       35.4       39.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          4          0          .          0          .          5          6          7          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   495,428
Positions
    73,540     75,434     33,218    192,036     94,405     52,908     22,210    117,516     34,352     20,045     23,955     11,164     55,955     52,476
 
Changes from:       December 6, 2022                                 Total Change is:    37,890
    -4,391     -8,287     12,073      2,174     -2,708      1,307     -2,026      7,007     13,441        300      2,105      7,828      7,184      5,124
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       15.2        6.7       38.8       19.1       10.7        4.5       23.7        6.9        4.0        4.8        2.3       11.3       10.6
 
Number of Traders in Each Category                                    Total Traders:       550 
        34         35         38        139        103        110         70        106         92         33         27         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    20,865
Positions
     1,348     16,459        769     14,116        250          0      1,186          0        919          0          0          0      2,527      2,468
 
Changes from:       December 6, 2022                                 Total Change is:     3,763
       -84      5,201        769      1,821     -4,235        -37       -388          0        919          0          0          0        763      1,146
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       78.9        3.7       67.7        1.2        0.0        5.7        0.0        4.4        0.0        0.0        0.0       12.1       11.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          9          .          5          .          0          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    33,921
Positions
     9,481     25,389      1,238     12,065      3,420          0      5,639        672      1,053          0          0          0      4,445      2,149
 
Changes from:       December 6, 2022                                 Total Change is:     2,482
       714     -2,622      1,238     -1,891      1,842          0        228          2      1,023          0          0          0      1,170        999
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       74.8        3.6       35.6       10.1        0.0       16.6        2.0        3.1        0.0        0.0        0.0       13.1        6.3
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          7          .         11          4          0          9          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 2,477,140
Positions
   367,698    377,170    166,092    960,181    472,024    264,541    111,051    587,581    171,760    100,224    119,775     55,818    279,775    262,379
 
Changes from:       December 6, 2022                                 Total Change is:   189,449
   -21,955    -41,437     60,363     10,870    -13,539      6,535    -10,129     35,034     67,207      1,499     10,526     39,140     35,919     25,620
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       15.2        6.7       38.8       19.1       10.7        4.5       23.7        6.9        4.0        4.8        2.3       11.3       10.6
 
Number of Traders in Each Category                                    Total Traders:       550 
        34         35         38        139        103        110         70        106         92         33         27         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    34,742
Positions
    17,075     26,849        185     10,451         33        520        670        288      1,708          0          0          0      4,133      5,159
 
Changes from:       December 6, 2022                                 Total Change is:     5,301
     2,321        -85        185     -1,237          0          0       -122        -43      1,708          0          0          0      2,446      3,536
 
Percent of Open Interest Represented by Each Category of Trader
      49.1       77.3        0.5       30.1        0.1        1.5        1.9        0.8        4.9        0.0        0.0        0.0       11.9       14.8
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          7          .          6          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    18,817
Positions
     3,845     14,508      3,234      6,527          0          0      2,357          0          3          0          0          0      2,851      1,072
 
Changes from:       December 6, 2022                                 Total Change is:     3,315
         1         -2      3,234          0          0          0       -125          0          0          0          0          0        205         83
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       77.1       17.2       34.7        0.0        0.0       12.5        0.0        0.0        0.0        0.0        0.0       15.2        5.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         6          9          5          6          0          0          5          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    26,533
Positions
    12,116     13,048      3,279      8,239      6,886          0        738      1,103        488          0          0          0      1,673      1,729
 
Changes from:       December 6, 2022                                 Total Change is:     4,121
      -266        127      3,279          0       -154          0        119         30        488          0          0          0        501        351
 
Percent of Open Interest Represented by Each Category of Trader
      45.7       49.2       12.4       31.1       26.0        0.0        2.8        4.2        1.8        0.0        0.0        0.0        6.3        6.5
 
Number of Traders in Each Category                                    Total Traders:        26 
         7          4          4          .          6          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    23,065
Positions
       747     12,307      2,920     10,382      2,958      2,301      2,455      1,168          4          0          0          0      4,256      1,407
 
Changes from:       December 6, 2022                                 Total Change is:     5,022
        90      2,313      2,920     -1,279     -1,675        912        191       -350          4          0          0          0      2,184        898
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       53.4       12.7       45.0       12.8       10.0       10.6        5.1        0.0        0.0        0.0        0.0       18.5        6.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .         10          5          9          .          .          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   260,045
Positions
    30,785      4,842      3,016     31,784      4,033         13    111,337     71,699     30,531      2,040      9,755          0     50,539    136,156
 
Changes from:       December 6, 2022                                 Total Change is:    42,610
    -2,835        660      1,506       -871         31       -108     23,268    -18,006     27,366        -10      2,937          0     -5,706     28,224
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        1.9        1.2       12.2        1.6        0.0       42.8       27.6       11.7        0.8        3.8        0.0       19.4       52.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .         11          .          .          7          6          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   295,229
Positions
   109,362     81,900    123,907          0     32,000          0      8,263      2,593     51,120          0          0          0      2,577      3,709
 
Changes from:       December 6, 2022                                 Total Change is:     7,757
       760          0      6,504          0          0          0      1,497        250      2,253          0          0          0     -3,257     -1,250
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       27.7       42.0        0.0       10.8        0.0        2.8        0.9       17.3        0.0        0.0        0.0        0.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        23 
        10          .         12          0          .          0          .          .          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    47,655
Positions
    10,972      4,396      2,092     22,275     32,019      3,055      1,198        949        152        231          0        115      7,565      4,877
 
Changes from:       December 6, 2022                                 Total Change is:     3,438
       613        310      1,966        397        167        385       -206       -572        102          9          0        115         57        965
 
Percent of Open Interest Represented by Each Category of Trader
      23.0        9.2        4.4       46.7       67.2        6.4        2.5        2.0        0.3        0.5        0.0        0.2       15.9       10.2
 
Number of Traders in Each Category                                    Total Traders:        63 
         5          6          6         23         21         10          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    62,597
Positions
    12,814      6,989      5,434     16,130     12,201      1,730      8,885     15,039      8,335      1,847      4,163         27      7,395      8,679
 
Changes from:       December 6, 2022                                 Total Change is:    12,576
       275        298      4,540         -6        130        430       -213       -489      7,250        148        680         24        128       -287
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       11.2        8.7       25.8       19.5        2.8       14.2       24.0       13.3        3.0        6.7        0.0       11.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       294 
        31         17         23         61         44         35         41         54         45         18         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   312,984
Positions
    64,069     34,945     27,172     80,650     61,006      8,648     44,423     75,194     41,676      9,237     20,815        134     36,975     43,394
 
Changes from:       December 6, 2022                                 Total Change is:    62,882
     1,376      1,490     22,701        -31        649      2,150     -1,067     -2,443     36,251        740      3,399        122        640     -1,437
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       11.2        8.7       25.8       19.5        2.8       14.2       24.0       13.3        3.0        6.7        0.0       11.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       294 
        31         17         23         61         44         35         41         54         45         18         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   138,496
Positions
     7,784      1,516      2,667      2,156          0        505     19,197     94,686     12,402      6,109      2,780         40     87,636     23,900
 
Changes from:       December 6, 2022                                 Total Change is:     9,326
     1,065     -1,433      2,667        122          0        -34      3,519     -1,013      9,687       -116     -1,528         20     -7,604        960
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        1.1        1.9        1.6        0.0        0.4       13.9       68.4        9.0        4.4        2.0        0.0       63.3       17.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          .          5          0          .         12          7         12          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   519,430
Positions
   119,731     70,778     23,134    170,834    179,558     44,655     87,151    129,773     21,499     24,147     27,891        401     27,878     21,741
 
Changes from:       December 6, 2022                                 Total Change is:    36,990
    -2,558      8,262     20,473     -5,052     -4,602      4,122      4,249     -5,594     12,947        427     -1,037        235      2,147      2,184
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       13.6        4.5       32.9       34.6        8.6       16.8       25.0        4.1        4.6        5.4        0.1        5.4        4.2
 
Number of Traders in Each Category                                    Total Traders:       317 
        21         22         12         78         68         47         40         64         38          9         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    35,763
Positions
       903     17,160      9,559     13,568        875          0      3,742      1,071         81          0          0          0      7,910      7,017
 
Changes from:       December 6, 2022                                 Total Change is:    16,234
         0       -559      9,559       -332        302          0         29        -88         81          0          0          0      6,897      6,939
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       48.0       26.7       37.9        2.4        0.0       10.5        3.0        0.2        0.0        0.0        0.0       22.1       19.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          8          6          9          .          0          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    39,328
Positions
     3,814      8,509        600     13,463      2,837      2,674     11,494      5,153         37      1,542      2,254          2      5,702     17,262
 
Changes from:       December 6, 2022                                 Total Change is:   -15,402
    -7,825      1,709     -2,820      5,797     -1,242        653     -4,114        101     -1,096        775     -6,286         -1     -6,771     -6,420
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       21.6        1.5       34.2        7.2        6.8       29.2       13.1        0.1        3.9        5.7        0.0       14.5       43.9
 
Number of Traders in Each Category                                    Total Traders:        47 
         7          5          .         13          4          6          8          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   426,335
Positions
    32,801    139,190     71,065    217,278    112,248     52,580     17,853     22,153      2,258     12,116     16,417        839     19,545      9,585
 
Changes from:       December 6, 2022                                 Total Change is:    77,713
       371     -3,760     66,048     -3,493     -5,182      6,109       -413      5,315      1,344       -157      5,268        201      7,703      2,370
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       32.6       16.7       51.0       26.3       12.3        4.2        5.2        0.5        2.8        3.9        0.2        4.6        2.2
 
Number of Traders in Each Category                                    Total Traders:       197 
        12         15         16         67         53         41         16         15          8          9          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,259,552
Positions
    91,103    372,738    125,728    666,934    330,209    125,482     81,300    145,695     17,438     53,136     68,461     10,897     87,534     62,904
 
Changes from:       December 6, 2022                                 Total Change is:   214,223
       375     -7,166    110,268     21,953    -20,956     10,859     -4,537     39,085      6,683      3,023     18,608      6,920     58,679     49,922
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       29.6       10.0       53.0       26.2       10.0        6.5       11.6        1.4        4.2        5.4        0.9        6.9        5.0
 
Number of Traders in Each Category                                    Total Traders:       395 
        26         20         22        142         70         91         53         39         38         27         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   274,119
Positions
     6,668    198,810     47,783     26,389          0      1,337    170,186      5,219     12,322      8,522      8,131        465        447         52
 
Changes from:       December 6, 2022                                 Total Change is:    -1,700
        88        115     -1,122     -1,220          0       -250        602        100       -522        692          1        -21         53         -1
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       72.5       17.4        9.6        0.0        0.5       62.1        1.9        4.5        3.1        3.0        0.2        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:       104 
         5         30         15         13          0          4         34          4          9         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    20,450
Positions
       613     13,492      3,378          0          0          0     16,060      3,181        399          0          0          0          0          0
 
Changes from:       December 6, 2022                                 Total Change is:     3,205
    -1,137      1,779      1,101          0          0          0      2,991         75        250          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       66.0       16.5        0.0        0.0        0.0       78.5       15.6        2.0        0.0        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         4         11          6          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,185,521
Positions
    27,766    155,237      2,292    624,431    264,939    175,202     86,715    367,436     11,021     81,882     73,654          0    176,212    135,740
 
Changes from:       December 6, 2022                                 Total Change is:    14,858
     6,090      7,499       -189      8,411         14     -2,938       -470     22,711     -2,247      3,271      2,889          0      2,930    -12,881
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       13.1        0.2       52.7       22.3       14.8        7.3       31.0        0.9        6.9        6.2        0.0       14.9       11.4
 
Number of Traders in Each Category                                    Total Traders:       188 
         8         16          .         66         29         60         23         31         20          5         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,426,930
Positions
     7,975     66,032      1,452    887,980    272,111    230,304     54,213    701,928     32,301     46,934     13,441          0    165,771    109,361
 
Changes from:       December 6, 2022                                 Total Change is:     2,230
     2,829     13,278     -1,594     16,403     -5,339     -7,213      2,043     10,248     -1,770     -5,802       -148          0     -2,666     -5,232
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        4.6        0.1       62.2       19.1       16.1        3.8       49.2        2.3        3.3        0.9        0.0       11.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       157 
         .         12          .         78         21         55         14         22         16          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 2,202,604
Positions
    36,652    209,176     19,988  1,296,440    383,423    286,376    137,014    895,634     97,485    143,936    128,432      1,000    183,713    181,090
 
Changes from:       December 6, 2022                                 Total Change is:    92,616
    -8,210     15,884     -1,013     36,327      3,999     16,994     -2,779     10,748     42,762       -744     -8,061        274      9,005     11,029
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        9.5        0.9       58.9       17.4       13.0        6.2       40.7        4.4        6.5        5.8        0.0        8.3        8.2
 
Number of Traders in Each Category                                    Total Traders:       360 
        13         36          9        118         53         86         37         60         29         20         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 3,822,244
Positions
   120,920    254,349     17,329  1,992,138    900,074    749,337    224,031  1,039,800    109,838    243,109    287,483     28,729    336,813    435,305
 
Changes from:       December 6, 2022                                 Total Change is:    46,813
    13,191    -32,939      4,093      7,302     67,297      4,794    -15,018     35,817     -6,148     36,596    -12,653      1,369        634    -14,817
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        6.7        0.5       52.1       23.5       19.6        5.9       27.2        2.9        6.4        7.5        0.8        8.8       11.4
 
Number of Traders in Each Category                                    Total Traders:       395 
        26         23         16        117         80        107         36         67         35         19         27          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,433,431
Positions
    41,585     41,230      6,593    656,071    593,527    199,902    216,957    268,560     13,451    140,537     58,219        226    158,109    251,723
 
Changes from:       December 6, 2022                                 Total Change is:    22,860
    -1,537      1,563        694      9,181      2,508     -8,284     27,951     16,091       -696     -2,259      2,113       -112     -2,078      8,983
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        2.9        0.5       45.8       41.4       13.9       15.1       18.7        0.9        9.8        4.1        0.0       11.0       17.6
 
Number of Traders in Each Category                                    Total Traders:       145 
         .          7          .         41         50         55         13         14          9          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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     2,565
Positions
         0          0          0          0          0          0          0      1,792          0        949        187         38      1,578        548
 
Changes from:       December 6, 2022                                 Total Change is:       412
         0          0          0          0          0          0          0        576          0        186        -99         38        188       -103
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0        0.0       69.9        0.0       37.0        7.3        1.5       61.5       21.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          0          0          0          0          0          0          .          0         18          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 4,114,021
Positions
    30,370    522,982      5,077  1,813,585    588,305    778,332    652,511  1,486,165     83,767    445,589    262,118          0    304,790    387,275
 
Changes from:       December 6, 2022                                 Total Change is:   -16,301
    -2,769     24,544       -723     26,470    -60,233     -3,603    -20,019     37,537      5,419    -22,176      8,791       -110      1,210    -27,923
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       12.7        0.1       44.1       14.3       18.9       15.9       36.1        2.0       10.8        6.4        0.0        7.4        9.4
 
Number of Traders in Each Category                                    Total Traders:       335 
         8         32          6        105         49         87         35         66         30         19         21          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,402,582
Positions
   394,579    278,400    381,155          0     73,313      7,886    245,298    294,646    303,577     34,793     19,075        855     34,439     43,675
 
Changes from:       December 6, 2022                                 Total Change is:    79,554
    -4,386     -7,413     41,654          0      3,542          0     13,293      8,210     29,139     -4,210          0       -365      4,429      4,787
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       19.8       27.2        0.0        5.2        0.6       17.5       21.0       21.6        2.5        1.4        0.1        2.5        3.1
 
Number of Traders in Each Category                                    Total Traders:       123 
        27         32         49          0          5          4         21         25         36          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 7,223,627
Positions
 2,607,749  1,313,611  1,082,172    336,083    136,755    211,498    823,038  1,956,497  1,719,887     28,951    156,142     61,148    353,101    585,917
 
Changes from:       December 6, 2022                                 Total Change is:   -40,043
   -55,734    -13,021     37,933    -23,343    -16,066     19,009     -2,274     36,178    -14,713     -1,364    -22,453        750       -307    -67,660
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       18.2       15.0        4.7        1.9        2.9       11.4       27.1       23.8        0.4        2.2        0.8        4.9        8.1
 
Number of Traders in Each Category                                    Total Traders:       165 
        26         26         50         10         10         10         32         42         61          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 8,567,541
Positions
 2,715,776  2,894,494  1,224,416    569,214    322,693    448,616  1,092,389  1,069,056  2,331,893     77,166    166,169     79,623     28,448     30,581
 
Changes from:       December 6, 2022                                 Total Change is:   157,485
   -67,173    113,670     30,168     10,204    -26,611     23,889     39,874   -111,676    105,045     -7,280      3,457     14,737      8,021      4,806
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       33.8       14.3        6.6        3.8        5.2       12.8       12.5       27.2        0.9        1.9        0.9        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:       551 
        51         92        123         23         34         34         79        104        144         39         71         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   676,713
Positions
   105,370    221,869    179,004     27,510      6,295      7,131    240,809    131,530    114,464      1,499     14,512        701        225      1,207
 
Changes from:       December 6, 2022                                 Total Change is:    63,262
     6,051    -11,242     34,426      3,729        303       -164      4,140     22,152     15,923       -977      2,175         63         71       -374
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       32.8       26.5        4.1        0.9        1.1       35.6       19.4       16.9        0.2        2.1        0.1        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:       170 
        24         55         52          .          5          .         34         33         42          7          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    13,989
Positions
       101      3,490         98      6,455        968        618      4,176      5,677        831        337      1,383         44      1,329        880
 
Changes from:       December 6, 2022                                 Total Change is:    -1,780
       -70        360         31        152       -310        -33        -21     -2,030        102     -1,949         40         44        -36         16
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       24.9        0.7       46.1        6.9        4.4       29.9       40.6        5.9        2.4        9.9        0.3        9.5        6.3
 
Number of Traders in Each Category                                    Total Traders:       105 
         .          4          .          6          6          4         29         39         16          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    11,142
Positions
       200        221          0        114      1,279          0      5,297      5,722      1,132      1,963      1,119         96      2,340      1,573
 
Changes from:       December 6, 2022                                 Total Change is:    -1,319
         0          0          0        -63        -14        -22     -1,484       -940        291        155       -617         13       -209        -30
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        2.0        0.0        1.0       11.5        0.0       47.5       51.4       10.2       17.6       10.0        0.9       21.0       14.1
 
Number of Traders in Each Category                                    Total Traders:        90 
         .          .          0          .          .          0          9         10          6         36         25          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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     4,736
Positions
       114        556         30         34        519         32      2,064      1,694        231      1,381      1,187          1        849        486
 
Changes from:       December 6, 2022                                 Total Change is:      -536
       -33        157       -103          0        -89          6        -77       -377         97       -599       -141          0        173        -86
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       11.7        0.6        0.7       11.0        0.7       43.6       35.8        4.9       29.2       25.1        0.0       17.9       10.3
 
Number of Traders in Each Category                                    Total Traders:        69 
         .          4          .          .          5          .         19         17          6         13          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    24,838
Positions
     3,303          0          0        138      1,822          0      5,460     15,119      2,668     11,659      4,457        425      1,185        347
 
Changes from:       December 6, 2022                                 Total Change is:     2,538
     1,977          0          0          0        165          0        226      4,755        -70        484     -2,186         -6        -73       -120
 
Percent of Open Interest Represented by Each Category of Trader
      13.3        0.0        0.0        0.6        7.3        0.0       22.0       60.9       10.7       46.9       17.9        1.7        4.8        1.4
 
Number of Traders in Each Category                                    Total Traders:       106 
         .          0          0          .          .          0          7         10          .         55         28          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    48,069
Positions
       242     25,566          0     19,877      2,048        839     16,576     14,227      1,417      3,240        798         96      5,782      3,078
 
Changes from:       December 6, 2022                                 Total Change is:     2,954
        38          0          0       -489        159         -1      2,014      3,139        895        407     -1,278        -82        172        122
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       53.2        0.0       41.4        4.3        1.7       34.5       29.6        2.9        6.7        1.7        0.2       12.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          .          0          8          7          4         20         24         11         20          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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   347,723
Positions
    36,510     18,301     15,962     93,026     78,968     40,577     55,982     80,647     67,974      2,728      7,855      9,243     25,721     28,196
 
Changes from:       December 6, 2022                                 Total Change is:    13,093
    -1,864       -489      2,627      1,464      6,723     -3,116      4,969     -3,833      6,390        490      4,082        194      1,939        515
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        5.3        4.6       26.8       22.7       11.7       16.1       23.2       19.5        0.8        2.3        2.7        7.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       179 
        12         14         20         20         33         28         31         44         47          7          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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    60,485
Positions
    38,101     46,118          0     12,880      3,509        733      5,142      7,757      1,624      1,313        316        335        357         93
 
Changes from:       December 6, 2022                                 Total Change is:       478
      -112          0          0       -132          0          0       -962     -1,469      1,617       -209         17        310        -34          3
 
Percent of Open Interest Represented by Each Category of Trader
      63.0       76.2        0.0       21.3        5.8        1.2        8.5       12.8        2.7        2.2        0.5        0.6        0.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        44 
         5          4          0         14          .          .          7          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated December 16, 2022