USD MALAYSIAN CRUDE PALM OIL - CHICAGO MERCANTILE EXCHANGE           Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       47,062
COMMITMENTS
   3,920    5,560    1,880   41,262   39,622   47,062   47,062        0        0

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      2,638)
      80   -1,680      360    2,198    3,958    2,638    2,638        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     11.8      4.0     87.7     84.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        6        5        9       10       16       17                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       13,416
COMMITMENTS
     593    5,385    1,791    9,884    5,927   12,269   13,104    1,148      312

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -1,046)
    -122      173     -165     -697   -1,181     -985   -1,173      -62      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     40.1     13.4     73.7     44.2     91.4     97.7      8.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        7        7       30       18       40       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       52,917
COMMITMENTS
  11,448    1,693    9,335   27,181   29,183   47,964   40,211    4,953   12,706

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -3,160)
  -1,018     -658     -505     -970   -1,774   -2,493   -2,937     -667     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6      3.2     17.6     51.4     55.1     90.6     76.0      9.4     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      22        7       16       38       31       64       50                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       13,698
COMMITMENTS
     339    4,141    2,836    9,432    6,168   12,607   13,145    1,091      553

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -1,563)
      74       68     -245   -1,295   -1,221   -1,466   -1,398      -97     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     30.2     20.7     68.9     45.0     92.0     96.0      8.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        7        9       31       21       44       31                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,399
COMMITMENTS
  10,061      606    2,206    6,137   13,589   18,404   16,400      995    2,998

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:       -300)
     371       61     -318     -258       63     -205     -194      -95     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9      3.1     11.4     31.6     70.0     94.9     84.5      5.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        4        8       21       19       30       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      267,471
COMMITMENTS
  83,656   25,896   70,493   91,115  132,545  245,264  228,935   22,207   38,537

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      2,646)
  -3,162    2,848    2,061    2,318   -3,969    1,216      939    1,430    1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3      9.7     26.4     34.1     49.6     91.7     85.6      8.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
     108       66      104       86       89      239      220                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      372,991
COMMITMENTS
 111,914   32,632   88,789  131,489  201,085  332,192  322,506   40,798   50,484

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -8,788)
  -6,725    5,271  -13,651    5,875      -57  -14,501   -8,437    5,713     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0      8.7     23.8     35.3     53.9     89.1     86.5     10.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
     136       74      131      142      170      333      333                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,607
COMMITMENTS
     740      270      120      697    1,304    1,557    1,695    1,050      912

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        178)
     -54      -38      -11       43       47      -22       -2      201      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4     10.4      4.6     26.7     50.0     59.7     65.0     40.3     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        4        4       10       13       23       20                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       51,666
COMMITMENTS
  16,144    9,046   13,563   13,634   12,032   43,342   34,641    8,324   17,025

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      2,348)
     496    1,083    1,361      -31      162    1,826    2,606      522     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     17.5     26.3     26.4     23.3     83.9     67.0     16.1     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      58       53       64       63       63      164      149                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       24,630
COMMITMENTS
   2,182    8,529    2,824   19,233   12,685   24,239   24,037      391      592

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -3,489)
    -104   -1,610       12   -3,359   -1,856   -3,451   -3,454      -38      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     34.6     11.5     78.1     51.5     98.4     97.6      1.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9       11        8       23       23       37       37                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       44,981
COMMITMENTS
  19,191    9,574       31   23,402   34,476   42,624   44,081    2,357      900

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -2,693)
    -299   -2,587       14   -2,208       -7   -2,493   -2,580     -200     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7     21.3      0.1     52.0     76.6     94.8     98.0      5.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20       11        2       11       10       33       21                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      155,622
COMMITMENTS
  45,218   52,359   10,841   66,876   66,174  122,935  129,374   32,687   26,248

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      1,496)
   2,277   -2,236     -828   -3,053    4,241   -1,603    1,178    3,100      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1     33.6      7.0     43.0     42.5     79.0     83.1     21.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      16       31       18       38       39       66       76                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       48,094
COMMITMENTS
   4,663   14,379    2,708   30,542   12,846   37,912   29,932   10,182   18,162

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        924)
     141     -983     -102    2,222      513    2,261     -572   -1,337    1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     29.9      5.6     63.5     26.7     78.8     62.2     21.2     37.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       14        6       16       17       25       34                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      127,199
COMMITMENTS
  53,194   57,649      487   67,184   65,939  120,865  124,074    6,334    3,125

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      7,268)
   8,318    3,211       70   -1,531    4,440    6,857    7,722      410     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8     45.3      0.4     52.8     51.8     95.0     97.5      5.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      59       35        4       25       39       86       76                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      218,821
COMMITMENTS
  30,641   57,505   13,289  151,597  115,522  195,526  186,316   23,295   32,505

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -2,759)
   3,798   -7,636     -145   -8,480    4,384   -4,827   -3,397    2,068      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     26.3      6.1     69.3     52.8     89.4     85.1     10.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      26       35       18       38       55       75       97                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      250,380
COMMITMENTS
  22,224  112,252   12,813  196,726   86,026  231,763  211,092   18,617   39,289

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:    -16,512)
 -19,737   -2,329   -2,853    7,073   -8,655  -15,517  -13,837     -995   -2,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9     44.8      5.1     78.6     34.4     92.6     84.3      7.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      23       48       23       46       47       79      108                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      723,727
COMMITMENTS
 203,089  199,091   30,251  408,531  439,368  641,871  668,710   81,855   55,017

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -2,382)
   5,498   -3,258   -4,322   -2,388    5,771   -1,212   -1,809   -1,170     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     27.5      4.2     56.4     60.7     88.7     92.4     11.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      96       63       43      136      103      249      192                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,633
COMMITMENTS
   4,830    5,730      247   14,822   21,494   19,899   27,471   13,734    6,162

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        171)
       2      -27       -1       44        7       45      -21      126      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     17.0      0.7     44.1     63.9     59.2     81.7     40.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        3        2       14       10       21       15                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,444
COMMITMENTS
   1,803   11,713        0   14,533    7,439   16,336   19,152    8,108    5,292

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -2,017)
  -2,160   -1,225        0       38     -676   -2,122   -1,901      105     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     47.9      0.0     59.5     30.4     66.8     78.4     33.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        6        0        8       10       10       16                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       31,180
COMMITMENTS
   7,312   18,125      345   20,801    9,953   28,458   28,423    2,722    2,757

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      2,886)
  -3,539    6,197      345    6,016   -3,548    2,822    2,994       64     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     58.1      1.1     66.7     31.9     91.3     91.2      8.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       22        4       19        8       34       32                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       42,075
COMMITMENTS
  10,960   19,564      477   27,650   17,346   39,087   37,387    2,988    4,688

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      1,767)
   1,543    1,302     -200      442      473    1,785    1,575      -18      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     46.5      1.1     65.7     41.2     92.9     88.9      7.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      24       36        7       23       25       51       64                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       11,284
COMMITMENTS
   4,606    2,845      342    5,358    6,397   10,306    9,584      978    1,700

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      1,326)
   1,317     -251      170     -233    1,569    1,254    1,488       72     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.8     25.2      3.0     47.5     56.7     91.3     84.9      8.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8       11        1        7        8       15       20                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   21,465,411
COMMITMENTS
 725,738  1578399  9125893 11125489  9871697 20977120 20575988  488,291  889,423

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:  1,468,253)
  70,630  -37,681  966,621  432,431  543,740  1469682  1472679   -1,429   -4,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      7.4     42.5     51.8     46.0     97.7     95.9      2.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      32       89       92      136      149      235      264                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       11,334
COMMITMENTS
   7,923    8,327    1,563      369      529    9,855   10,419    1,479      915

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        426)
     153      -63      398      -82       -1      469      333      -43       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.9     73.5     13.8      3.3      4.7     87.0     91.9     13.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      35       41       22        2        4       48       58                  
 
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                          Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10)                                    OPEN INTEREST:       30,142
COMMITMENTS
  23,524   25,632    1,051      110    2,248   24,685   28,931    5,457    1,211

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     13,321)
  14,816   14,948   -2,067      -12      278   12,737   13,159      584      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    78.0     85.0      3.5      0.4      7.5     81.9     96.0     18.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      94       33        4        1        2       97       37                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:    1,825,732
COMMITMENTS
 124,401  289,554  231,588  1465662  1298983  1821651  1820125    4,081    5,608

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:    126,942)
     337   79,652   16,994  107,759   27,104  125,089  123,750    1,852    3,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     15.9     12.7     80.3     71.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      39       53       62       82       85      157      168                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      296,422
COMMITMENTS
  21,177   36,500   39,944  233,546  219,837  294,667  296,281    1,755      141

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:    113,526)
     321   20,103   13,748   97,766   79,691  111,835  113,542    1,691      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     12.3     13.5     78.8     74.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      26       28       32       38       45       83       86                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      593,396
COMMITMENTS
  81,771   63,269  103,142  344,950  374,627  529,863  541,037   63,533   52,359

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     11,107)
  -2,277    3,904   10,564       13   -3,604    8,299   10,864    2,808      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     10.7     17.4     58.1     63.1     89.3     91.2     10.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     117       81      108      255      238      416      385                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       27,857
COMMITMENTS
     587    1,842        0   23,881   25,351   24,468   27,193    3,389      664

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        867)
    -248        0        0      935      934      687      934      180      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      6.6      0.0     85.7     91.0     87.8     97.6     12.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       19       12       21       13                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,966,979
COMMITMENTS
 408,857  316,343  515,708  1724752  1873135  2649316  2705186  317,663  261,793

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     55,536)
 -11,384   19,521   52,818       63  -18,021   41,497   54,319   14,039    1,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     10.7     17.4     58.1     63.1     89.3     91.2     10.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      530)
     117       81      108      255      238      416      385                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       28,722
COMMITMENTS
   1,655      682        0   23,235   27,367   24,890   28,049    3,832      673

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      2,565)
       3     -546        0    2,413    3,119    2,416    2,573      149       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      2.4      0.0     80.9     95.3     86.7     97.7     13.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        0       18        8       22       10                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      151,769
COMMITMENTS
  61,489   42,924   13,178   23,774   19,543   98,441   75,645   53,328   76,124

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     39,966)
  24,127   19,740    6,618    3,383    2,285   34,128   28,643    5,838   11,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.5     28.3      8.7     15.7     12.9     64.9     49.8     35.1     50.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        5        5        8        4       18       11                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       42,494
COMMITMENTS
  10,513      704      111   22,705   37,626   33,329   38,441    9,165    4,053

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      4,300)
   2,295       45      -27    2,787    4,311    5,055    4,329     -755      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7      1.7      0.3     53.4     88.5     78.4     90.5     21.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      13        3        4       32       26       47       31                  
 
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                     Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 Index Points)                                    OPEN INTEREST:        3,880
COMMITMENTS
   2,092    2,580      719        0       91    2,811    3,390    1,069      490

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        350)
      73      -76      356      -37       29      392      309      -42       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.9     66.5     18.5      0.0      2.3     72.4     87.4     27.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      26       15       11        0        2       31       24                  
 
 
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE                            Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(0.1 Index Points)                                   OPEN INTEREST:       35,375
COMMITMENTS
  32,508   30,137    1,369       50    3,735   33,927   35,241    1,448      134

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     25,235)
  23,991   27,754      775        0   -3,288   24,766   25,241      469       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    91.9     85.2      3.9      0.1     10.6     95.9     99.6      4.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      83       13        2        1        1       84       16                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,609
COMMITMENTS
  15,064   10,740    7,900   20,701   25,288   43,665   43,928    8,945    8,681

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      3,472)
   1,025      968    1,795      299     -384    3,119    2,378      353    1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6     20.4     15.0     39.3     48.1     83.0     83.5     17.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      92       74       69       93       85      215      199                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      263,047
COMMITMENTS
  75,318   53,701   39,500  103,506  126,441  218,323  219,642   44,723   43,405

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     17,361)
   5,126    4,840    8,973    1,495   -1,921   15,594   11,892    1,767    5,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6     20.4     15.0     39.3     48.1     83.0     83.5     17.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      92       74       69       93       85      215      199                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:       99,752
COMMITMENTS
  43,381   76,337    4,361    2,714      322   50,456   81,020   49,297   18,732

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     27,001)
  12,282   30,311      809      412     -231   13,503   30,889   13,499   -3,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5     76.5      4.4      2.7      0.3     50.6     81.2     49.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15       16       10        5        1       27       20                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      194,200
COMMITMENTS
  11,533  106,225    7,929  155,364   48,903  174,826  163,057   19,374   31,143

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        967)
   2,133    2,009   -2,304    1,355      239    1,183      -56     -216    1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9     54.7      4.1     80.0     25.2     90.0     84.0     10.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13       41       15       26       30       48       77                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      471,031
COMMITMENTS
  82,213   87,422   13,671  344,528  350,153  440,412  451,246   30,619   19,786

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      4,809)
   9,235   -1,623    2,203   -6,198    2,933    5,241    3,514     -432    1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     18.6      2.9     73.1     74.3     93.5     95.8      6.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
      65       54       26      154      133      230      202                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       26,521
COMMITMENTS
   4,032      563        0   21,188   25,652   25,220   26,215    1,301      306

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        741)
      -3       42        0      921      736      918      778     -177      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      2.1      0.0     79.9     96.7     95.1     98.8      4.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        0       16        8       21       10                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       15,879
COMMITMENTS
   1,841    7,746        0   10,042    4,855   11,883   12,601    3,996    3,278

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        115)
     208   -1,419        0      352    2,054      560      635     -445     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     48.8      0.0     63.2     30.6     74.8     79.4     25.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        7        0       11        5       15       12                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       44,643
COMMITMENTS
  11,616   13,180       92   26,726   13,952   38,434   27,224    6,209   17,419

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:        446)
  -1,660      614       90    2,585    3,057    1,015    3,761     -569   -3,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     29.5      0.2     59.9     31.3     86.1     61.0     13.9     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       11        3       23       17       41       29                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      197,409
COMMITMENTS
  86,699    2,092    9,477  100,910  185,784  197,086  197,353      323       56

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      9,413)
  11,354       33       17   -1,958    9,375    9,413    9,425        0      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.9      1.1      4.8     51.1     94.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      26        6        7       31       28       59       40                  



Updated January 14, 2022