Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   156,272
Positions
    10,648     30,715      5,571     43,910     36,028      6,369     15,716     29,166     18,126     21,556      2,819        358     34,019     27,120
 
Changes from:       May 17, 2022                                     Total Change is:   -13,065
    -4,619      1,097      1,035        864     -4,594         32     -7,625     -4,483     -3,169       -212        292         -1        629     -3,275
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       19.7        3.6       28.1       23.1        4.1       10.1       18.7       11.6       13.8        1.8        0.2       21.8       17.4
 
Number of Traders in Each Category                                    Total Traders:       112 
         8          7          9         18         17         10         16         25         18         16          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    52,675
Positions
    31,163      1,854        889      6,818     12,738      1,662      1,789     13,081      1,984          0          0          0      8,371     20,468
 
Changes from:       May 17, 2022                                     Total Change is:    -2,683
     1,972        696        144     -1,191     -1,088         72     -4,422       -761        566          0          0          0        176     -2,312
 
Percent of Open Interest Represented by Each Category of Trader
      59.2        3.5        1.7       12.9       24.2        3.2        3.4       24.8        3.8        0.0        0.0        0.0       15.9       38.9
 
Number of Traders in Each Category                                    Total Traders:        46 
         7          .          .          7         12          5          4         14          7          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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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BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   289,100
Positions
   126,945     28,551     14,785     34,740    122,891      7,278     51,543     44,420     28,214      5,336      5,775          0     20,257     37,185
 
Changes from:       May 17, 2022                                     Total Change is:    -1,306
      -675      1,372        -91        774     -3,055        257        189       -324        422       -444       -183          0     -1,737        298
 
Percent of Open Interest Represented by Each Category of Trader
      43.9        9.9        5.1       12.0       42.5        2.5       17.8       15.4        9.8        1.8        2.0        0.0        7.0       12.9
 
Number of Traders in Each Category                                    Total Traders:       135 
         6          7          7         17         38         20         18         39         21          5          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2022                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   262,071
Positions
   135,174      9,835      3,100     46,076    106,531      5,793     23,157     81,489     20,335      1,307      1,537         70     27,060     33,381
 
Changes from:       May 17, 2022                                     Total Change is:      -413
   -14,025      2,050        234        862     -5,076        581      2,971        706      3,531      1,251        145         -1      4,182     -2,584
 
Percent of Open Interest Represented by Each Category of Trader
      51.6        3.8        1.2       17.6       40.6        2.2        8.8       31.1        7.8        0.5        0.6        0.0       10.3       12.7
 
Number of Traders in Each Category                                    Total Traders:       133 
        11          5          8         18         29         21         23         37         24          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2022                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   782,891
Positions
    32,800    321,731     22,007    411,256    167,825     36,761     71,808     90,242     67,245     44,401     13,804      5,263     91,351     58,014
 
Changes from:       May 17, 2022                                     Total Change is:     5,635
    -4,544     16,190      2,466      5,447     -8,183      3,209     -1,387     -7,357     -1,784       -617      1,228       -311      3,155        177
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       41.1        2.8       52.5       21.4        4.7        9.2       11.5        8.6        5.7        1.8        0.7       11.7        7.4
 
Number of Traders in Each Category                                    Total Traders:       352 
        18         16         13        105         46         49         54         53         43         42         18         10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    30,902
Positions
         0     13,724          0     12,608        503      3,070      1,556      9,615         61          0          0          0     13,607      3,929
 
Changes from:       May 17, 2022                                     Total Change is:       -49
         0      1,131          0        -88       -653          0       -462       -638         60          0          0          0        441         51
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       44.4        0.0       40.8        1.6        9.9        5.0       31.1        0.2        0.0        0.0        0.0       44.0       12.7
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          5          0         16          .          7          .          5          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   175,800
Positions
    54,643      3,521      2,510     46,721     86,128      4,872     22,540     31,476     19,298      4,968        630          0     20,248     27,366
 
Changes from:       May 17, 2022                                     Total Change is:    -3,224
      -644        941        721      2,077        281        -24    -11,123     -5,203      2,839      3,494        -47        -28       -536     -2,705
 
Percent of Open Interest Represented by Each Category of Trader
      31.1        2.0        1.4       26.6       49.0        2.8       12.8       17.9       11.0        2.8        0.4        0.0       11.5       15.6
 
Number of Traders in Each Category                                    Total Traders:        95 
        11          .          7         17         20         13         17         22         12          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   179,309
Positions
     9,570     97,647      1,812     82,684      6,396      1,181     68,456     32,123      3,278      4,657     33,763         61      7,610      3,050
 
Changes from:       May 17, 2022                                     Total Change is:     6,121
     8,494      3,581         87     -3,486     -2,095       -737        808      5,095       -208        679        443       -123        606         78
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       54.5        1.0       46.1        3.6        0.7       38.2       17.9        1.8        2.6       18.8        0.0        4.2        1.7
 
Number of Traders in Each Category                                    Total Traders:       176 
         5          8          4         27         12          7         61         31         10         11         21          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    64,116
Positions
       169     44,669        675     43,034      1,400         33      9,937      9,781      4,603      1,774        856         60      3,831      2,039
 
Changes from:       May 17, 2022                                     Total Change is:     8,052
         0          0        615      2,542       -634          0        914      4,020      4,368       -836       -319         60        389        -58
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       69.7        1.1       67.1        2.2        0.1       15.5       15.3        7.2        2.8        1.3        0.1        6.0        3.2
 
Number of Traders in Each Category                                    Total Traders:        73 
         .          4          .         15          4          .         22         14          5          8          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2022                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    59,401
Positions
    39,051      7,542        811      2,008     23,697        249     12,424     17,830      2,553        100      1,132          0      2,204      5,586
 
Changes from:       May 17, 2022                                     Total Change is:    -1,525
       319        811        807        390        702        113     -4,430     -4,467      1,457          0       -527        -25       -157       -396
 
Percent of Open Interest Represented by Each Category of Trader
      65.7       12.7        1.4        3.4       39.9        0.4       20.9       30.0        4.3        0.2        1.9        0.0        3.7        9.4
 
Number of Traders in Each Category                                    Total Traders:        93 
        11          .          .          5         23          .         17         29          8          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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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SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    22,075
Positions
       105     11,259         38     18,819      2,024          0      1,860      6,310        565          0        324          0        688      1,555
 
Changes from:       May 17, 2022                                     Total Change is:    -1,517
       105       -231         38     -1,774        100          0        273     -1,617          0          0        160          0       -159         33
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       51.0        0.2       85.3        9.2        0.0        8.4       28.6        2.6        0.0        1.5        0.0        3.1        7.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          6          .          0          8          9          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    41,721
Positions
    21,056      7,697        223      3,365     11,101        183      9,409      6,406        294      1,267      8,799          5      5,920      7,015
 
Changes from:       May 17, 2022                                     Total Change is:     1,429
     1,254       -467        -34       -303      1,319        -31        616      1,252        -59        124       -405          4       -143       -150
 
Percent of Open Interest Represented by Each Category of Trader
      50.5       18.4        0.5        8.1       26.6        0.4       22.6       15.4        0.7        3.0       21.1        0.0       14.2       16.8
 
Number of Traders in Each Category                                    Total Traders:       101 
        19         11          .         13         12          5         21         17         10          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    83,442
Positions
    42,111     15,393        445      6,730     22,201        366     18,819     12,811        588      2,533     17,598          9     11,841     14,030
 
Changes from:       May 17, 2022                                     Total Change is:     2,858
     2,508       -934        -67       -605      2,637        -62      1,233      2,504       -118        248       -809          7       -286       -300
 
Percent of Open Interest Represented by Each Category of Trader
      50.5       18.4        0.5        8.1       26.6        0.4       22.6       15.4        0.7        3.0       21.1        0.0       14.2       16.8
 
Number of Traders in Each Category                                    Total Traders:       101 
        19         11          .         13         12          5         21         17         10          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    40,602
Positions
    20,800     30,746          0     13,804      4,092      1,053      1,984      3,353          0          0          0          0      2,961      1,358
 
Changes from:       May 17, 2022                                     Total Change is:     1,356
       710        972          0        209         71        -71        244        116          0          0          0          0        264        268
 
Percent of Open Interest Represented by Each Category of Trader
      51.2       75.7        0.0       34.0       10.1        2.6        4.9        8.3        0.0        0.0        0.0        0.0        7.3        3.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         5          5          0         15          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   660,232
Positions
    50,798     66,518     38,774    195,859    138,479     64,509     47,199     77,819    167,667     32,588     39,928      4,605     58,233     61,934
 
Changes from:       May 17, 2022                                     Total Change is:      -524
     2,926      2,478      2,105       -210      5,277     -1,800     -2,493      5,295     -5,183      2,061    -10,881       -154      2,224      2,339
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       10.1        5.9       29.7       21.0        9.8        7.1       11.8       25.4        4.9        6.0        0.7        8.8        9.4
 
Number of Traders in Each Category                                    Total Traders:       575 
        42         36         48        142        102        121         73         89        107         55         32         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    44,531
Positions
    14,957     42,239          0     18,937          0          0      6,669      1,444          0          0          0          0      3,968        848
 
Changes from:       May 17, 2022                                     Total Change is:     1,263
     1,297      1,366          0        514          0          0       -332       -102          0          0          0          0       -216         -1
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       94.9        0.0       42.5        0.0        0.0       15.0        3.2        0.0        0.0        0.0        0.0        8.9        1.9
 
Number of Traders in Each Category                                    Total Traders:        39 
         .         10          0         18          0          0          6          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 3,301,162
Positions
   253,992    332,591    193,869    979,296    692,394    322,545    235,994    389,093    838,337    162,938    199,639     23,026    291,166    309,668
 
Changes from:       May 17, 2022                                     Total Change is:    -2,621
    14,632     12,390     10,523     -1,050     26,385     -9,001    -12,465     26,476    -25,914     10,304    -54,403       -772     11,122     11,694
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       10.1        5.9       29.7       21.0        9.8        7.1       11.8       25.4        4.9        6.0        0.7        8.8        9.4
 
Number of Traders in Each Category                                    Total Traders:       575 
        42         36         48        142        102        121         73         89        107         55         32         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    26,510
Positions
    18,665     23,199          0      4,987        271          0        474      1,770         18          0          0          0      2,366      1,252
 
Changes from:       May 17, 2022                                     Total Change is:    -2,243
    -2,527          0          0        -20       -664          0         31        -39          9          0          0          0        264     -1,549
 
Percent of Open Interest Represented by Each Category of Trader
      70.4       87.5        0.0       18.8        1.0        0.0        1.8        6.7        0.1        0.0        0.0        0.0        8.9        4.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         5          5          0          6          .          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    20,922
Positions
     2,116     20,352          0     12,847          0          0      2,021          0          0          0          0          0      3,938        570
 
Changes from:       May 17, 2022                                     Total Change is:      -568
         0        192          0       -878          0          0        -70       -460          0          0          0          0        380       -300
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       97.3        0.0       61.4        0.0        0.0        9.7        0.0        0.0        0.0        0.0        0.0       18.8        2.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         .         10          0          7          0          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    24,323
Positions
     3,971     21,861          0     14,608        350      1,068      2,057        494          5          0          0          0      2,614        545
 
Changes from:       May 17, 2022                                     Total Change is:     2,031
       559      3,047          0      1,966         43          0       -423       -703          4          0          0          0        -75       -360
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       89.9        0.0       60.1        1.4        4.4        8.5        2.0        0.0        0.0        0.0        0.0       10.7        2.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         5         11          0          9          .          .          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   253,332
Positions
    29,154     17,051          0     32,386      4,050      1,522     13,865    182,137     13,982      2,779          0          0    159,644     34,589
 
Changes from:       May 17, 2022                                     Total Change is:    28,978
     8,706      1,133          0      4,389      1,941        362      4,196     28,820       -209       -467          0          0     12,001     -3,069
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        6.7        0.0       12.8        1.6        0.6        5.5       71.9        5.5        1.1        0.0        0.0       63.0       13.7
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0         11          .          6          5         10          6          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    60,178
Positions
    31,607      2,686        169     17,383     43,885      3,276        637      3,995          2        452          0          0      6,652      6,165
 
Changes from:       May 17, 2022                                     Total Change is:       180
      -463        -20          0        249        130         17         19       -158          2        242          0          0        114        209
 
Percent of Open Interest Represented by Each Category of Trader
      52.5        4.5        0.3       28.9       72.9        5.4        1.1        6.6        0.0        0.8        0.0        0.0       11.1       10.2
 
Number of Traders in Each Category                                    Total Traders:        66 
         6          .          .         24         27         13          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    78,119
Positions
    11,932      9,890      3,055     15,842     12,960      1,204      9,964     13,551     21,827      2,546      4,359      1,607     10,141      9,666
 
Changes from:       May 17, 2022                                     Total Change is:     5,906
     1,801       -298        400        690        312       -233       -581      2,514      2,798       -134         30        311        854         72
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       12.7        3.9       20.3       16.6        1.5       12.8       17.3       27.9        3.3        5.6        2.1       13.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       321 
        36         18         19         50         46         35         45         60         34         29         37         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   390,597
Positions
    59,662     49,451     15,275     79,210     64,799      6,022     49,822     67,754    109,136     12,731     21,795      8,033     50,707     48,332
 
Changes from:       May 17, 2022                                     Total Change is:    29,529
     9,005     -1,492      2,002      3,450      1,559     -1,165     -2,906     12,569     13,990       -672        152      1,555      4,268        358
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       12.7        3.9       20.3       16.6        1.5       12.8       17.3       27.9        3.3        5.6        2.1       13.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       321 
        36         18         19         50         46         35         45         60         34         29         37         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   100,519
Positions
    11,444        681          0      1,026        592          0     15,456     73,949      3,793     10,775      1,302         91     57,934     20,111
 
Changes from:       May 17, 2022                                     Total Change is:    18,736
     6,383     -1,185          0         77         73          0     -8,605     24,785        -13      2,341        362          0     18,553     -5,286
 
Percent of Open Interest Represented by Each Category of Trader
      11.4        0.7        0.0        1.0        0.6        0.0       15.4       73.6        3.8       10.7        1.3        0.1       57.6       20.0
 
Number of Traders in Each Category                                    Total Traders:        42 
         4          .          0          .          .          0         10         12          9          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   556,096
Positions
   230,935     24,389      2,631    146,297    266,277     54,519     49,828    122,093     23,864     27,034     39,010        232     20,756     23,081
 
Changes from:       May 17, 2022                                     Total Change is:     4,899
    10,253     10,844        336      1,592      1,979       -615     -4,943      1,812     -5,351      4,488     -1,270          4       -866     -2,840
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        4.4        0.5       26.3       47.9        9.8        9.0       22.0        4.3        4.9        7.0        0.0        3.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       344 
        32         11          5         70         79         50         39         77         33         13         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    30,094
Positions
     7,298     28,562          0     18,758        403          0      2,476        722          0          0          0          0      1,562        407
 
Changes from:       May 17, 2022                                     Total Change is:       792
         0        539          0      1,280          3          0        -32        387          0          0          0          0       -456       -137
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       94.9        0.0       62.3        1.3        0.0        8.2        2.4        0.0        0.0        0.0        0.0        5.2        1.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          8          0         14          .          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2022                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    12,332
Positions
     1,100      3,236          0      7,203      1,455         37        215      2,086        475        250      1,471          0      3,052      3,572
 
Changes from:       May 17, 2022                                     Total Change is:      -254
     1,100        200          0       -238        -14          0     -1,684        -83        475        250        457          0       -157     -1,289
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       26.2        0.0       58.4       11.8        0.3        1.7       16.9        3.9        2.0       11.9        0.0       24.7       29.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          8          .          .          .          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    51,115
Positions
     2,440      4,978      1,019     23,538      6,277      2,990      8,229      7,472        559      6,993      2,308          0      5,347     25,512
 
Changes from:       May 17, 2022                                     Total Change is:     4,674
      -321      2,330         74      1,040      1,430        993      4,101       -658        557     -1,284      2,308         -1       -485     -2,359
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        9.7        2.0       46.0       12.3        5.8       16.1       14.6        1.1       13.7        4.5        0.0       10.5       49.9
 
Number of Traders in Each Category                                    Total Traders:        58 
         5          7          .         12          7          6          8         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   415,751
Positions
    31,668    167,812      2,952    290,349    147,158     54,432     11,069     20,247      1,568     14,500     15,900         19      9,194      5,663
 
Changes from:       May 17, 2022                                     Total Change is:     3,823
       907     -2,274       -340      5,964      6,014       -412     -2,175      2,129        235       -433        207          0         77     -1,736
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       40.4        0.7       69.8       35.4       13.1        2.7        4.9        0.4        3.5        3.8        0.0        2.2        1.4
 
Number of Traders in Each Category                                    Total Traders:       204 
        11         15          7         77         51         42         15         20          8          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,196,895
Positions
   109,431    437,352      8,769    733,036    430,692    148,017     92,940    106,035      9,824     68,251     27,534      1,540     25,087     27,132
 
Changes from:       May 17, 2022                                     Total Change is:   -23,405
    -4,746    -23,196      2,101     12,931     -8,348      1,428    -12,484      2,307     -1,678    -19,110        403        -52     -1,795      3,630
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       36.5        0.7       61.2       36.0       12.4        7.8        8.9        0.8        5.7        2.3        0.1        2.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       409 
        26         20         10        137         95         88         48         44         29         19         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   226,249
Positions
    17,244    169,851     25,274     20,542          0      2,213    139,150      3,067     19,031      2,277      6,542        140        378        131
 
Changes from:       May 17, 2022                                     Total Change is:     8,948
     4,303      9,514     -1,468      1,835          0          0      4,453      1,396       -104         57         25          0       -128       -415
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       75.1       11.2        9.1        0.0        1.0       61.5        1.4        8.4        1.0        2.9        0.1        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        95 
         8         23         16         15          0          .         30          4         11         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,339,811
Positions
     2,336    121,277     18,522    609,758    274,350    202,029    132,062    360,732     93,284     89,147     59,365      4,990    187,683    205,262
 
Changes from:       May 17, 2022                                     Total Change is:   -67,408
    -3,033    -20,554    -28,962        531     -6,271     -2,154        924     18,244    -46,405     -8,146      2,109     -4,804     24,641     21,388
 
Percent of Open Interest Represented by Each Category of Trader
       0.2        9.1        1.4       45.5       20.5       15.1        9.9       26.9        7.0        6.7        4.4        0.4       14.0       15.3
 
Number of Traders in Each Category                                    Total Traders:       170 
         .         16         11         59         30         61         23         26         36          7          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,389,609
Positions
    20,786     52,928     13,008    751,994    185,703    230,844     71,711    681,679     68,224     68,492     10,316      3,032    161,518    143,875
 
Changes from:       May 17, 2022                                     Total Change is:    85,982
      -609      4,259     -2,474     33,799     -3,931      6,398     13,737     28,866     27,697     -4,767        262      3,032      9,169     21,873
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        3.8        0.9       54.1       13.4       16.6        5.2       49.1        4.9        4.9        0.7        0.2       11.6       10.4
 
Number of Traders in Each Category                                    Total Traders:       147 
         6          8          6         72         26         59          5         21         12          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 2,526,428
Positions
    89,718    244,565     39,725    854,938    416,030    417,237    653,809    539,898    271,133     38,335    364,594     14,329    147,205    218,918
 
Changes from:       May 17, 2022                                     Total Change is:   147,927
     4,209     -5,160     21,169    -75,990     27,379    -29,328    102,309     61,426    121,560     -9,400    -59,421      4,327      9,071      5,974
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        9.7        1.6       33.8       16.5       16.5       25.9       21.4       10.7        1.5       14.4        0.6        5.8        8.7
 
Number of Traders in Each Category                                    Total Traders:       365 
        16         51         20         91         59         83         39         58         40         11         39          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 4,166,899
Positions
    65,802    262,519    162,350  1,645,591  1,082,865    790,850    433,497    341,677    479,228    123,555    422,160     95,547    370,479    529,703
 
Changes from:       May 17, 2022                                     Total Change is:  -421,717
    -1,333     53,152    -90,642      6,493   -104,335    -22,691    -19,872     23,227   -268,373    -32,908    -10,561    -15,663     23,272     14,169
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        6.3        3.9       39.5       26.0       19.0       10.4        8.2       11.5        3.0       10.1        2.3        8.9       12.7
 
Number of Traders in Each Category                                    Total Traders:       399 
        21         27         30        100         80        106         57         63         83         24         27         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,290,337
Positions
    62,985     54,977     10,795    506,018    448,647    235,126    119,353    148,108     68,256    133,308     57,023        830    153,666    266,575
 
Changes from:       May 17, 2022                                     Total Change is:    65,056
    -3,949     22,257      7,915     25,370    -13,023      9,168     10,528      6,945     15,195     -3,082      2,975        356      3,555     13,268
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        4.3        0.8       39.2       34.8       18.2        9.2       11.5        5.3       10.3        4.4        0.1       11.9       20.7
 
Number of Traders in Each Category                                    Total Traders:       149 
         6          9         11         31         54         54         13         18         16          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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     5,425
Positions
         0          0          0          0          0          0      1,710      4,761         97      2,101        215          0      1,517        352
 
Changes from:       May 17, 2022                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0       31.5       87.8        1.8       38.7        4.0        0.0       28.0        6.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          0          0          0          0          0          .          .          .         18          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 4,218,087
Positions
    56,141    403,179     76,378  1,688,341    852,808    908,741    384,903    808,651    356,751    334,115    226,430     19,022    393,695    566,127
 
Changes from:       May 17, 2022                                     Total Change is:    29,585
    13,926     62,169    -51,124     -9,883     97,568    -13,146    111,237    -80,042   -104,456    -16,561        697      4,487     95,106    113,433
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        9.6        1.8       40.0       20.2       21.5        9.1       19.2        8.5        7.9        5.4        0.5        9.3       13.4
 
Number of Traders in Each Category                                    Total Traders:       337 
        18         29         25         81         70         96         40         64         63         16         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,859,067
Positions
   337,502    355,501    792,042          0     28,616     20,650    160,625    149,962    458,735     45,474      5,524      4,750     39,289     43,287
 
Changes from:       May 17, 2022                                     Total Change is:    62,662
    -2,040    -19,426     23,412          0      4,140       -129     28,187     41,201     11,642        -25       -260          0      1,615      2,082
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       19.1       42.6        0.0        1.5        1.1        8.6        8.1       24.7        2.4        0.3        0.3        2.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       116 
        23         33         53          0          .          4         25         20         39          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 is24,720,882
Positions
 2,717,850  1,832,519  4,364,716    735,905    290,377    968,965    401,689  1,206,091 14,737,046     29,281    162,824    320,192    445,239    838,153
 
Changes from:       May 17, 2022                                     Total Change is:  -318,293
   -29,384    -30,518    -21,380      4,262   -104,071     75,957    -49,170     75,115   -278,900     -1,652     15,465      2,094    -20,119    -52,054
 
Percent of Open Interest Represented by Each Category of Trader
      11.0        7.4       17.7        3.0        1.2        3.9        1.6        4.9       59.6        0.1        0.7        1.3        1.8        3.4
 
Number of Traders in Each Category                                    Total Traders:       241 
        23         37         57         20         17         29         37         73         97         13         19         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 6,238,054
Positions
 1,933,704  1,502,820  1,435,166     70,856    331,236    145,215    622,502    822,462  1,929,802     59,211     32,603     30,696     10,901      8,053
 
Changes from:       May 17, 2022                                     Total Change is:   427,129
   119,509    108,944      3,861       -637     33,015      8,249     65,739     46,789    227,684      4,972        400       -792     -1,456     -1,020
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       24.1       23.0        1.1        5.3        2.3       10.0       13.2       30.9        0.9        0.5        0.5        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:       352 
        53         67         97         13         24         21         69         54         90         25         33         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   453,973
Positions
   139,030    162,757    134,947      3,637     20,361        288     91,729     50,496     78,504      4,297      5,307      1,056        485        257
 
Changes from:       May 17, 2022                                     Total Change is:    29,322
        72      9,904      4,623        -24      1,904        288     17,606      6,344      6,955        147       -147         50       -395       -599
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       35.9       29.7        0.8        4.5        0.1       20.2       11.1       17.3        0.9        1.2        0.2        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:       129 
        25         39         42          .          .          .         24         27         34          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
THREE-MONTH BLOOMBERG  ST BANK - CHICAGO MERCANTILE EXCHANGE   ($2,500 x contract-grade IMM Index)                                                         
CFTC Code #157741                                                    Open Interest is    24,881
Positions
     4,344      4,209      5,345          0          0          0      1,821      1,974     13,337          0          0          0         34         16
 
Changes from:       May 17, 2022                                     Total Change is:       291
       310          0          0          0          0          0       -291         58        238          0          0          0         34         -5
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       16.9       21.5        0.0        0.0        0.0        7.3        7.9       53.6        0.0        0.0        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          .          0          0          0          9          4         12          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #342601                                                    Open Interest is   162,168
Positions
    11,910     31,949      3,908          0          0          0     57,754     62,559     40,747     44,555     19,667      3,294          0         44
 
Changes from:       May 17, 2022                                     Total Change is:     8,649
         0       -104          0          0          0          0      8,649      7,948          0          0        805          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       19.7        2.4        0.0        0.0        0.0       35.6       38.6       25.1       27.5       12.1        2.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          0          0          0          .          5          .          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    12,862
Positions
       191      1,349         24      5,748        566        116      1,977      7,502      1,354      2,206        693         96      1,151      1,162
 
Changes from:       May 17, 2022                                     Total Change is:       198
        -1        273        -13       -267        -75         32        720       -411         51       -314        254         -7         -2         95
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.5        0.2       44.7        4.4        0.9       15.4       58.3       10.5       17.1        5.4        0.7        8.9        9.0
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          .          .          6          6          .         15         46         16          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    25,987
Positions
     1,807         50          0        214        415          0      3,749     15,083      4,707     12,029      2,976         37      3,444      2,718
 
Changes from:       May 17, 2022                                     Total Change is:     4,565
      -792          0          0        -48         -6          0        -93      1,589      2,313      3,246        302        -13        -48        381
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        0.2        0.0        0.8        1.6        0.0       14.4       58.0       18.1       46.3       11.5        0.1       13.3       10.5
 
Number of Traders in Each Category                                    Total Traders:       115 
         5          .          0          .          .          0          8         17          8         40         39          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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     3,443
Positions
        91        144          0          0        274          3        983      2,126        193      1,401         59         20        752        624
 
Changes from:       May 17, 2022                                     Total Change is:      -203
        -6          4        -32          0         22          0        234       -214         50       -427         59        -36         14        -56
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        4.2        0.0        0.0        8.0        0.1       28.6       61.7        5.6       40.7        1.7        0.6       21.8       18.1
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          .          0          0          4          .         11         20          5          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   102,527
Positions
         0     12,740          1         88        240          0     87,380     76,786      1,332     11,850     10,182        572      1,304        675
 
Changes from:       May 17, 2022                                     Total Change is:    12,115
         0       -270          1          0        240          0     12,464     11,649       -146       -308        468         66         38        107
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.4        0.0        0.1        0.2        0.0       85.2       74.9        1.3       11.6        9.9        0.6        1.3        0.7
 
Number of Traders in Each Category                                    Total Traders:       124 
         0          .          .          .          .          0          7         10          .         62         42          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    61,989
Positions
       972     29,722          0     30,672      1,424        482     14,301     26,405        376      9,870      1,131        193      5,123      2,256
 
Changes from:       May 17, 2022                                     Total Change is:       -27
       217        912          0        100        711        -48     -1,460     -1,139        101      1,389       -703         54       -379         85
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       47.9        0.0       49.5        2.3        0.8       23.1       42.6        0.6       15.9        1.8        0.3        8.3        3.6
 
Number of Traders in Each Category                                    Total Traders:       126 
         .          .          0         19          5          4         33         18          4         33         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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   275,032
Positions
    32,921     19,847     13,037     66,223     27,101     42,151     32,868     83,367     46,740     13,186      7,495      4,964     22,942     30,330
 
Changes from:       May 17, 2022                                     Total Change is:   -36,261
    -5,254     -7,308     -3,097      2,167     -3,481       -355      3,432      9,412    -28,068       -145      2,780     -4,276       -665     -1,868
 
Percent of Open Interest Represented by Each Category of Trader
      12.0        7.2        4.7       24.1        9.9       15.3       12.0       30.3       17.0        4.8        2.7        1.8        8.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       167 
        13         17         17         18         21         23         31         41         40          6         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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    34,410
Positions
     1,123     20,433          0     21,523      2,245      1,235      5,408      9,430        832      3,601         50         52        636        133
 
Changes from:       May 17, 2022                                     Total Change is:    -1,383
    -5,780          0          0       -548      1,119         70      4,699     -1,117        -29        232     -1,533         52        -79         55
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       59.4        0.0       62.5        6.5        3.6       15.7       27.4        2.4       10.5        0.1        0.2        1.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        47 
         4          .          0         16          .          .          7          6          .         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated May 27, 2022