Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   160,661
Positions
     8,682     32,078      6,338     43,269     29,867      6,185     29,261     40,408     16,656     19,139      2,059         30     31,100     27,039
 
Changes from:       June 21, 2022                                    Total Change is:       135
     2,504     -2,472       -202     -2,769      3,150         20      2,529      1,251       -811     -1,094       -615         24        -65       -210
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       20.0        3.9       26.9       18.6        3.8       18.2       25.2       10.4       11.9        1.3        0.0       19.4       16.8
 
Number of Traders in Each Category                                    Total Traders:       112 
         9          4          8         18         17          9         18         28         15         15          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    43,254
Positions
    19,801        736      1,506      2,970     11,397      1,123      6,562      7,940      1,640          0          0          0      9,652     18,912
 
Changes from:       June 21, 2022                                    Total Change is:     2,583
       823         -5        -14       -396     -1,011       -301      2,163      2,118        402          0          0          0        -93      1,395
 
Percent of Open Interest Represented by Each Category of Trader
      45.8        1.7        3.5        6.9       26.3        2.6       15.2       18.4        3.8        0.0        0.0        0.0       22.3       43.7
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          4          .         10          .         11          7          6          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   263,137
Positions
   100,720     28,018     10,341     36,588    111,460      6,660     56,582     38,142     25,214      6,143      6,004        701     20,188     36,597
 
Changes from:       June 21, 2022                                    Total Change is:     3,066
    -5,724      3,969        736       -639     -2,111        358      4,225     -3,152         61      2,816        -14        138      1,096      3,081
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       10.6        3.9       13.9       42.4        2.5       21.5       14.5        9.6        2.3        2.3        0.3        7.7       13.9
 
Number of Traders in Each Category                                    Total Traders:       132 
         7          7          7         17         35         16         22         34         21          5          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   242,708
Positions
   118,083      6,607      4,521     38,964     96,523      7,355     23,355     60,959     23,489      2,865      3,522          0     24,077     39,732
 
Changes from:       June 21, 2022                                    Total Change is:    -7,482
    -3,184        537     -1,418       -201        173        331      1,996     -5,590     -2,063     -1,952      2,151        -32       -960     -1,572
 
Percent of Open Interest Represented by Each Category of Trader
      48.7        2.7        1.9       16.1       39.8        3.0        9.6       25.1        9.7        1.2        1.5        0.0        9.9       16.4
 
Number of Traders in Each Category                                    Total Traders:       132 
        10          4          7         19         27         21         20         43         26          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   729,664
Positions
    40,152    326,550     11,018    400,123    152,465     29,513     60,868     79,550     54,000     41,231     13,426      6,438     86,320     56,705
 
Changes from:       June 21, 2022                                    Total Change is:      -792
       871     11,565        587      4,451    -11,626       -984     -2,619     -2,797         36     -1,653        431       -133     -1,348      2,129
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       44.8        1.5       54.8       20.9        4.0        8.3       10.9        7.4        5.7        1.8        0.9       11.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       339 
        18         14         13        106         39         46         48         54         42         42         18         11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    34,107
Positions
         0     17,626          0     16,009        477      2,524        889      9,085        438          0          0          0     14,247      3,957
 
Changes from:       June 21, 2022                                    Total Change is:      -317
         0          0          0        179          0       -122          0       -389          0          0          0          0       -374        194
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       51.7        0.0       46.9        1.4        7.4        2.6       26.6        1.3        0.0        0.0        0.0       41.8       11.6
 
Number of Traders in Each Category                                    Total Traders:        29 
         0          .          0         18          .          7          .          6          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   158,634
Positions
    39,604      3,561      1,982     51,719     69,128      6,237     15,584     31,613     20,943      1,395         12        351     20,821     24,807
 
Changes from:       June 21, 2022                                    Total Change is:     4,826
     1,976        148        150     -3,904     -1,837        683      1,808      1,477      2,835         79          2        130      1,068      1,237
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        2.2        1.2       32.6       43.6        3.9        9.8       19.9       13.2        0.9        0.0        0.2       13.1       15.6
 
Number of Traders in Each Category                                    Total Traders:        86 
         8          4          5         15         16         12         13         24         17          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   195,688
Positions
     5,754    119,196      1,961    115,556      7,960        505     58,813     17,722      1,800      4,209     44,334          0      7,090      2,210
 
Changes from:       June 21, 2022                                    Total Change is:     2,251
   -10,170      2,033          5     18,335      1,425       -321     -5,416     -1,709       -101       -718      1,251        -91        728       -241
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       60.9        1.0       59.1        4.1        0.3       30.1        9.1        0.9        2.2       22.7        0.0        3.6        1.1
 
Number of Traders in Each Category                                    Total Traders:       145 
         6          7          .         23         12          4         53         21          9         10         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    60,138
Positions
       105     41,368      4,204     27,006      1,177         30     22,953     10,793        250      2,283        512          0      3,307      1,804
 
Changes from:       June 21, 2022                                    Total Change is:    -8,720
        -4       -221      3,840    -30,223       -145          0     16,723    -12,200        249        626       -460          0         69        217
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       68.8        7.0       44.9        2.0        0.0       38.2       17.9        0.4        3.8        0.9        0.0        5.5        3.0
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          4          .         12          4          .         15         20          4         10          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    40,338
Positions
    20,872      3,276         49      1,657     19,132        405     14,516     11,231        196        364        530         22      2,257      5,497
 
Changes from:       June 21, 2022                                    Total Change is:    -2,552
       478         46        -21     -1,290     -1,571        380     -2,365     -1,641        133          0         82         22        111         18
 
Percent of Open Interest Represented by Each Category of Trader
      51.7        8.1        0.1        4.1       47.4        1.0       36.0       27.8        0.5        0.9        1.3        0.1        5.6       13.6
 
Number of Traders in Each Category                                    Total Traders:        95 
        10          .          .          7         21          4         26         23          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    31,842
Positions
       269     22,751         36     26,582      2,726        257      1,809      2,767      1,756        121          0         24        988      1,525
 
Changes from:       June 21, 2022                                    Total Change is:    -2,093
       118       -308         36     -2,035        661        -20       -231     -2,578        -16        121          0         24        -90        108
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       71.4        0.1       83.5        8.6        0.8        5.7        8.7        5.5        0.4        0.0        0.1        3.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          4          .          4          5          .          7          8          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    33,461
Positions
    16,991      3,160        117      3,904      8,488        241      6,158      4,446        636        388      9,074          8      5,019      7,293
 
Changes from:       June 21, 2022                                    Total Change is:    -1,109
      -736       -696         17       -434       -285         33       -312     -1,038        564        -22        -47          0       -220        342
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        9.4        0.3       11.7       25.4        0.7       18.4       13.3        1.9        1.2       27.1        0.0       15.0       21.8
 
Number of Traders in Each Category                                    Total Traders:        85 
        14          9          .         13         15          4         14         14         11          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    66,921
Positions
    33,981      6,319        234      7,808     16,975        481     12,316      8,891      1,271        776     18,148         15     10,038     14,586
 
Changes from:       June 21, 2022                                    Total Change is:    -2,218
    -1,472     -1,391         33       -867       -569         66       -623     -2,076      1,129        -43        -94          0       -440        685
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        9.4        0.3       11.7       25.4        0.7       18.4       13.3        1.9        1.2       27.1        0.0       15.0       21.8
 
Number of Traders in Each Category                                    Total Traders:        85 
        14          9          .         13         15          4         14         14         11          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    42,262
Positions
    19,652     22,656          0     15,561     14,328      1,651      2,843      2,015          0          0          0          0      2,555      1,612
 
Changes from:       June 21, 2022                                    Total Change is:     1,187
       990      1,251          0     -1,500        749        -11      1,593       -939         -5          0          0          0        120        142
 
Percent of Open Interest Represented by Each Category of Trader
      46.5       53.6        0.0       36.8       33.9        3.9        6.7        4.8        0.0        0.0        0.0        0.0        6.0        3.8
 
Number of Traders in Each Category                                    Total Traders:        33 
         5          6          0         17          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   647,804
Positions
    73,733     48,536     32,011    201,630    161,854     62,016     27,372     82,259    166,131     26,009     30,740      4,906     53,996     59,351
 
Changes from:       June 21, 2022                                    Total Change is:   -12,786
     5,540     -3,731     -1,556     -1,846     -4,104     -2,132    -10,882      3,292      1,638     -2,763     -5,600       -244       -541       -349
 
Percent of Open Interest Represented by Each Category of Trader
      11.4        7.5        4.9       31.1       25.0        9.6        4.2       12.7       25.6        4.0        4.7        0.8        8.3        9.2
 
Number of Traders in Each Category                                    Total Traders:       577 
        39         31         40        149        107        122         65        105        110         45         33         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    32,942
Positions
     8,098     26,660          0     13,613      2,625          0      6,636      2,441        559          0          0          0      4,036        657
 
Changes from:       June 21, 2022                                    Total Change is:     1,719
     3,370     -2,969          0     -1,163      2,625          0       -710      2,441        559          0          0          0       -337       -937
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       80.9        0.0       41.3        8.0        0.0       20.1        7.4        1.7        0.0        0.0        0.0       12.3        2.0
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          7          0         12          .          0          8          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 3,239,020
Positions
   368,666    242,679    160,056  1,008,151    809,269    310,081    136,858    411,296    830,653    130,044    153,700     24,532    269,979    296,753
 
Changes from:       June 21, 2022                                    Total Change is:   -63,931
    27,698    -18,655     -7,780     -9,232    -20,519    -10,662    -54,408     16,459      8,190    -13,815    -28,001     -1,219     -2,703     -1,743
 
Percent of Open Interest Represented by Each Category of Trader
      11.4        7.5        4.9       31.1       25.0        9.6        4.2       12.7       25.6        4.0        4.7        0.8        8.3        9.2
 
Number of Traders in Each Category                                    Total Traders:       577 
        39         31         40        149        107        122         65        105        110         45         33         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    20,522
Positions
    13,924     15,112          0      4,531      1,454        330        437      1,678          0          0        208          0      1,300      1,740
 
Changes from:       June 21, 2022                                    Total Change is:      -551
       467     -1,155          0       -503        774        330        -38       -173          0          0        -74          0       -807       -253
 
Percent of Open Interest Represented by Each Category of Trader
      67.8       73.6        0.0       22.1        7.1        1.6        2.1        8.2        0.0        0.0        1.0        0.0        6.3        8.5
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          6          0          5          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    19,691
Positions
     2,171     19,151          0     12,572          0          0      1,537          0          0          0          0          0      3,411        540
 
Changes from:       June 21, 2022                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       97.3        0.0       63.8        0.0        0.0        7.8        0.0        0.0        0.0        0.0        0.0       17.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          7          0          7          0          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    21,372
Positions
       783     18,093          0     15,330        321      1,034      1,883      1,071          0          0          0          0      2,342        853
 
Changes from:       June 21, 2022                                    Total Change is:     1,961
        29      2,015          0      2,528         32          0        166        224          0          0          0          0       -762       -310
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       84.7        0.0       71.7        1.5        4.8        8.8        5.0        0.0        0.0        0.0        0.0       11.0        4.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          0          9          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   116,024
Positions
     8,046      3,349          0     36,179          0         20      7,160     65,752     11,352          0         18          0     53,267     35,533
 
Changes from:       June 21, 2022                                    Total Change is:     8,051
     3,646      1,189          0     -1,633          0       -165        688      4,478      3,130          0         18          0      2,385       -600
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        2.9        0.0       31.2        0.0        0.0        6.2       56.7        9.8        0.0        0.0        0.0       45.9       30.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          .          0         10          0          .          .          9          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   212,036
Positions
    72,006     73,472     95,884          0          0          0      3,081      1,012     39,538          0          0          0      1,527      2,130
 
Changes from:       June 21, 2022                                    Total Change is:     7,400
       500      3,000      3,000          0          0          0      2,081       -419      1,819          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       34.7       45.2        0.0        0.0        0.0        1.5        0.5       18.6        0.0        0.0        0.0        0.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         6          7          9          0          0          0          .          .          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    56,074
Positions
    28,870      1,516        121     15,508     40,986      3,253      1,632      3,951         40          0          0          0      6,650      6,207
 
Changes from:       June 21, 2022                                    Total Change is:    -1,727
      -309        679        -65     -1,815     -1,953       -125        651       -125         21          0       -387          0        -85        228
 
Percent of Open Interest Represented by Each Category of Trader
      51.5        2.7        0.2       27.7       73.1        5.8        2.9        7.0        0.1        0.0        0.0        0.0       11.9       11.1
 
Number of Traders in Each Category                                    Total Traders:        64 
         7          .          .         22         25         12          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    66,806
Positions
     9,384      8,503      1,142     16,074     12,253      1,981     11,242     14,900     15,355      2,835      3,121        865      7,927      8,687
 
Changes from:       June 21, 2022                                    Total Change is:     4,013
     1,884      1,517       -152         -7       -480        471        765      1,432      1,943         63       -224       -180       -776       -314
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       12.7        1.7       24.1       18.3        3.0       16.8       22.3       23.0        4.2        4.7        1.3       11.9       13.0
 
Number of Traders in Each Category                                    Total Traders:       309 
        29         17         12         52         43         27         44         62         37         28         34         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   334,030
Positions
    46,921     42,513      5,709     80,371     61,263      9,906     56,211     74,499     76,774     14,177     15,604      4,326     39,636     43,437
 
Changes from:       June 21, 2022                                    Total Change is:    20,064
     9,421      7,583       -760        -33     -2,401      2,357      3,826      7,159      9,717        317     -1,120       -902     -3,880     -1,569
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       12.7        1.7       24.1       18.3        3.0       16.8       22.3       23.0        4.2        4.7        1.3       11.9       13.0
 
Number of Traders in Each Category                                    Total Traders:       309 
        29         17         12         52         43         27         44         62         37         28         34         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    62,027
Positions
     2,713        298          0      1,337      2,189          0     17,469     11,641      6,724        520      1,061        300     32,964     39,814
 
Changes from:       June 21, 2022                                    Total Change is:    -1,009
       360        298          0       -289        478          0    -12,110       -224      4,597         -8       -526        100      6,341     -5,733
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        0.5        0.0        2.2        3.5        0.0       28.2       18.8       10.8        0.8        1.7        0.5       53.1       64.2
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          .          .          0          9         10          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   585,584
Positions
   245,527     28,532      2,013    150,371    274,850     52,801     77,523    145,101     21,669     15,579     35,125        495     19,605     24,998
 
Changes from:       June 21, 2022                                    Total Change is:       650
     6,664      1,004       -323     -1,271     -8,031        295      3,338      8,902      1,088     -9,156     -5,540        435       -421      2,819
 
Percent of Open Interest Represented by Each Category of Trader
      41.9        4.9        0.3       25.7       46.9        9.0       13.2       24.8        3.7        2.7        6.0        0.1        3.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       335 
        30         11          4         76         75         54         40         75         32          8         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    27,466
Positions
     4,380     25,993          0     19,155        365          0      1,840        221          0          0          0          0      2,091        887
 
Changes from:       June 21, 2022                                    Total Change is:    -1,360
      -245     -1,075          0     -1,322          1          0       -348       -292          0          0          0          0        555          6
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       94.6        0.0       69.7        1.3        0.0        6.7        0.8        0.0        0.0        0.0        0.0        7.6        3.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          8          0         12          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    13,442
Positions
         0      3,058          0      7,999      2,250         76      2,164      1,986          0      1,026      3,409          0      2,177      2,663
 
Changes from:       June 21, 2022                                    Total Change is:     1,062
         0         22          0        250        110          5        589        430          0        235        573          0        -17        -78
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       22.7        0.0       59.5       16.7        0.6       16.1       14.8        0.0        7.6       25.4        0.0       16.2       19.8
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0          9          4          4          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    56,111
Positions
     7,176      3,789        763     24,399      6,019      3,575      5,184      9,574         99      9,603        252          0      5,312     32,040
 
Changes from:       June 21, 2022                                    Total Change is:     4,913
      -497        560        139      1,399         53         34      1,953       -694         99      1,669          0         -2        119      4,724
 
Percent of Open Interest Represented by Each Category of Trader
      12.8        6.8        1.4       43.5       10.7        6.4        9.2       17.1        0.2       17.1        0.4        0.0        9.5       57.1
 
Number of Traders in Each Category                                    Total Traders:        61 
         7          8          .         11          5          6          7         16          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   390,709
Positions
    33,794    151,032      1,059    267,849    156,544     51,564     15,373     15,895      1,391     11,593      7,634        369      7,717      5,221
 
Changes from:       June 21, 2022                                    Total Change is:     4,255
     3,301      3,943       -936      4,565       -548        197     -1,799     -2,490        108     -2,453      3,325         93      1,179        563
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       38.7        0.3       68.6       40.1       13.2        3.9        4.1        0.4        3.0        2.0        0.1        2.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       192 
        12         14          .         65         56         42         14         16          7          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,091,678
Positions
   120,397    337,672     21,282    639,067    420,529    134,757     71,995    120,285      7,307     68,356     22,868      2,078     26,439     24,900
 
Changes from:       June 21, 2022                                    Total Change is:      -757
    15,549     -9,479        257      6,718    -10,853      1,649    -15,132     16,859       -501    -10,594     -1,841        264      1,033      2,888
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       30.9        1.9       58.5       38.5       12.3        6.6       11.0        0.7        6.3        2.1        0.2        2.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       403 
        27         20         12        138         92         82         45         44         26         20         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   227,292
Positions
    16,617    172,317     21,808     23,680          0      3,658    142,144      3,377     16,126      2,490      6,720        140        629      3,146
 
Changes from:       June 21, 2022                                    Total Change is:     3,747
     1,716        588       -640        100          0       -100      1,689        160        696         39         37          0        247      3,006
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       75.8        9.6       10.4        0.0        1.6       62.5        1.5        7.1        1.1        3.0        0.1        0.3        1.4
 
Number of Traders in Each Category                                    Total Traders:        96 
         8         23         16         13          0          .         29          5         10         13          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,292,661
Positions
     3,162    106,744     26,974    634,023    295,401    209,717     90,918    318,984     66,469     80,669     88,406      7,697    173,031    172,268
 
Changes from:       June 21, 2022                                    Total Change is:   -38,091
     1,368      1,315    -10,678      5,390      1,274     -6,896     -3,072      4,944    -28,569      1,867     14,470     -4,367      6,867     -9,583
 
Percent of Open Interest Represented by Each Category of Trader
       0.2        8.3        2.1       49.0       22.9       16.2        7.0       24.7        5.1        6.2        6.8        0.6       13.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       179 
         4         17         15         62         32         59         17         32         32          6          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,285,320
Positions
    19,244     58,421      2,717    781,159    206,744    221,723     33,365    656,704     11,532     67,106      9,640          0    148,474    117,839
 
Changes from:       June 21, 2022                                    Total Change is:     3,822
    -3,227      8,514        691     22,806        603     -4,752    -12,812        365      2,044     -2,989     -3,278          0      2,061       -365
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        4.5        0.2       60.8       16.1       17.3        2.6       51.1        0.9        5.2        0.8        0.0       11.6        9.2
 
Number of Traders in Each Category                                    Total Traders:       150 
         6         10          .         77         24         62          6         19          7          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 2,125,308
Positions
    87,459    253,241     14,031    876,693    551,446    369,935    511,846    357,303    111,353     18,366    239,711      1,278    134,347    227,010
 
Changes from:       June 21, 2022                                    Total Change is:    29,870
    -5,873     31,505        577     25,536     23,323      8,029     51,706     34,367    -38,958    -11,512    -35,480        185        180      6,321
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       11.9        0.7       41.3       25.9       17.4       24.1       16.8        5.2        0.9       11.3        0.1        6.3       10.7
 
Number of Traders in Each Category                                    Total Traders:       352 
        12         47         11         91         67         86         42         51         36          8         34          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 4,028,201
Positions
    51,566    260,355    176,747  1,673,515  1,083,300    751,834    418,961    293,595    429,393    128,294    485,788     61,305    336,585    485,885
 
Changes from:       June 21, 2022                                    Total Change is:  -298,029
    -9,641     20,366    -54,641     19,260     -8,096    -54,935     62,757     11,722   -196,959    -49,152     29,384    -32,545     17,828    -12,325
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        6.5        4.4       41.5       26.9       18.7       10.4        7.3       10.7        3.2       12.1        1.5        8.4       12.1
 
Number of Traders in Each Category                                    Total Traders:       399 
        16         36         32         98         88        113         49         61         78         21         30         12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 1,198,262
Positions
    64,539     31,235      1,815    479,389    441,720    259,700    106,388    111,310     32,255    122,747     62,818          0    131,429    257,409
 
Changes from:       June 21, 2022                                    Total Change is:   -10,480
     5,691        901        969      1,779      1,662      2,970    -36,508    -11,153     -5,890     -3,271       -406       -150     23,930        617
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        2.6        0.2       40.0       36.9       21.7        8.9        9.3        2.7       10.2        5.2        0.0       11.0       21.5
 
Number of Traders in Each Category                                    Total Traders:       138 
         5          6          4         34         55         54         10         12         12          7          9          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 4,214,615
Positions
    44,293    601,983     55,237  1,739,270    861,248    893,374    428,315    705,521    322,219    420,005    290,562      9,936    301,967    474,536
 
Changes from:       June 21, 2022                                    Total Change is:   -59,839
    -4,483     50,613    -29,947     14,991    -30,684        442     53,011     52,910    -92,491     12,170     12,588     -6,229     -7,304    -17,042
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       14.3        1.3       41.3       20.4       21.2       10.2       16.7        7.6       10.0        6.9        0.2        7.2       11.3
 
Number of Traders in Each Category                                    Total Traders:       324 
        10         37         22         81         71         89         38         46         47         15         26          6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,748,855
Positions
   316,365    294,058    584,278        956     58,649     15,522    352,108    350,504    390,362     49,578      6,616        500     39,186     48,366
 
Changes from:       June 21, 2022                                    Total Change is:   102,551
    66,239    -44,841     -5,398       -150      2,954     -1,715     31,501    124,299     18,474       -142      4,800     -1,894     -4,364      5,872
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       16.8       33.4        0.1        3.4        0.9       20.1       20.0       22.3        2.8        0.4        0.0        2.2        2.8
 
Number of Traders in Each Category                                    Total Traders:       126 
        33         26         54          .          5          .         23         30         45          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                                   
CFTC Code #132741                                                    Open Interest is21,313,559
Positions
 2,402,542  1,871,060  3,419,942  1,267,414    173,911    766,871    374,911  1,508,091 12,305,284     31,212    167,838    297,885    447,498    802,676
 
Changes from:       June 21, 2022                                    Total Change is:    32,926
   -37,093     -6,442     60,236    238,625    -11,899    -14,128      1,543    203,848   -177,256    -10,481     14,373    -16,789    -11,730    -19,017
 
Percent of Open Interest Represented by Each Category of Trader
      11.3        8.8       16.0        5.9        0.8        3.6        1.8        7.1       57.7        0.1        0.8        1.4        2.1        3.8
 
Number of Traders in Each Category                                    Total Traders:       230 
        23         35         53         23         12         26         33         71         93         17         12         18
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is 7,947,327
Positions
 2,037,700  1,990,661  1,287,662    540,145    481,917    156,439    716,470    849,789  3,098,819     70,281     44,289     21,677     18,135     16,074
 
Changes from:       June 21, 2022                                    Total Change is:   608,374
    48,289    122,208     38,852    176,761     41,732        270     82,577    153,909    256,933      1,409     -3,287     -1,218      4,500     -1,025
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       25.0       16.2        6.8        6.1        2.0        9.0       10.7       39.0        0.9        0.6        0.3        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:       367 
        45         76        100         15         23         23         57         71        104         28         40         35
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   605,649
Positions
    84,760    326,992    126,800      2,353      9,597        925    295,999     46,188     91,496      2,851      2,893        312        153        446
 
Changes from:       June 21, 2022                                    Total Change is:   117,300
   -23,162     72,276     18,303      1,000      6,452        -29    105,119      3,941     16,300       -133         95        -17        -81        -21
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       54.0       20.9        0.4        1.6        0.2       48.9        7.6       15.1        0.5        0.5        0.1        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:       138 
        25         47         38          .          .          .         28         24         36          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    14,599
Positions
       153      2,017        222      6,718      1,088        154      2,402      7,676      1,654      2,062        426        316        918      1,046
 
Changes from:       June 21, 2022                                    Total Change is:      -569
        91        -10        115       -356         76         47        768        -26       -299       -273        110       -470       -192       -112
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       13.8        1.5       46.0        7.5        1.1       16.5       52.6       11.3       14.1        2.9        2.2        6.3        7.2
 
Number of Traders in Each Category                                    Total Traders:       104 
         .          .          .          4         10          .         19         46         21         10          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    16,429
Positions
       668        340          0        130        973         55      3,475      7,330      3,580      5,295      1,847         24      3,202      2,279
 
Changes from:       June 21, 2022                                    Total Change is:    -7,030
    -1,252       -301          0        -51        197        -36       -762     -7,748      1,293     -5,498       -227          1       -723       -209
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        2.1        0.0        0.8        5.9        0.3       21.2       44.6       21.8       32.2       11.2        0.1       19.5       13.9
 
Number of Traders in Each Category                                    Total Traders:       131 
         5          .          0          .          .          .         10         22          9         50         36          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     3,967
Positions
        91        294          0          0        449          3      1,499      2,175        138      1,449        226        105        682        577
 
Changes from:       June 21, 2022                                    Total Change is:       352
         0        217          0          0       -120          0        522        408        -44        -28        -29          0        -98        -80
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        7.4        0.0        0.0       11.3        0.1       37.8       54.8        3.5       36.5        5.7        2.6       17.2       14.5
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          .          0          0          5          .         11         21          .          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    34,952
Positions
     7,959          0          0        138      1,489          0      9,478     21,608      3,661     12,419      7,400        161      1,136        633
 
Changes from:       June 21, 2022                                    Total Change is:    -2,523
    -8,104          0          0          0        171          0      7,761     -2,006       -821       -348        666       -376       -635       -157
 
Percent of Open Interest Represented by Each Category of Trader
      22.8        0.0        0.0        0.4        4.3        0.0       27.1       61.8       10.5       35.5       21.2        0.5        3.2        1.8
 
Number of Traders in Each Category                                    Total Traders:       116 
         .          0          0          .          .          0         10          .          .         67         31          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    63,304
Positions
       895     38,707          0     30,221      1,053        503     17,364     17,890        326      8,471      2,657         71      5,453      2,097
 
Changes from:       June 21, 2022                                    Total Change is:     4,598
       277        276          0       -128        378         54      2,563      3,598         -7      1,009      1,060        -57        887       -704
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       61.1        0.0       47.7        1.7        0.8       27.4       28.3        0.5       13.4        4.2        0.1        8.6        3.3
 
Number of Traders in Each Category                                    Total Traders:       120 
         .          .          0         17          5          .         39         13          4         29         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   257,123
Positions
    22,418     14,084     13,345     96,624     25,369     35,894     18,982     94,511     33,038      7,452      4,292      7,247     22,123     29,343
 
Changes from:       June 21, 2022                                    Total Change is:      -807
    -2,727     -3,329     -1,565      5,237      1,706         80     -3,315       -629      3,010     -1,012       -978       -920        405      1,818
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        5.5        5.2       37.6        9.9       14.0        7.4       36.8       12.8        2.9        1.7        2.8        8.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       150 
        10         15         18         23         20         22         22         44         38          .          8         11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2022                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    65,594
Positions
    38,203     49,963         10     18,845      3,697      1,720      4,481      9,080        787      1,092        189          0        456        148
 
Changes from:       June 21, 2022                                    Total Change is:       424
       -35      1,011         10     -1,261          0        485        624     -1,091          0        592         20          0          9        -11
 
Percent of Open Interest Represented by Each Category of Trader
      58.2       76.2        0.0       28.7        5.6        2.6        6.8       13.8        1.2        1.7        0.3        0.0        0.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        49 
         .          6          .         15          .          .          5          9          .          8          .          0
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Updated July 01, 2022