Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   155,358
Positions
    22,250     16,012      4,339     37,303     40,779      6,184     19,483     30,369     15,310     14,198     10,252         49     36,243     32,064
 
Changes from:       November 22, 2022                                Total Change is:     3,256
        89      2,178       -874     -5,476       -532         47      6,066      2,391        283       -529         20         -1      3,650       -256
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       10.3        2.8       24.0       26.2        4.0       12.5       19.5        9.9        9.1        6.6        0.0       23.3       20.6
 
Number of Traders in Each Category                                    Total Traders:       111 
        10          5          7         13         19          9         21         26         17         11          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    47,042
Positions
    25,190      2,981      2,493      2,212      9,225        704      2,225     11,622      3,180          0          0          0     11,038     16,838
 
Changes from:       November 22, 2022                                Total Change is:      -157
      -171         72         -4         37     -1,020        538       -916     -1,106        393          0          0          0        -35        969
 
Percent of Open Interest Represented by Each Category of Trader
      53.5        6.3        5.3        4.7       19.6        1.5        4.7       24.7        6.8        0.0        0.0        0.0       23.5       35.8
 
Number of Traders in Each Category                                    Total Traders:        33 
         5          .          4          .          7          .          6         10          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   264,910
Positions
    88,710     46,159     14,940     40,239     73,324      9,801     55,299     49,486     29,338      2,511      4,671        830     23,243     36,361
 
Changes from:       November 22, 2022                                Total Change is:     6,035
       974      2,183      4,987       -272     -3,121      2,056     -4,393     -1,141      1,448     -1,200        350        202      2,235       -930
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       17.4        5.6       15.2       27.7        3.7       20.9       18.7       11.1        0.9        1.8        0.3        8.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       138 
         8          7          7         13         39         18         24         34         23          4          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   260,841
Positions
   104,412     17,734      9,663     57,016    108,451      8,556     27,533     50,837     25,032      3,830        791          0     24,801     39,778
 
Changes from:       November 22, 2022                                Total Change is:     5,514
       628        911      1,904        393     -3,490      1,238     -3,235     -1,422      5,064        310         57        -39       -747      1,292
 
Percent of Open Interest Represented by Each Category of Trader
      40.0        6.8        3.7       21.9       41.6        3.3       10.6       19.5        9.6        1.5        0.3        0.0        9.5       15.3
 
Number of Traders in Each Category                                    Total Traders:       132 
        10          6          8         20         31         22         15         40         20          6          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   809,088
Positions
    31,928    418,637     19,252    439,160     98,592     25,108     68,955     82,566     88,488     44,366     17,704      4,953     86,878     53,787
 
Changes from:       November 22, 2022                                Total Change is:    19,645
     2,973      6,284      4,430      9,585     -3,517      1,093     -1,711      4,333      5,183     -1,599        451       -154       -154      1,543
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       51.7        2.4       54.3       12.2        3.1        8.5       10.2       10.9        5.5        2.2        0.6       10.7        6.6
 
Number of Traders in Each Category                                    Total Traders:       329 
        16         16         14        109         35         54         48         49         40         39         17         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    29,920
Positions
         0     18,750         12     11,658        639      2,889        593      3,641        666          0          0          0     14,102      3,323
 
Changes from:       November 22, 2022                                Total Change is:    -1,268
      -414        -15         -6       -628       -448        -81       -552     -1,214        -19          0          0          0        432        515
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       62.7        0.0       39.0        2.1        9.7        2.0       12.2        2.2        0.0        0.0        0.0       47.1       11.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         0          .          .         15          .          5          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   179,054
Positions
    68,423     16,448      3,974     48,597     62,546      5,761     14,086     44,599     18,999      2,368      3,730          0     16,847     22,997
 
Changes from:       November 22, 2022                                Total Change is:    10,368
    -2,201       -165        639      3,694       -944        294      1,953      5,981      6,060        459          0          0       -530     -1,496
 
Percent of Open Interest Represented by Each Category of Trader
      38.2        9.2        2.2       27.1       34.9        3.2        7.9       24.9       10.6        1.3        2.1        0.0        9.4       12.8
 
Number of Traders in Each Category                                    Total Traders:        94 
         7          5          6         14         21         10         16         25         15          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   309,235
Positions
     2,064    234,846        784    177,650      1,157        447    107,989     36,280      3,697      7,294     29,393         57      9,253      2,574
 
Changes from:       November 22, 2022                                Total Change is:    11,957
     1,461      1,114       -220      6,692          0       -205      3,226     10,111        542        297        387          0        164        228
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       75.9        0.3       57.4        0.4        0.1       34.9       11.7        1.2        2.4        9.5        0.0        3.0        0.8
 
Number of Traders in Each Category                                    Total Traders:       180 
         4          7          .         30          4          5         74         27         12         20         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    32,083
Positions
       498      7,071      7,050      5,953      9,194         42     12,365      4,995        871      1,612      1,216          0      3,692      1,644
 
Changes from:       November 22, 2022                                Total Change is:     4,332
         0        -44      6,933        545       -172          0     -2,572       -919       -154       -540       -840         -1        121       -471
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       22.0       22.0       18.6       28.7        0.1       38.5       15.6        2.7        5.0        3.8        0.0       11.5        5.1
 
Number of Traders in Each Category                                    Total Traders:        62 
         .          4          .         10          6          .         18          9          7          7          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    46,191
Positions
    18,281      4,192        669      7,303     14,502        231     14,406     21,465      1,244        342        586         13      3,702      3,289
 
Changes from:       November 22, 2022                                Total Change is:     3,592
    -1,085      1,189        639      2,312     -2,074        -17        722      4,423        295        266       -130        -29        489       -704
 
Percent of Open Interest Represented by Each Category of Trader
      39.6        9.1        1.4       15.8       31.4        0.5       31.2       46.5        2.7        0.7        1.3        0.0        8.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        88 
         7          5          .         13         16          5         21         20          5          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    19,820
Positions
     6,000      5,582          0      2,006      8,562          0     10,066      1,008        471          0      3,133          0      1,277      1,064
 
Changes from:       November 22, 2022                                Total Change is:    -1,578
       -64        474        -31       -150     -1,935          0     -1,997       -564        468          0        143          0        196       -133
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       28.2        0.0       10.1       43.2        0.0       50.8        5.1        2.4        0.0       15.8        0.0        6.4        5.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0          .          6          0         11          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    39,749
Positions
    12,387      6,608        717      9,649      3,455        159      8,914      8,924        979        666      9,234          3      6,276      9,672
 
Changes from:       November 22, 2022                                Total Change is:       -31
      -100        359        129        378        147         -4        -35       -361        257       -692        -71          3         34       -489
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       16.6        1.8       24.3        8.7        0.4       22.4       22.5        2.5        1.7       23.2        0.0       15.8       24.3
 
Number of Traders in Each Category                                    Total Traders:        96 
        11         16          .         14          8          .         18         21         14          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                                     
CFTC Code #124603                                                    Open Interest is    79,498
Positions
    24,773     13,216      1,433     19,298      6,909        317     17,829     17,848      1,958      1,332     18,467          6     12,553     19,344
 
Changes from:       November 22, 2022                                Total Change is:       -61
      -200        718        257        755        293         -7        -70       -722        514     -1,383       -142          6         67       -978
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       16.6        1.8       24.3        8.7        0.4       22.4       22.5        2.5        1.7       23.2        0.0       15.8       24.3
 
Number of Traders in Each Category                                    Total Traders:        96 
        11         16          .         14          8          .         18         21         14          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    51,402
Positions
    26,710     31,302          0     18,025     10,382      1,789      2,179      6,669         14          0          0          0      2,685      1,246
 
Changes from:       November 22, 2022                                Total Change is:      -177
       184        113          0       -343       -200          0        237       -257          5          0          0          0       -260        162
 
Percent of Open Interest Represented by Each Category of Trader
      52.0       60.9        0.0       35.1       20.2        3.5        4.2       13.0        0.0        0.0        0.0        0.0        5.2        2.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         5          4          0         15          .          .          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   664,246
Positions
    78,359     89,847     32,496    196,178    100,652     52,032     26,770    109,408    193,391     21,198     21,566      6,942     56,880     57,912
 
Changes from:       November 22, 2022                                Total Change is:     6,422
       734      9,485      2,443      5,826        499     -3,465      1,580     -2,275      1,723     -3,411     -2,326        872        119       -535
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       13.5        4.9       29.5       15.2        7.8        4.0       16.5       29.1        3.2        3.2        1.0        8.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       589 
        33         37         46        143        107        119         62        114        118         51         38         46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    16,495
Positions
     1,269     14,414          0     12,038        888          0      1,569          0          0          0          0          0      1,619      1,193
 
Changes from:       November 22, 2022                                Total Change is:       258
       -21          0          0         23         50          0         80          0          0          0          0          0        176        208
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       87.4        0.0       73.0        5.4        0.0        9.5        0.0        0.0        0.0        0.0        0.0        9.8        7.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         4          7          0          5          .          0          .          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    32,481
Positions
     8,415     29,189          0     15,634      1,393          0      5,498        569         30          0          0          0      2,904      1,300
 
Changes from:       November 22, 2022                                Total Change is:      -225
       215       -276          0       -213        329          0       -151        -90          0          0          0          0        -76       -188
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       89.9        0.0       48.1        4.3        0.0       16.9        1.8        0.1        0.0        0.0        0.0        8.9        4.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          7          0         14          4          0          7          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 3,321,228
Positions
   391,796    449,234    162,481    980,889    503,258    260,161    133,848    547,039    966,953    105,991    107,832     34,710    284,400    289,560
 
Changes from:       November 22, 2022                                Total Change is:    32,108
     3,672     47,424     12,213     29,132      2,496    -17,326      7,898    -11,377      8,617    -17,055    -11,629      4,362        594     -2,673
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       13.5        4.9       29.5       15.2        7.8        4.0       16.5       29.1        3.2        3.2        1.0        8.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       589 
        33         37         46        143        107        119         62        114        118         51         38         46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    25,276
Positions
    14,593     22,790          0      7,686         33        330        980        496          0          0          0          0      1,687      1,627
 
Changes from:       November 22, 2022                                Total Change is:    -1,299
       -95     -1,033          0     -1,029        -20          0       -305       -250          0          0          0          0        130          4
 
Percent of Open Interest Represented by Each Category of Trader
      57.7       90.2        0.0       30.4        0.1        1.3        3.9        2.0        0.0        0.0        0.0        0.0        6.7        6.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         6          7          0          5          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    15,246
Positions
     3,944     14,490          0      6,342          0          0      1,807          0          3          0          0          0      3,150        753
 
Changes from:       November 22, 2022                                Total Change is:       501
       324        320          0        -16          0          0          0          0          0          0          0          0        193        181
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       95.0        0.0       41.6        0.0        0.0       11.9        0.0        0.0        0.0        0.0        0.0       20.7        4.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          9          0          6          0          0          4          0          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Industrial Index price)                                              
CFTC Code #13874F                                                    Open Interest is    22,701
Positions
     6,530     13,183          0     14,496      7,060          0        619      1,015          0          0          0          0      1,056      1,443
 
Changes from:       November 22, 2022                                Total Change is:       464
        -5        262          0          3         28          0        247       -287          0          0          0          0        219        461
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       58.1        0.0       63.9       31.1        0.0        2.7        4.5        0.0        0.0        0.0        0.0        4.7        6.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         7          5          0          .          7          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    17,686
Positions
     1,078      9,347          0     11,485      4,876      1,319      1,549      1,546          0          0          0          0      2,255        598
 
Changes from:       November 22, 2022                                Total Change is:         6
       249        367          0       -142          0        -36       -123         96          0          0          0          0         58       -421
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       52.8        0.0       64.9       27.6        7.5        8.8        8.7        0.0        0.0        0.0        0.0       12.8        3.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         .         10          0         10          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   228,781
Positions
    31,090      3,811        300     36,177      4,006        141     85,436     77,789     18,450      3,075      7,863          0     54,112    116,421
 
Changes from:       November 22, 2022                                Total Change is:    15,093
     9,908       -303          0      1,135          0         36       -226     14,084         74     -1,165      4,062          0      5,331     -2,860
 
Percent of Open Interest Represented by Each Category of Trader
      13.6        1.7        0.1       15.8        1.8        0.1       37.3       34.0        8.1        1.3        3.4        0.0       23.7       50.9
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          .         12          .          4          6          7          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   280,112
Positions
   107,482     81,350    112,363          0     32,000          0      7,336      2,343     47,097          0          0          0      5,834      4,959
 
Changes from:       November 22, 2022                                Total Change is:       400
     1,250          0      1,500          0          0          0       -500          0       -600          0          0          0     -1,250       -500
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       29.0       40.1        0.0       11.4        0.0        2.6        0.8       16.8        0.0        0.0        0.0        2.1        1.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         9          4         11          0          .          0          .          .          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    44,315
Positions
    11,387      3,773         50     20,707     31,153      2,926      1,374      1,600         54          0        321          0      7,817      4,438
 
Changes from:       November 22, 2022                                Total Change is:      -979
    -1,574        528        -29         19     -1,746         15        -19        371         -5          0         91          0        614       -204
 
Percent of Open Interest Represented by Each Category of Trader
      25.7        8.5        0.1       46.7       70.3        6.6        3.1        3.6        0.1        0.0        0.7        0.0       17.6       10.0
 
Number of Traders in Each Category                                    Total Traders:        57 
         4          4          .         22         18         11          5          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    61,585
Positions
    13,389      6,437      1,333     15,348     12,498      1,384      9,869     15,502     10,038      2,044      4,112        645      7,536      9,635
 
Changes from:       November 22, 2022                                Total Change is:       260
       829       -112         43       -351        645       -151        107        654          0         66     -1,221         88       -371        316
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       10.5        2.2       24.9       20.3        2.2       16.0       25.2       16.3        3.3        6.7        1.0       12.2       15.6
 
Number of Traders in Each Category                                    Total Traders:       293 
        29         17         15         61         42         31         31         65         35         19         28         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   307,923
Positions
    66,944     32,186      6,665     76,740     62,492      6,919     49,346     77,511     50,189     10,218     20,562      3,224     37,679     48,175
 
Changes from:       November 22, 2022                                Total Change is:     1,302
     4,147       -561        213     -1,756      3,223       -755        534      3,270          2        331     -6,107        439     -1,853      1,578
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       10.5        2.2       24.9       20.3        2.2       16.0       25.2       16.3        3.3        6.7        1.0       12.2       15.6
 
Number of Traders in Each Category                                    Total Traders:       293 
        29         17         15         61         42         31         31         65         35         19         28         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is   129,039
Positions
     6,432      2,636          0      1,932          0        486     16,565     94,047      1,738      6,384      4,272         24     95,479     25,836
 
Changes from:       November 22, 2022                                Total Change is:    10,602
       539       -395          0        -84          0        354        635     14,626       -491        321        174         24      9,303     -3,691
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        2.0        0.0        1.5        0.0        0.4       12.8       72.9        1.3        4.9        3.3        0.0       74.0       20.0
 
Number of Traders in Each Category                                    Total Traders:        44 
         5          .          0          5          0          .         12          9         10          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   483,703
Positions
   123,556     60,067      1,720    171,898    184,164     40,451     82,984    131,816     13,723     23,699     30,683        217     25,455     20,862
 
Changes from:       November 22, 2022                                Total Change is:    -1,231
     2,105      2,767         50     -1,949        -46       -502      3,142     -5,479     -1,181     -3,990      1,328         -6      1,100      1,838
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       12.4        0.4       35.5       38.1        8.4       17.2       27.3        2.8        4.9        6.3        0.0        5.3        4.3
 
Number of Traders in Each Category                                    Total Traders:       312 
        25         16          6         76         66         43         38         61         22         13         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    18,587
Positions
     1,111     16,812          0     12,725        343          0      3,619      1,175          0          0          0          0      1,132        257
 
Changes from:       November 22, 2022                                Total Change is:       635
      -100        769          0        244          0          0        351         18          0          0          0          0        140       -152
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       90.5        0.0       68.5        1.8        0.0       19.5        6.3        0.0        0.0        0.0        0.0        6.1        1.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          0          9          .          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI RUSSELL 2000 INDX - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $0.5)                                                                  
CFTC Code #239747                                                    Open Interest is    24,333
Positions
     2,207        709          0        949          0          0     11,420      2,966      3,375          0      1,289          0      6,382     15,994
 
Changes from:       November 22, 2022                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        2.9        0.0        3.9        0.0        0.0       46.9       12.2       13.9        0.0        5.3        0.0       26.2       65.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          0          0          8          5          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    14,964
Positions
     1,042      6,541          0      7,923          0         12        316      4,675          1      2,135      1,444          0      3,535      2,291
 
Changes from:       November 22, 2022                                Total Change is:       601
         0        267          0        334          0          0          0        200          0          0        240          0        267       -106
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       43.7        0.0       52.9        0.0        0.1        2.1       31.2        0.0       14.3        9.6        0.0       23.6       15.3
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          8          0          .          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    47,626
Positions
    10,817      7,349        430     13,920      3,293      2,793     12,856      4,639        167        843      7,902          0      5,800     21,053
 
Changes from:       November 22, 2022                                Total Change is:      -234
       838     -1,088        177       -479          0        -27       -648       -585         75       -102        189          0        -68      1,025
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       15.4        0.9       29.2        6.9        5.9       27.0        9.7        0.4        1.8       16.6        0.0       12.2       44.2
 
Number of Traders in Each Category                                    Total Traders:        67 
        12          8          .         15          4          7         14         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   368,642
Positions
    34,310    138,744      3,036    239,730    114,937     46,700     17,605     28,324      1,196     15,225     28,840        645     10,195      6,220
 
Changes from:       November 22, 2022                                Total Change is:     2,547
      -339      1,281      1,946      2,229     -2,364         17        253      1,529       -136      2,080      3,904        -18     -3,485     -3,612
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       37.6        0.8       65.0       31.2       12.7        4.8        7.7        0.3        4.1        7.8        0.2        2.8        1.7
 
Number of Traders in Each Category                                    Total Traders:       202 
        13         16          7         73         50         37         16         18          8          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,180,558
Positions
    98,339    403,839     12,263    741,471    348,734    136,379     82,474    160,700      9,572     67,069     89,956      3,435     29,556     15,680
 
Changes from:       November 22, 2022                                Total Change is:    10,087
       -33      9,616      1,338     -5,470    -13,439     13,403       -731      8,966        716     -1,618       -503       -166      2,648     -9,844
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       34.2        1.0       62.8       29.5       11.6        7.0       13.6        0.8        5.7        7.6        0.3        2.5        1.3
 
Number of Traders in Each Category                                    Total Traders:       403 
        28         19         11        145         81         82         49         39         33         23         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   274,243
Positions
     5,877    193,278     52,863     27,602          0      1,587    167,158      5,119     12,744      5,533      8,129        470        409         53
 
Changes from:       November 22, 2022                                Total Change is:     2,707
         0      3,076       -151      1,272          0       -200      1,127          0        -41        674          1         26          0         -4
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       70.5       19.3       10.1        0.0        0.6       61.0        1.9        4.6        2.0        3.0        0.2        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:       102 
         4         30         15         13          0          4         34          4          8         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE   (S&P 500 QUARTERLY DIVIDEND INDEX X $1000)                                                  
CFTC Code #43874Q                                                    Open Interest is    16,205
Positions
     1,627     11,240      1,790          0          0          0     12,688      3,075        100          0          0          0          0          0
 
Changes from:       November 22, 2022                                Total Change is:     1,313
         0        950        350          0          0          0        963         13          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       69.4       11.0        0.0        0.0        0.0       78.3       19.0        0.6        0.0        0.0        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         4         10          6          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                     
CFTC Code #020601                                                    Open Interest is 1,294,464
Positions
    20,369    150,175     18,047    621,175    284,572    178,053     88,796    340,067     94,892     76,643     70,277      3,222    193,266    155,159
 
Changes from:       November 22, 2022                                Total Change is:  -153,071
    -2,498     11,283    -43,613     13,486     -5,841    -24,419      5,441      2,927    -74,154     -3,279       -838     -7,265    -16,770    -11,150
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       11.6        1.4       48.0       22.0       13.8        6.9       26.3        7.3        5.9        5.4        0.2       14.9       12.0
 
Number of Traders in Each Category                                    Total Traders:       182 
         6         17         13         62         30         60         20         30         37          8          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                               
CFTC Code #020604                                                    Open Interest is 1,479,422
Positions
    12,989     42,726     11,298    873,263    267,209    246,889     57,352    730,765     49,112     52,695     13,578          0    175,823    117,845
 
Changes from:       November 22, 2022                                Total Change is:   -78,045
     5,881     -1,248       -519     11,709     13,230    -60,682     -9,337     -4,874    -10,805     -3,940      1,556     -2,245     -8,106    -12,458
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        2.9        0.8       59.0       18.1       16.7        3.9       49.4        3.3        3.6        0.9        0.0       11.9        8.0
 
Number of Traders in Each Category                                    Total Traders:       155 
         4         10          6         72         23         57         14         23         18          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 2,106,030
Positions
    30,453    187,009     25,059  1,263,756    367,055    256,121    113,042    848,770     92,456    133,927    147,750      2,458    188,758    179,352
 
Changes from:       November 22, 2022                                Total Change is:  -204,578
   -20,074     -5,391    -27,145    -46,523     13,762    -22,004     -1,896    -59,913    -67,576      6,181     16,332     -2,913    -22,629    -49,730
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        8.9        1.2       60.0       17.4       12.2        5.4       40.3        4.4        6.4        7.0        0.1        9.0        8.5
 
Number of Traders in Each Category                                    Total Traders:       356 
        12         38         15        121         49         90         34         61         36         18         23          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                 
CFTC Code #043602                                                    Open Interest is 4,568,890
Positions
    71,893    365,645    106,891  2,064,936    833,376    807,881    241,756  1,016,927    606,615    223,871    321,563     73,747    371,300    436,244
 
Changes from:       November 22, 2022                                Total Change is:  -587,646
    -2,871    -19,332   -137,725    -37,062    -36,725    -66,757      1,368      2,074   -272,214       -565     -8,412    -35,567    -36,254    -12,988
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        8.0        2.3       45.2       18.2       17.7        5.3       22.3       13.3        4.9        7.0        1.6        8.1        9.5
 
Number of Traders in Each Category                                    Total Traders:       401 
        15         27         27        120         74        111         48         69         75         24         24         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 1,363,277
Positions
    43,072     35,806      6,184    618,461    610,888    199,248    184,811    205,317     15,389    136,305     50,334        404    159,403    239,707
 
Changes from:       November 22, 2022                                Total Change is:   -65,699
       601     -5,917     -4,938    -48,730     -1,777    -13,776     -1,299    -15,166     -5,753     14,457     -1,235       -591     -5,670    -16,546
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        2.6        0.5       45.4       44.8       14.6       13.6       15.1        1.1       10.0        3.7        0.0       11.7       17.6
 
Number of Traders in Each Category                                    Total Traders:       138 
         4          7          6         39         47         50         14         12         13          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE   1000 x Index Points                                                                                         
CFTC Code #04360Y                                                    Open Interest is     2,330
Positions
         0          0          0          0          0          0          0      1,329        147        794        259         38      1,351        557
 
Changes from:       November 22, 2022                                Total Change is:    -1,032
         0          0          0          0          0          0          0     -1,097        147       -699        -38        -34       -446        -10
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0        0.0       57.0        6.3       34.1       11.1        1.6       58.0       23.9
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          0          0          0          0          0          0          .          .         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 4,526,803
Positions
    34,203    505,833     55,432  1,769,422    731,985    838,407    656,588  1,438,610    302,566    547,820    241,194      2,906    319,459    409,869
 
Changes from:       November 22, 2022                                Total Change is:  -270,036
     2,688    -42,912    -58,998     12,242     16,297    -43,057    -24,922     11,436    -74,620      3,778     -2,544    -30,510    -56,638    -45,128
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       11.2        1.2       39.1       16.2       18.5       14.5       31.8        6.7       12.1        5.3        0.1        7.1        9.1
 
Number of Traders in Each Category                                    Total Traders:       336 
         7         33         25        104         53         93         37         63         55         21         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,643,665
Positions
   328,967    340,362    414,825      1,900    114,259     12,553    430,267    319,474    379,652     42,391     19,075      2,613     30,497     40,852
 
Changes from:       November 22, 2022                                Total Change is:    56,600
    58,157     -9,530       -407      1,900      8,933          1     -5,133     58,098        946      4,636          0          1     -3,501     -1,442
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       20.7       25.2        0.1        7.0        0.8       26.2       19.4       23.1        2.6        1.2        0.2        1.9        2.5
 
Number of Traders in Each Category                                    Total Traders:       136 
        27         33         54          .          5          4         34         23         49          7          .          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                                   
CFTC Code #132741                                                    Open Interest is13,016,461
Positions
 2,198,670  2,023,895  1,903,526    567,253    111,328    332,675    714,454    931,813  6,784,986     32,698    139,732    135,667    346,532    652,840
 
Changes from:       November 22, 2022                                Total Change is:  -588,908
    19,742     -3,581   -141,809    -18,487     -2,977     -9,403     -6,042     15,324   -399,876       -104     -5,186    -11,656    -21,272    -29,744
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       15.5       14.6        4.4        0.9        2.6        5.5        7.2       52.1        0.3        1.1        1.0        2.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       190 
        23         31         50         14          5         13         47         42         77          8         14         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is14,695,012
Positions
 2,576,756  2,778,383  1,833,295    587,086    364,851    706,753  1,033,757  1,017,711  7,676,780     90,209    149,807    103,312     87,064     64,120
 
Changes from:       November 22, 2022                                Total Change is:   454,314
    53,677     59,359     21,116     43,110      9,556     38,709     43,892     75,286    262,274     11,758     -5,634     -9,734    -10,489      3,381
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       18.9       12.5        4.0        2.5        4.8        7.0        6.9       52.2        0.6        1.0        0.7        0.6        0.4
 
Number of Traders in Each Category                                    Total Traders:       580 
        53         91        125         27         34         41         92        108        162         66         65         83
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   747,463
Positions
   117,153    287,320    170,824     20,874      6,219      5,247    295,705    132,432    134,673      2,414     10,142        438        135        168
 
Changes from:       November 22, 2022                                Total Change is:    71,650
     5,125     11,210     16,315     19,912     -1,530     -5,150     23,826     35,646     10,797      1,187      4,598       -231       -131         -5
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       38.4       22.9        2.8        0.8        0.7       39.6       17.7       18.0        0.3        1.4        0.1        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       174 
        35         49         54          .          5          .         29         38         46          7          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    18,842
Positions
       271      3,105        239      5,872      1,369        868      5,062      8,750      1,606      3,017      1,470        642      1,264        792
 
Changes from:       November 22, 2022                                Total Change is:    -2,342
       -69         73       -128        -20         47        -69       -743       -232       -994        275       -293       -410       -183       -335
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       16.5        1.3       31.2        7.3        4.6       26.9       46.4        8.5       16.0        7.8        3.4        6.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       118 
         4          .          .          6          9          5         23         49         19         12         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    13,779
Positions
       520          0          0        178      1,382         24      7,293      7,427      1,182      1,887      1,996         90      2,605      1,678
 
Changes from:       November 22, 2022                                Total Change is:   -16,095
       210     -1,650        -91         -4         45         12    -12,938    -11,474     -1,804     -1,082       -605        -15       -383       -513
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        0.0        0.0        1.3       10.0        0.2       52.9       53.9        8.6       13.7       14.5        0.7       18.9       12.2
 
Number of Traders in Each Category                                    Total Traders:       111 
         5          0          0          5          .          .         12         17          8         38         31          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     5,773
Positions
       163        376        175         34        817         30      2,571      2,324        181      1,894      1,244         10        716        616
 
Changes from:       November 22, 2022                                Total Change is:      -977
         0          0        -39          0       -192         22       -928       -340       -253        277        -95        -19        -37        -62
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        6.5        3.0        0.6       14.2        0.5       44.5       40.3        3.1       32.8       21.5        0.2       12.4       10.7
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          .          .          .          7          4         16         19          8         12          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    51,539
Positions
         0      1,154          0        138      1,685          0     23,467     28,600     12,412     13,849      6,777        468      1,205        443
 
Changes from:       November 22, 2022                                Total Change is:   -40,663
         0     -9,050          0        -74        833          0    -38,974    -29,975     -1,169        142       -872       -289       -299       -140
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.2        0.0        0.3        3.3        0.0       45.5       55.5       24.1       26.9       13.1        0.9        2.3        0.9
 
Number of Traders in Each Category                                    Total Traders:       124 
         0          .          0          .          .          0         12          7          6         68         33          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    46,956
Positions
       270     25,566          0     22,191      1,925        790     13,445     12,982        419      3,430      2,471        200      6,212      2,604
 
Changes from:       November 22, 2022                                Total Change is:      -879
        -6          0          0         47        489         -2     -1,043     -2,763         80         22      1,015        -12         34        314
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       54.4        0.0       47.3        4.1        1.7       28.6       27.6        0.9        7.3        5.3        0.4       13.2        5.5
 
Number of Traders in Each Category                                    Total Traders:       100 
         .          .          0         13          6          4         27         15          6         24         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   323,336
Positions
    32,233     14,865      9,963    100,711     69,519     43,277     48,157     90,289     55,200      2,916      3,490      9,352     21,527     27,381
 
Changes from:       November 22, 2022                                Total Change is:     9,459
       442      1,509     -1,472     18,200      5,838        764     -4,266      2,588        722     -3,676        835     -2,863      1,608      1,538
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        4.6        3.1       31.1       21.5       13.4       14.9       27.9       17.1        0.9        1.1        2.9        6.7        8.5
 
Number of Traders in Each Category                                    Total Traders:       170 
        11         12         17         21         31         25         28         44         45         10          5         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2022                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    57,600
Positions
    37,124     46,118          0     13,180      2,500        761      4,962      7,872          0      1,179        276         17        377         56
 
Changes from:       November 22, 2022                                Total Change is:       949
        18          0          0        -51      2,500     -1,412      2,176       -161          0        180         14          0         38          8
 
Percent of Open Interest Represented by Each Category of Trader
      64.5       80.1        0.0       22.9        4.3        1.3        8.6       13.7        0.0        2.0        0.5        0.0        0.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          0         14          .          .          8          6          0          .          .          .
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Updated December 02, 2022