Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   144,254
Positions
    38,151      4,691      2,296     24,446     55,384      6,359     15,237     31,281      9,368     12,955      3,765        512     34,930     30,598
 
Changes from:       January 3, 2023                                  Total Change is:    -7,871
       434       -467       -984     -1,681     -4,951       -259     -1,126      2,993     -3,638     -1,773       -844         12      1,144        266
 
Percent of Open Interest Represented by Each Category of Trader
      26.4        3.3        1.6       16.9       38.4        4.4       10.6       21.7        6.5        9.0        2.6        0.4       24.2       21.2
 
Number of Traders in Each Category                                    Total Traders:        95 
        11          .          5          8         23         10         11         26         14          9          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    35,109
Positions
    12,036      1,551        400      1,813      8,426        318      4,389      9,431        922      2,022          0          0     13,209     14,061
 
Changes from:       January 3, 2023                                  Total Change is:        -8
      -412        539        -20        -29     -1,891       -167     -2,940      2,025       -177      1,277          0          0      2,460       -318
 
Percent of Open Interest Represented by Each Category of Trader
      34.3        4.4        1.1        5.2       24.0        0.9       12.5       26.9        2.6        5.8        0.0        0.0       37.6       40.0
 
Number of Traders in Each Category                                    Total Traders:        32 
         4          .          .          4          6          .          6          9          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   235,435
Positions
    50,712     32,000     10,493     55,091     67,803      5,890     55,270     54,487     30,752      1,915      2,601        654     24,659     30,758
 
Changes from:       January 3, 2023                                  Total Change is:    -2,470
    -4,078     -2,392      3,156      5,463      5,451       -674     -8,428     -6,114        780        165       -383        169        976     -2,463
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       13.6        4.5       23.4       28.8        2.5       23.5       23.1       13.1        0.8        1.1        0.3       10.5       13.1
 
Number of Traders in Each Category                                    Total Traders:       129 
         7          6          6         13         35         16         25         34         17          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   192,615
Positions
    42,959     28,851     15,266     55,581     66,319      3,900     29,655     34,572     12,517      1,678      1,551          0     31,059     29,639
 
Changes from:       January 3, 2023                                  Total Change is:    -6,985
    -1,860     12,934       -898      2,133     -3,393     -1,517     -1,609     -9,499     -5,953        803         79          0      1,915      1,262
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       15.0        7.9       28.9       34.4        2.0       15.4       17.9        6.5        0.9        0.8        0.0       16.1       15.4
 
Number of Traders in Each Category                                    Total Traders:       115 
         6         10          6         18         23         16         20         27         21          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   854,218
Positions
    44,481    507,504     19,641    469,060     77,733     27,004     84,510     90,624     68,534     42,761     11,628      4,857     93,370     46,693
 
Changes from:       January 3, 2023                                  Total Change is:    30,932
       387     21,838      5,384      7,800     -4,546        981     13,713     11,703     -6,391      3,226     -1,046         87      5,745      2,922
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       59.4        2.3       54.9        9.1        3.2        9.9       10.6        8.0        5.0        1.4        0.6       10.9        5.5
 
Number of Traders in Each Category                                    Total Traders:       314 
        14         15         11        115         23         53         56         41         32         34         16         10
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    31,657
Positions
       411     10,935         25     14,499      1,322      3,166        849     13,883          0          0          0          0     12,707      2,326
 
Changes from:       January 3, 2023                                  Total Change is:        78
        11         -6          3        -14        183        -63        -25        -51         -1          0          0          0        167         13
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       34.5        0.1       45.8        4.2       10.0        2.7       43.9        0.0        0.0        0.0        0.0       40.1        7.3
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .         16          4          6          .          6          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   135,712
Positions
    28,149     11,494        491     51,144     63,652      3,993     17,437     25,853     10,361      2,560          0          0     21,577     19,869
 
Changes from:       January 3, 2023                                  Total Change is:    -6,383
    -2,670      6,640       -189       -807     -5,188       -640     -4,291     -4,355       -806        100          0          0      2,920     -1,846
 
Percent of Open Interest Represented by Each Category of Trader
      20.7        8.5        0.4       37.7       46.9        2.9       12.8       19.0        7.6        1.9        0.0        0.0       15.9       14.6
 
Number of Traders in Each Category                                    Total Traders:        82 
         .          6          .         15         18         11         19         18         12          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   271,693
Positions
     1,450    180,392        775    138,962      8,322        490    113,005     53,529      1,995      6,394     23,748         18      8,605      2,425
 
Changes from:       January 3, 2023                                  Total Change is:    25,974
      -357      4,001         10     14,407        554        206      9,005     18,917        565      1,626      1,267          0        513        454
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       66.4        0.3       51.1        3.1        0.2       41.6       19.7        0.7        2.4        8.7        0.0        3.2        0.9
 
Number of Traders in Each Category                                    Total Traders:       182 
         4          8          .         34          6          6         74         28         10         14         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    33,440
Positions
       180     21,935        155     16,761      3,729         39     10,950      4,192        720      1,074        971          0      3,561      1,699
 
Changes from:       January 3, 2023                                  Total Change is:    -4,551
         0        -14         -6     -7,428        -71          7      2,042     -4,948        703       -334       -258          0        465         36
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       65.6        0.5       50.1       11.2        0.1       32.7       12.5        2.2        3.2        2.9        0.0       10.7        5.1
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          6          .         13          7          .         22          9          4          6          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,455
Positions
     5,377      5,727        121      7,941     11,923        202     10,219      6,655        252        123        504         13      4,207      3,058
 
Changes from:       January 3, 2023                                  Total Change is:    -3,506
    -2,792       -361        107     -3,087     -1,128         88      2,018     -2,167        110       -313        -59          0        363        -96
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       20.1        0.4       27.9       41.9        0.7       35.9       23.4        0.9        0.4        1.8        0.0       14.8       10.7
 
Number of Traders in Each Category                                    Total Traders:        71 
         7          4          .         12         16          5         18         10          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    10,769
Positions
     1,040      1,924         11      5,881      2,155          0      2,215      5,478         18          0          0          0      1,604      1,183
 
Changes from:       January 3, 2023                                  Total Change is:     2,801
      -430        195         -7      4,034       -548          0       -814      3,202          0          0          0          0         18        -41
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       17.9        0.1       54.6       20.0        0.0       20.6       50.9        0.2        0.0        0.0        0.0       14.9       11.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          .          .          .          0          9          7          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    38,873
Positions
     7,542      9,237        459      9,607      3,203        467     13,638      4,711        961          0     11,875         11      6,188      7,950
 
Changes from:       January 3, 2023                                  Total Change is:    -1,039
      -629        334       -134        337       -633         55       -308       -112       -764          0        135         -1        406         81
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       23.8        1.2       24.7        8.2        1.2       35.1       12.1        2.5        0.0       30.5        0.0       15.9       20.5
 
Number of Traders in Each Category                                    Total Traders:        87 
        10         12          4         20          8          .         18         13         10          0          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    77,745
Positions
    15,083     18,474        917     19,214      6,406        934     27,277      9,421      1,922          0     23,750         22     12,377     15,900
 
Changes from:       January 3, 2023                                  Total Change is:    -2,078
    -1,258        668       -267        673     -1,266        109       -615       -223     -1,529          0        271         -2        811        161
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       23.8        1.2       24.7        8.2        1.2       35.1       12.1        2.5        0.0       30.5        0.0       15.9       20.5
 
Number of Traders in Each Category                                    Total Traders:        87 
        10         12          4         20          8          .         18         13         10          0          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    47,920
Positions
    16,175     30,726          0     23,621      8,960      2,317      3,425      4,938          0          0          0          0      2,382        979
 
Changes from:       January 3, 2023                                  Total Change is:    -2,066
    -1,283     -2,184          0     -1,226        607        113        110       -482          0          0          0          0        220       -120
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       64.1        0.0       49.3       18.7        4.8        7.1       10.3        0.0        0.0        0.0        0.0        5.0        2.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          6          0         18          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI DJIA (x$0.5) - CHICAGO BOARD OF TRADE   ($0.5 X DJIA INDEX)                                                                                   
CFTC Code #124608                                                    Open Interest is    22,155
Positions
       382        439          0        658          0        317     12,300      1,262      1,933        271      1,505        100      6,194     16,599
 
Changes from:       January 3, 2023                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        2.0        0.0        3.0        0.0        1.4       55.5        5.7        8.7        1.2        6.8        0.5       28.0       74.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          0          .          0          .          7          .          .          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   572,856
Positions
    49,307     70,966     19,902    189,742     97,540     49,976     27,726     90,420    152,656     24,810     33,385      3,386     55,350     54,625
 
Changes from:       January 3, 2023                                  Total Change is:    10,866
     5,125      5,137        401        733     -4,585     -1,261       -831      6,436      7,561       -972     -1,167       -339        449     -1,315
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       12.4        3.5       33.1       17.0        8.7        4.8       15.8       26.6        4.3        5.8        0.6        9.7        9.5
 
Number of Traders in Each Category                                    Total Traders:       566 
        27         34         40        141        109        119         63        110        110         44         36         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,796
Positions
     4,132     22,395          0     12,756        459          0      4,502        497          0          0          0          0      3,406      1,445
 
Changes from:       January 3, 2023                                  Total Change is:    -1,312
    -1,141      1,617          0        286     -2,843         -4        -42       -235          0          0          0          0       -411        153
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       90.3        0.0       51.4        1.9        0.0       18.2        2.0        0.0        0.0        0.0        0.0       13.7        5.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          4          0         12          .          0          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 2,864,282
Positions
   246,537    354,831     99,508    948,712    487,701    249,879    138,632    452,102    763,279    124,052    166,925     16,932    276,750    273,125
 
Changes from:       January 3, 2023                                  Total Change is:    54,332
    25,623     25,683      2,004      3,666    -22,926     -6,304     -4,154     32,178     37,804     -4,860     -5,837     -1,693      2,245     -6,577
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       12.4        3.5       33.1       17.0        8.7        4.8       15.8       26.6        4.3        5.8        0.6        9.7        9.5
 
Number of Traders in Each Category                                    Total Traders:       566 
        27         34         40        141        109        119         63        110        110         44         36         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    26,125
Positions
    12,021     23,051          0     11,021        337        190        626      1,534          0          0          0          0      2,267      1,013
 
Changes from:       January 3, 2023                                  Total Change is:     3,112
        -1      3,276          0      2,624          0          0        165         -7          0          0          0          0        324       -157
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       88.2        0.0       42.2        1.3        0.7        2.4        5.9        0.0        0.0        0.0        0.0        8.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          8          0          6          .          .          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    12,250
Positions
     1,024     11,738          0      6,450          0          0      1,957          0          0          0          0          0      2,819        512
 
Changes from:       January 3, 2023                                  Total Change is:        38
       321        105          0        -60          0          0       -389          0         -3          0          0          0        169        -64
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       95.8        0.0       52.7        0.0        0.0       16.0        0.0        0.0        0.0        0.0        0.0       23.0        4.2
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          8          0          6          0          0          4          0          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    19,244
Positions
     2,824      9,695          0     14,086      6,646          0        996      1,219          0          0          0          0      1,338      1,684
 
Changes from:       January 3, 2023                                  Total Change is:     5,925
         4      5,732          0      5,828       -145          0         -2        -76          0          0          0          0         95        414
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       50.4        0.0       73.2       34.5        0.0        5.2        6.3        0.0        0.0        0.0        0.0        7.0        8.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          5          0          .          6          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    17,721
Positions
       753     13,452          0      9,976        408      2,301      2,414        798          0          0          0          0      2,277        762
 
Changes from:       January 3, 2023                                  Total Change is:    -1,599
       -16     -1,224          0     -1,496       -210          0        -44        -64          0          0          0          0        -43       -101
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       75.9        0.0       56.3        2.3       13.0       13.6        4.5        0.0        0.0        0.0        0.0       12.8        4.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          0          9          .          .          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   139,900
Positions
         0      3,359          0     34,467      6,021         91     38,287     39,604     15,133      1,781      2,704          0     50,141     72,988
 
Changes from:       January 3, 2023                                  Total Change is:     4,552
    -5,456      3,359          0     -2,136        -31         32     12,033    -10,529        970      1,781        645          0     -2,672     10,106
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        2.4        0.0       24.6        4.3        0.1       27.4       28.3       10.8        1.3        1.9        0.0       35.8       52.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          .          0         10          .          4          .          9          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   250,886
Positions
    96,448     55,602    110,002          0     32,000          0      2,750     13,342     38,232          0          0          0      3,454      1,708
 
Changes from:       January 3, 2023                                  Total Change is:    -2,500
        99      1,399      1,351          0          0          0       -500     -1,800     -3,450          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       22.2       43.8        0.0       12.8        0.0        1.1        5.3       15.2        0.0        0.0        0.0        1.4        0.7
 
Number of Traders in Each Category                                    Total Traders:        22 
        11          .         11          0          .          0          .          .          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,541
Positions
     9,441      2,981        181     22,140     31,390      2,499        467      1,394        108        747          0          0      6,958      3,988
 
Changes from:       January 3, 2023                                  Total Change is:      -601
       653        234          1       -173       -775         41     -1,279       -104          3         12          0          0        141         -1
 
Percent of Open Interest Represented by Each Category of Trader
      22.2        7.0        0.4       52.0       73.8        5.9        1.1        3.3        0.3        1.8        0.0        0.0       16.4        9.4
 
Number of Traders in Each Category                                    Total Traders:        61 
         4          6          .         24         20         11          .          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    59,326
Positions
    11,510      9,258        461     16,034     12,768      1,754     11,768     13,915      8,609      1,651      3,777        406      7,132      8,377
 
Changes from:       January 3, 2023                                  Total Change is:     2,200
     1,532        979       -405      1,206     -1,354        -54       -357      1,898        725       -465        351        214       -197       -154
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       15.6        0.8       27.0       21.5        3.0       19.8       23.5       14.5        2.8        6.4        0.7       12.0       14.1
 
Number of Traders in Each Category                                    Total Traders:       297 
        31         19         10         63         41         32         44         61         35         16         22         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   296,630
Positions
    57,548     46,292      2,307     80,172     63,839      8,772     58,841     69,573     43,047      8,254     18,886      2,028     35,660     41,885
 
Changes from:       January 3, 2023                                  Total Change is:    10,999
     7,661      4,894     -2,026      6,031     -6,772       -272     -1,783      9,492      3,627     -2,327      1,755      1,071       -985       -771
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       15.6        0.8       27.0       21.5        3.0       19.8       23.5       14.5        2.8        6.4        0.7       12.0       14.1
 
Number of Traders in Each Category                                    Total Traders:       297 
        31         19         10         63         41         32         44         61         35         16         22         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    75,133
Positions
     6,162      2,095          0      2,037          0      1,423     10,760     41,699      1,998      4,915        875          0     47,838     27,043
 
Changes from:       January 3, 2023                                  Total Change is:    -1,588
     1,739      1,023          0       -639          0        255        886     -7,986       -696      1,694         24          0     -4,827      5,792
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        2.8        0.0        2.7        0.0        1.9       14.3       55.5        2.7        6.5        1.2        0.0       63.7       36.0
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          4          0          5          0          .         11          9          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   440,272
Positions
    87,342     29,566      6,374    166,861    183,531     41,659     79,017    120,860     10,874     22,837     25,318         24     25,285     22,066
 
Changes from:       January 3, 2023                                  Total Change is:    -1,412
    -6,382      2,543        464      2,630     -3,680      1,009     -2,338     -2,984        344        218      1,192        -66      2,708       -236
 
Percent of Open Interest Represented by Each Category of Trader
      19.8        6.7        1.4       37.9       41.7        9.5       17.9       27.5        2.5        5.2        5.8        0.0        5.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       303 
        26         13          4         83         65         44         42         52         25          7         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    19,049
Positions
     1,201     17,836          0     13,998        655          0      2,844        288          0          0          0          0      1,006        270
 
Changes from:       January 3, 2023                                  Total Change is:      -700
         0       -790          0       -370          3          0          0          0          0          0          0          0       -330         87
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       93.6        0.0       73.5        3.4        0.0       14.9        1.5        0.0        0.0        0.0        0.0        5.3        1.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          5          0         10          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,991
Positions
       557      3,009          0      6,962        521         10        372      3,957          0      1,242      1,648          0      2,848      2,846
 
Changes from:       January 3, 2023                                  Total Change is:       102
       557        193          0        671          0         -3        -93       -152          0       -840        174          0       -190       -110
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       25.1        0.0       58.1        4.3        0.1        3.1       33.0        0.0       10.4       13.7        0.0       23.8       23.7
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          0          6          .          .          .          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,161
Positions
     5,770     11,588        768      7,400      3,629      2,695     16,051      6,149         46      2,249      1,920          5      6,177     14,361
 
Changes from:       January 3, 2023                                  Total Change is:     2,913
      -402      1,524         26         32        -29        191      2,244         41         45        369     -1,197          5        403      2,307
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       28.2        1.9       18.0        8.8        6.5       39.0       14.9        0.1        5.5        4.7        0.0       15.0       34.9
 
Number of Traders in Each Category                                    Total Traders:        50 
         6          7          .         10          5          5         10          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   348,473
Positions
    33,394    149,577      4,279    214,884    109,353     49,113     19,362     16,800        783     14,192     12,543        167     12,299      5,858
 
Changes from:       January 3, 2023                                  Total Change is:      -867
    -1,311        -51        246      3,403     -3,967     -2,727     -2,693        518         -8        834      4,169       -190      1,579      1,143
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       42.9        1.2       61.7       31.4       14.1        5.6        4.8        0.2        4.1        3.6        0.0        3.5        1.7
 
Number of Traders in Each Category                                    Total Traders:       191 
        11         16          8         66         51         31         21         12          5          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,125,754
Positions
    72,465    506,680     12,749    696,431    281,587    116,292    120,243    122,999      6,544     59,823     59,636      3,349     37,858     15,918
 
Changes from:       January 3, 2023                                  Total Change is:    69,546
     1,201      3,473        915     21,605    -31,602      9,170     34,157     43,933     -2,677        471     43,170       -762      5,466      3,926
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       45.0        1.1       61.9       25.0       10.3       10.7       10.9        0.6        5.3        5.3        0.3        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       409 
        27         18         12        154         70         80         62         35         29         31         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   182,284
Positions
    13,765    129,295     28,477     27,895          0      1,013     90,359      4,978     12,469      7,486      5,558        447        373         47
 
Changes from:       January 3, 2023                                  Total Change is:    -2,660
      -486     -3,634         38      1,496          0       -135     -4,666        -20      1,093         49         21        -23        -26          0
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       70.9       15.6       15.3        0.0        0.6       49.6        2.7        6.8        4.1        3.0        0.2        0.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        99 
         8         24         13         15          0          .         32          5          7          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,300,555
Positions
    23,055    118,650     19,994    650,876    267,986    173,532     75,077    406,380     83,249     87,103     71,795      2,730    184,939    156,239
 
Changes from:       January 3, 2023                                  Total Change is:    -3,215
        55     -7,506        283     -9,647       -523      1,019     -8,657       -106      5,207      5,052     -4,133         61      3,411      2,482
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        9.1        1.5       50.0       20.6       13.3        5.8       31.2        6.4        6.7        5.5        0.2       14.2       12.0
 
Number of Traders in Each Category                                    Total Traders:       195 
         6         14         14         67         35         62         22         34         44          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,405,817
Positions
     5,056     70,886      1,856    868,280    273,286    224,025     69,608    678,188     19,833     55,491      9,014          0    161,668    128,729
 
Changes from:       January 3, 2023                                  Total Change is:   -11,264
    -1,617       -739        580     -4,471        318     -7,754     14,172       -704     -6,219       -708     -4,213          0     -5,247      7,467
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        5.0        0.1       61.8       19.4       15.9        5.0       48.2        1.4        3.9        0.6        0.0       11.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       153 
         .         11          .         78         21         57         14         19         12          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,336,656
Positions
    39,224    285,943     16,334  1,235,452    424,915    321,744    309,608    897,603     60,063    153,217    132,876        705    200,309    196,474
 
Changes from:       January 3, 2023                                  Total Change is:   107,325
     6,139     63,841     -6,946    -42,920     38,347     37,893    161,697     11,295    -39,948    -15,359      3,039        191      6,579       -387
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       12.2        0.7       52.9       18.2       13.8       13.3       38.4        2.6        6.6        5.7        0.0        8.6        8.4
 
Number of Traders in Each Category                                    Total Traders:       362 
        14         38         10        110         57         85         43         57         31         24         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 4,687,331
Positions
    96,877    291,552    234,585  1,981,362    884,786    882,244    311,651    990,457    599,708    140,562    282,202     70,895    369,446    450,901
 
Changes from:       January 3, 2023                                  Total Change is:   -11,144
    17,150    -30,414    -32,038    -55,789       -226     61,321     98,185     23,005    -27,397    -78,227     -5,060     -2,563      8,214      2,227
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        6.2        5.0       42.3       18.9       18.8        6.6       21.1       12.8        3.0        6.0        1.5        7.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       394 
        19         27         30        113         77        105         45         68         78         21         24         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,448,390
Positions
    46,406     32,657      2,885    703,480    589,640    200,615    189,377    329,828     13,952    148,709     40,634          2    142,964    238,177
 
Changes from:       January 3, 2023                                  Total Change is:    25,713
     4,366     -1,984     -3,450     32,874     13,476     -9,646     20,153     39,831     -4,769     -1,870      1,768          2    -11,947     -9,515
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        2.3        0.2       48.6       40.7       13.9       13.1       22.8        1.0       10.3        2.8        0.0        9.9       16.4
 
Number of Traders in Each Category                                    Total Traders:       151 
         4          8          .         40         52         54         18         17         14          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     1,974
Positions
         0          0          0          0          0          0         80      1,328          0        898        142          0        996        504
 
Changes from:       January 3, 2023                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        0.0        0.0        0.0        0.0        0.0        4.1       67.3        0.0       45.5        7.2        0.0       50.5       25.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          0          0          0          0          0          .          .          0         14          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 4,391,957
Positions
    25,497    571,961     67,700  1,884,286    573,624    775,128    627,636  1,497,313    276,237    394,412    254,362      5,273    335,787    370,358
 
Changes from:       January 3, 2023                                  Total Change is:   -61,009
    -6,623     49,648     -1,314    -24,936    -80,472     25,456    -49,025   -100,589     62,120    -77,522     -3,357        355     10,480    -12,854
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       13.0        1.5       42.9       13.1       17.6       14.3       34.1        6.3        9.0        5.8        0.1        7.6        8.4
 
Number of Traders in Each Category                                    Total Traders:       353 
        11         35         23        102         51         86         52         63         63         20         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,527,145
Positions
   444,396    241,176    440,475      3,262    157,547     14,516    288,518    302,552    291,890      7,694     25,881      5,263     31,131     47,845
 
Changes from:       January 3, 2023                                  Total Change is:   220,627
    57,397      9,843     78,558      1,681     20,373      6,257     49,999     56,215     35,798    -11,965      5,006      4,663     -1,761      3,914
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       15.8       28.8        0.2       10.3        1.0       18.9       19.8       19.1        0.5        1.7        0.3        2.0        3.1
 
Number of Traders in Each Category                                    Total Traders:       141 
        23         34         48          .          7          6         23         37         45          4          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                                   
CFTC Code #132741                                                    Open Interest is 8,784,549
Positions
 2,098,888  1,335,477  1,594,653    387,295     87,145    256,131    461,007  1,210,743  3,554,299     16,992    123,054     92,993    322,291    530,054
 
Changes from:       January 3, 2023                                  Total Change is:  -217,539
    19,864     15,096    -38,554     -3,909       -133     -9,595    -17,781    -29,850   -164,632         24     -2,011      7,347    -10,301      4,794
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       15.2       18.2        4.4        1.0        2.9        5.2       13.8       40.5        0.2        1.4        1.1        3.7        6.0
 
Number of Traders in Each Category                                    Total Traders:       156 
        25         23         47          9          4         10         30         44         63          7         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is14,834,544
Positions
 2,767,682  3,210,125  1,695,689    606,400    284,358    866,143  1,179,436    966,637  7,393,974     91,972    177,524    211,554     21,694     28,540
 
Changes from:       January 3, 2023                                  Total Change is:   787,957
   165,094    175,371     31,715     49,573    -73,890    115,201     -2,205    115,157    398,682      9,216      1,621     19,612      1,068      4,486
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       21.6       11.4        4.1        1.9        5.8        8.0        6.5       49.8        0.6        1.2        1.4        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:       649 
        50         96        122         29         41         45         81        130        172         73         94        113
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   610,680
Positions
   124,830    204,669    150,874     54,737      1,246      5,320    175,654    137,481     98,120        448     12,142        545        152        283
 
Changes from:       January 3, 2023                                  Total Change is:    38,889
     6,585      6,201     17,851      3,517       -546        -34     15,035     15,762     -3,204       -252      3,827       -633         24       -335
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       33.5       24.7        9.0        0.2        0.9       28.8       22.5       16.1        0.1        2.0        0.1        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:       168 
        30         47         50          .          .          .         37         31         45          4         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    16,081
Positions
       306      3,596        186      6,347        880        655      5,147      6,463      1,117        728      2,220        226      1,371        740
 
Changes from:       January 3, 2023                                  Total Change is:       609
         6        -34        107        371        -43        -84        750        855        -94       -516        275       -180        249       -192
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       22.4        1.2       39.5        5.5        4.1       32.0       40.2        6.9        4.5       13.8        1.4        8.5        4.6
 
Number of Traders in Each Category                                    Total Traders:       116 
         4          4          .          7          8          5         27         42         19         10         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     7,507
Positions
       389        534          0        143      1,244          0      1,958      2,768        679      1,700      1,005        108      2,529      1,169
 
Changes from:       January 3, 2023                                  Total Change is:       864
      -179        534          0          5         -5        -32        390        617       -188        339       -115         14        515         39
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        7.1        0.0        1.9       16.6        0.0       26.1       36.9        9.1       22.7       13.4        1.4       33.7       15.6
 
Number of Traders in Each Category                                    Total Traders:        78 
         .          .          0          .          .          0         10          7          6         31         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     5,662
Positions
       198        722        107        166        266        115      2,783      2,381        297        977      1,235         39        979        499
 
Changes from:       January 3, 2023                                  Total Change is:      -450
         0         30         15        132       -387         84       -309       -142        122       -852        -68         20        337       -125
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       12.8        1.9        2.9        4.7        2.0       49.2       42.1        5.3       17.3       21.8        0.7       17.3        8.8
 
Number of Traders in Each Category                                    Total Traders:        72 
         .          4          .          .          4          .         19         20          9         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    25,505
Positions
     3,022         41          0          0      2,609          0      8,702     12,840      2,946      9,787      6,611         35      1,013        423
 
Changes from:       January 3, 2023                                  Total Change is:    -1,955
       105         41          0          0        132          0     -3,367     -3,247     -1,148      2,213      2,062         25        216        179
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        0.2        0.0        0.0       10.2        0.0       34.1       50.3       11.6       38.4       25.9        0.1        4.0        1.7
 
Number of Traders in Each Category                                    Total Traders:        99 
         .          .          0          0          .          0          9          5          .         47         33          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,351
Positions
       197     12,788          0     17,035      2,075        967     12,617     21,903        525      5,197      1,037          8      5,806      3,049
 
Changes from:       January 3, 2023                                  Total Change is:       454
       -68          0          0       -597       -184        -39        123        702        -68        873         94          2        228        -52
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       30.2        0.0       40.2        4.9        2.3       29.8       51.7        1.2       12.3        2.4        0.0       13.7        7.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          .          0          9          8          .         22         20          4         17          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   301,215
Positions
    42,118     16,598     14,506     84,891     75,381     38,875     47,645     78,611     37,188      5,466      2,527     11,319     19,207     26,210
 
Changes from:       January 3, 2023                                  Total Change is:     3,886
     4,092      3,215     -1,488      1,461    -20,432      4,045         68     21,856     -6,697       -912        396      3,098        219       -107
 
Percent of Open Interest Represented by Each Category of Trader
      14.0        5.5        4.8       28.2       25.0       12.9       15.8       26.1       12.3        1.8        0.8        3.8        6.4        8.7
 
Number of Traders in Each Category                                    Total Traders:       175 
        15         10         17         22         32         25         29         42         40         12          5         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2023                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    63,360
Positions
    40,419     45,068          0     19,241      1,062        913      2,311     15,473          0        119        754          0        357         90
 
Changes from:       January 3, 2023                                  Total Change is:     7,236
        65          0          0     10,019     -1,752       -172     -1,759      8,902          0         60        282          0       -977        -24
 
Percent of Open Interest Represented by Each Category of Trader
      63.8       71.1        0.0       30.4        1.7        1.4        3.6       24.4        0.0        0.2        1.2        0.0        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        51 
         4          4          0         14          .          .          9         11          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated January 13, 2023