Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   151,585
Positions
    13,425     30,030        860     42,869     40,453      6,087     24,727     33,546     10,344     21,686        583        359     31,228     29,323
 
Changes from:       May 10, 2022                                     Total Change is:       576
     4,449     -6,730        394      2,705      5,507        -14     -6,152      2,035        439        403         30          4     -1,652     -1,089
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       19.8        0.6       28.3       26.7        4.0       16.3       22.1        6.8       14.3        0.4        0.2       20.6       19.3
 
Number of Traders in Each Category                                    Total Traders:       109 
         8          7          5         18         16          7         19         23         14         15          .          .
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Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    53,291
Positions
    29,404      1,158         31      8,009     13,826      1,590      5,979     13,819        184          0          0          0      8,094     22,683
 
Changes from:       May 10, 2022                                     Total Change is:     2,009
      -538       -684         -3      2,070        680        502        -27        976        182          0          0          0       -177        356
 
Percent of Open Interest Represented by Each Category of Trader
      55.2        2.2        0.1       15.0       25.9        3.0       11.2       25.9        0.3        0.0        0.0        0.0       15.2       42.6
 
Number of Traders in Each Category                                    Total Traders:        50 
         6          .          .          7         13          6          9         13          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   253,811
Positions
   128,846     24,642      5,634     32,338    126,142      5,862     48,435     42,711      7,319      4,566      5,587          0     20,811     35,914
 
Changes from:       May 10, 2022                                     Total Change is:   -10,783
    -4,955     -4,931        -28         62     -2,251      1,759     -8,935     -5,466        440        220       -416          0        654        110
 
Percent of Open Interest Represented by Each Category of Trader
      50.8        9.7        2.2       12.7       49.7        2.3       19.1       16.8        2.9        1.8        2.2        0.0        8.2       14.1
 
Number of Traders in Each Category                                    Total Traders:       131 
         9          4          5         13         37         15         21         38         15          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   241,308
Positions
   149,033      7,177        637     44,819    112,267      4,115     19,163     79,713      2,559         49      1,154          0     20,933     33,686
 
Changes from:       May 10, 2022                                     Total Change is:    -5,970
   -10,333        318       -123      2,881       -803        447        681       -287       -129       -516     -4,795          0      1,122       -598
 
Percent of Open Interest Represented by Each Category of Trader
      61.8        3.0        0.3       18.6       46.5        1.7        7.9       33.0        1.1        0.0        0.5        0.0        8.7       14.0
 
Number of Traders in Each Category                                    Total Traders:       126 
        10          5          .         18         28         13         18         41         11          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   706,712
Positions
    41,032    305,941      2,136    392,337    176,340     31,946     84,236     99,212     19,502     44,675     11,965      5,393     85,455     54,277
 
Changes from:       May 10, 2022                                     Total Change is:     1,666
    -1,273     13,281       -251     -3,829     -8,419      1,287      3,269        182      1,168      1,341       -855       -580        534     -4,147
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       43.3        0.3       55.5       25.0        4.5       11.9       14.0        2.8        6.3        1.7        0.8       12.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       335 
        19         13          9        104         43         48         56         49         34         38         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    30,951
Positions
         0     12,593          0     12,696      1,156      3,070      2,018     10,253          1          0          0          0     13,166      3,878
 
Changes from:       May 10, 2022                                     Total Change is:     1,094
         0      2,020          0        -86       -843       -159        639        855        -48          0          0          0        748       -731
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       40.7        0.0       41.0        3.7        9.9        6.5       33.1        0.0        0.0        0.0        0.0       42.5       12.5
 
Number of Traders in Each Category                                    Total Traders:        33 
         0          5          0         16          .          7          4          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                      
CFTC Code #399741                                                    Open Interest is    22,867
Positions
     8,538      1,651          0      5,240      9,185      1,514          0      5,276          0          0        450          0      7,575      4,791
 
Changes from:       May 10, 2022                                     Total Change is:    -1,190
         0         45          0       -157       -116         58          0       -951          0          0       -222          0     -1,091         -4
 
Percent of Open Interest Represented by Each Category of Trader
      37.3        7.2        0.0       22.9       40.2        6.6        0.0       23.1        0.0        0.0        2.0        0.0       33.1       21.0
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          6          8          5          0          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   163,809
Positions
    54,146      2,901        428     44,451     86,051      4,177     36,864     37,437      3,299      1,252        529          5     19,187     28,982
 
Changes from:       May 10, 2022                                     Total Change is:    10,600
     4,502        -10         59         95      4,702         68      6,411      1,978        359         45          0          5       -944      3,439
 
Percent of Open Interest Represented by Each Category of Trader
      33.1        1.8        0.3       27.1       52.5        2.5       22.5       22.9        2.0        0.8        0.3        0.0       11.7       17.7
 
Number of Traders in Each Category                                    Total Traders:        99 
        11          .          .         13         22          9         23         24         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   170,924
Positions
     1,076     93,818        754     86,171      8,491      1,917     67,397     27,041      2,472      3,980     33,308        157      7,000      2,966
 
Changes from:       May 10, 2022                                     Total Change is:    17,066
       251     11,597        -85      7,544        881        424      7,773      2,614        667        -45        324          4        533        640
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       54.9        0.4       50.4        5.0        1.1       39.4       15.8        1.4        2.3       19.5        0.1        4.1        1.7
 
Number of Traders in Each Category                                    Total Traders:       163 
         .          9          .         24         14          7         53         30          4          9         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    55,990
Positions
       169     44,669         60     40,492      2,034         33      9,023      5,687        235      2,540      1,175          0      3,438      2,097
 
Changes from:       May 10, 2022                                     Total Change is:    -5,460
         0          0         60     -9,143       -411          0      1,759     -4,852        144      1,352       -681          0        368        280
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       79.8        0.1       72.3        3.6        0.1       16.1       10.2        0.4        4.5        2.1        0.0        6.1        3.7
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          4          .         12          5          .         20         11          .          9          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    60,804
Positions
    38,618      6,733          0      1,618     22,995        136     16,854     22,180      1,095        100      1,659         25      2,358      5,981
 
Changes from:       May 10, 2022                                     Total Change is:     4,569
     4,580        987          0         11      1,010        115       -752      1,598        614       -141        358          0        142       -113
 
Percent of Open Interest Represented by Each Category of Trader
      63.5       11.1        0.0        2.7       37.8        0.2       27.7       36.5        1.8        0.2        2.7        0.0        3.9        9.8
 
Number of Traders in Each Category                                    Total Traders:        96 
        10          4          0          5         23          .         14         31          5          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    23,592
Positions
         0     11,490          0     20,593      1,924          0      1,587      7,927        565          0        164          0        847      1,522
 
Changes from:       May 10, 2022                                     Total Change is:       791
         0         -6        -16        757        285          0         35        628          0          0        164          0         15       -264
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       48.7        0.0       87.3        8.2        0.0        6.7       33.6        2.4        0.0        0.7        0.0        3.6        6.5
 
Number of Traders in Each Category                                    Total Traders:        30 
         0          4          0          7          .          0          5         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    40,099
Positions
    19,802      8,164        256      3,668      9,782        214      8,834      5,192        184      1,143      9,204          1      5,998      7,103
 
Changes from:       May 10, 2022                                     Total Change is:    -1,372
      -794         81         14        676       -163       -125       -602     -1,835        150        185        486          1       -876         21
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       20.4        0.6        9.1       24.4        0.5       22.0       12.9        0.5        2.8       23.0        0.0       15.0       17.7
 
Number of Traders in Each Category                                    Total Traders:        95 
        17         10          .         15         14          4         19         12          4          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                                     
CFTC Code #124603                                                    Open Interest is    80,197
Positions
    39,603     16,327        512      7,335     19,564        428     17,668     10,384        368      2,285     18,407          2     11,996     14,205
 
Changes from:       May 10, 2022                                     Total Change is:    -2,743
    -1,588        161         27      1,352       -326       -250     -1,203     -3,670        300        369        971          2     -1,752         42
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       20.4        0.6        9.1       24.4        0.5       22.0       12.9        0.5        2.8       23.0        0.0       15.0       17.7
 
Number of Traders in Each Category                                    Total Traders:        95 
        17         10          .         15         14          4         19         12          4          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    39,246
Positions
    20,090     29,774          0     13,595      4,021      1,124      1,740      3,237          0          0          0          0      2,697      1,090
 
Changes from:       May 10, 2022                                     Total Change is:      -822
    -1,023     -1,242          0      1,253        -23        -46        174        649          0       -261          0          0       -919       -160
 
Percent of Open Interest Represented by Each Category of Trader
      51.2       75.9        0.0       34.6       10.2        2.9        4.4        8.2        0.0        0.0        0.0        0.0        6.9        2.8
 
Number of Traders in Each Category                                    Total Traders:        31 
         5          4          0         15          .          .          .          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   450,422
Positions
    46,375     64,374      9,356    196,002    134,505     60,587     49,660     69,164     11,179     29,680     50,876        304     47,279     50,076
 
Changes from:       May 10, 2022                                     Total Change is:    -1,969
     3,823     -3,311        319      7,393      1,331     -2,604     -8,614      9,160       -559      1,786     -4,597       -809     -2,704       -900
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       14.3        2.1       43.5       29.9       13.5       11.0       15.4        2.5        6.6       11.3        0.1       10.5       11.1
 
Number of Traders in Each Category                                    Total Traders:       533 
        38         37         30        143         95        116         72         78         55         35         35          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    18,297
Positions
     1,594     16,388          0     12,143        581         99      1,259        430          0        200          0          0      3,002        799
 
Changes from:       May 10, 2022                                     Total Change is:      -616
         0       -557          0       -509          0          0        -12          0          0        -75          0          0        -20        -59
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       89.6        0.0       66.4        3.2        0.5        6.9        2.4        0.0        1.1        0.0        0.0       16.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         .         10          0          7          .          .          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    43,268
Positions
    13,660     40,873          0     18,423          0          0      7,001      1,546          0          0          0          0      4,184        849
 
Changes from:       May 10, 2022                                     Total Change is:      -162
       -79       -219          0        765          0          0       -386        212          0       -250          0          0       -212       -155
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       94.5        0.0       42.6        0.0        0.0       16.2        3.6        0.0        0.0        0.0        0.0        9.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        40 
         .         10          0         18          0          0          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 2,252,109
Positions
   231,875    321,870     46,782    980,008    672,524    302,935    248,298    345,821     55,897    148,399    254,381      1,521    236,394    250,378
 
Changes from:       May 10, 2022                                     Total Change is:    -9,847
    19,113    -16,553      1,595     36,965      6,654    -13,019    -43,070     45,801     -2,795      8,929    -22,984     -4,045    -13,520     -4,501
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       14.3        2.1       43.5       29.9       13.5       11.0       15.4        2.5        6.6       11.3        0.1       10.5       11.1
 
Number of Traders in Each Category                                    Total Traders:       533 
        38         37         30        143         95        116         72         78         55         35         35          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE   ($250 x S&P Select Sector Financial Index price)                                                
CFTC Code #13874C                                                    Open Interest is    28,753
Positions
    21,192     23,199          0      5,007        935          0        443      1,809          9          0          0          0      2,102      2,801
 
Changes from:       May 10, 2022                                     Total Change is:      -279
       -14     -1,307          0        189          0          0         20       -268          9          0          0          0       -483      1,287
 
Percent of Open Interest Represented by Each Category of Trader
      73.7       80.7        0.0       17.4        3.3        0.0        1.5        6.3        0.0        0.0        0.0        0.0        7.3        9.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         6          5          0          6          .          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Health Care Index price)                                            
CFTC Code #13874E                                                    Open Interest is    21,490
Positions
     2,116     20,160          0     13,725          0          0      2,091        460          0          0          0          0      3,558        870
 
Changes from:       May 10, 2022                                     Total Change is:       417
       327         30          0        326          0          0        -11        460          0          0          0          0       -225        -73
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       93.8        0.0       63.9        0.0        0.0        9.7        2.1        0.0        0.0        0.0        0.0       16.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          9          0          8          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    22,292
Positions
     3,412     18,814          0     12,642        307      1,068      2,480      1,197          1          0          0          0      2,689        905
 
Changes from:       May 10, 2022                                     Total Change is:       842
       180      1,141          0        510        307          0        154       -654          1          0          0          0         -3         47
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       84.4        0.0       56.7        1.4        4.8       11.1        5.4        0.0        0.0        0.0        0.0       12.1        4.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         5         10          0         10          .          .          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   211,429
Positions
    20,448     15,918          0     28,096          5        227      9,807    155,216      6,000      3,246          0          0    143,605     34,063
 
Changes from:       May 10, 2022                                     Total Change is:     6,158
     3,536        502          0      7,377          0        -10      2,461     -2,986      3,797     -1,183          0          0     -9,820      4,855
 
Percent of Open Interest Represented by Each Category of Trader
       9.7        7.5        0.0       13.3        0.0        0.1        4.6       73.4        2.8        1.5        0.0        0.0       67.9       16.1
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0         12          .          4          5          8          6          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    59,998
Positions
    32,070      2,706        169     17,134     43,755      3,259        618      4,153          0        210          0          0      6,538      5,956
 
Changes from:       May 10, 2022                                     Total Change is:      -109
      -342        320        -82      2,063       -895        211     -1,398       -429          0       -212          0          0       -349        766
 
Percent of Open Interest Represented by Each Category of Trader
      53.5        4.5        0.3       28.6       72.9        5.4        1.0        6.9        0.0        0.4        0.0        0.0       10.9        9.9
 
Number of Traders in Each Category                                    Total Traders:        67 
         6          .          .         22         28         13          .          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    48,711
Positions
    10,222     10,136        491     14,937     12,537      1,380     11,003     10,598        805      2,625      4,329         42      7,205      8,392
 
Changes from:       May 10, 2022                                     Total Change is:    -1,274
       -54       -829        -15        632        546       -285     -1,358        159       -191         94       -674        -41        -57         56
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       20.8        1.0       30.7       25.7        2.8       22.6       21.8        1.7        5.4        8.9        0.1       14.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       299 
        31         20         12         48         51         33         46         51         23         20         32          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   243,553
Positions
    51,112     50,680      2,457     74,683     62,687      6,902     55,014     52,989      4,027     13,126     21,644        209     36,023     41,958
 
Changes from:       May 10, 2022                                     Total Change is:    -6,368
      -268     -4,144        -74      3,162      2,730     -1,425     -6,790        795       -954        471     -3,371       -204       -286        279
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       20.8        1.0       30.7       25.7        2.8       22.6       21.8        1.7        5.4        8.9        0.1       14.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       299 
        31         20         12         48         51         33         46         51         23         20         32          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is    79,441
Positions
     5,061      1,866          0        949        519          0     24,061     49,113      2,500      8,434        940         91     38,345     24,412
 
Changes from:       May 10, 2022                                     Total Change is:    -9,635
      -747        945          0          4        -58          0        589    -15,863       -143        844        -74         91    -10,273      5,467
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        2.3        0.0        1.2        0.7        0.0       30.3       61.8        3.1       10.6        1.2        0.1       48.3       30.7
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          .          0          .          .          0          8         11          7          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   527,331
Positions
   220,501     13,545      2,074    144,705    264,342     55,090     55,494    121,069      6,176     22,539     40,248        188     20,564     24,599
 
Changes from:       May 10, 2022                                     Total Change is:     2,382
    -5,405      1,599       -352      2,499        573      1,945     -4,114      4,181        208      7,120     -5,376         16        465       -412
 
Percent of Open Interest Represented by Each Category of Trader
      41.8        2.6        0.4       27.4       50.1       10.4       10.5       23.0        1.2        4.3        7.6        0.0        3.9        4.7
 
Number of Traders in Each Category                                    Total Traders:       334 
        32         10          4         70         76         50         39         75         23         10         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    29,302
Positions
     7,298     28,023          0     17,478        400          0      2,508        335          0          0          0          0      2,018        544
 
Changes from:       May 10, 2022                                     Total Change is:       -35
      -290          0          0        250        -23          0        -31        -12          0          0          0          0         36          0
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       95.6        0.0       59.6        1.4        0.0        8.6        1.1        0.0        0.0        0.0        0.0        6.9        1.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          0         13          .          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    12,586
Positions
         0      3,036          0      7,441      1,469         37      1,899      2,169          0          0      1,014          0      3,209      4,861
 
Changes from:       May 10, 2022                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       24.1        0.0       59.1       11.7        0.3       15.1       17.2        0.0        0.0        8.1        0.0       25.5       38.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         0          .          0          9          .          .          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    46,441
Positions
     2,761      2,648        945     22,498      4,847      1,997      4,128      8,130          2      8,277          0          1      5,832     27,871
 
Changes from:       May 10, 2022                                     Total Change is:     5,044
    -1,108        453        236      1,966        530       -450        802      1,623        -33      3,510     -1,035         -7        128      3,727
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        5.7        2.0       48.4       10.4        4.3        8.9       17.5        0.0       17.8        0.0        0.0       12.6       60.0
 
Number of Traders in Each Category                                    Total Traders:        52 
         6          6          .         13          6          6          7         10          .          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   411,928
Positions
    30,761    170,086      3,292    284,385    141,144     54,844     13,244     18,118      1,333     14,933     15,693         19      9,117      7,399
 
Changes from:       May 10, 2022                                     Total Change is:    -6,519
      -109    -15,009       -134      1,087      7,089        399     -7,095     -1,587       -493       -771      2,074         -7        604      1,149
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       41.3        0.8       69.0       34.3       13.3        3.2        4.4        0.3        3.6        3.8        0.0        2.2        1.8
 
Number of Traders in Each Category                                    Total Traders:       204 
        13         15          7         76         52         43         16         17          7          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,220,300
Positions
   114,177    460,548      6,668    720,105    439,040    146,589    105,424    103,728     11,502     87,361     27,131      1,592     26,882     23,502
 
Changes from:       May 10, 2022                                     Total Change is:   -13,057
     6,746    -42,876        402     16,139     32,653      1,711    -17,556        646        540    -17,337       -140        215     -3,917     -6,208
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       37.7        0.5       59.0       36.0       12.0        8.6        8.5        0.9        7.2        2.2        0.1        2.2        1.9
 
Number of Traders in Each Category                                    Total Traders:       414 
        27         18         10        139         96         89         46         49         30         20         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   217,301
Positions
    12,941    160,337     26,742     18,707          0      2,213    134,697      1,671     19,135      2,220      6,517        140        506        546
 
Changes from:       May 10, 2022                                     Total Change is:    -2,390
     5,480      2,912     -5,633        150          0       -150     -3,190       -630        657        130          0          0        166        454
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       73.8       12.3        8.6        0.0        1.0       62.0        0.8        8.8        1.0        3.0        0.1        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        89 
         8         23         15         11          0          .         30          4         10         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                     
CFTC Code #020601                                                    Open Interest is 1,244,823
Positions
     9,717    153,952      1,674    601,099    279,132    197,326    144,450    349,596     37,901     99,614     54,768        522    152,520    169,952
 
Changes from:       May 10, 2022                                     Total Change is:    37,263
       639     18,913        861      9,597     -9,619      3,842     13,930     22,326     -2,806     15,135        711        243     -4,178      2,792
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       12.4        0.1       48.3       22.4       15.9       11.6       28.1        3.0        8.0        4.4        0.0       12.3       13.7
 
Number of Traders in Each Category                                    Total Traders:       189 
         5         23          8         60         32         58         27         30         26          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                               
CFTC Code #020604                                                    Open Interest is 1,302,810
Positions
    21,395     48,669     15,482    718,195    189,634    224,446     57,974    652,803     40,392     73,259     10,054          0    151,667    121,330
 
Changes from:       May 10, 2022                                     Total Change is:    37,792
    -1,335        787      6,464     -6,622    -12,252     -3,429        601     13,040     34,927       -273        275          0      7,459     -2,020
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        3.7        1.2       55.1       14.6       17.2        4.4       50.1        3.1        5.6        0.8        0.0       11.6        9.3
 
Number of Traders in Each Category                                    Total Traders:       149 
         6         10          7         70         26         59          5         22         14          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 2,376,024
Positions
    85,509    249,600     18,543    930,928    388,651    446,565    551,902    479,318    147,205     47,680    424,013     10,002    137,690    212,127
 
Changes from:       May 10, 2022                                     Total Change is:   111,250
     3,363     33,563      6,828      8,512    -35,138     14,930     66,644     41,413     14,767     -2,215     36,809      1,513     -3,092     -3,435
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       10.5        0.8       39.2       16.4       18.8       23.2       20.2        6.2        2.0       17.8        0.4        5.8        8.9
 
Number of Traders in Each Category                                    Total Traders:       380 
        14         47         12         93         60         83         38         64         37         14         50          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                 
CFTC Code #043602                                                    Open Interest is 3,666,416
Positions
    69,150    282,595     21,344  1,640,321  1,187,439    707,200    502,373    339,663    206,904    181,976    425,622     12,099    325,049    483,550
 
Changes from:       May 10, 2022                                     Total Change is:   -56,281
    -8,966    -53,553      4,657     31,114    -68,443      5,794   -151,619      6,618     56,979     -3,453      6,357     -2,246     11,459    -12,444
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        7.7        0.6       44.7       32.4       19.3       13.7        9.3        5.6        5.0       11.6        0.3        8.9       13.2
 
Number of Traders in Each Category                                    Total Traders:       412 
        19         31         14        105         85        108         58         63         62         22         29          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 1,225,195
Positions
    66,934     32,720      2,880    480,648    461,708    225,920    108,825    141,163     53,061    136,390     54,048        474    150,063    253,221
 
Changes from:       May 10, 2022                                     Total Change is:   -22,817
    -3,681      8,885      1,512      1,394    -49,873      4,221    -45,183     12,772        989      9,561     -1,049       -206      8,576        -68
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        2.7        0.2       39.2       37.7       18.4        8.9       11.5        4.3       11.1        4.4        0.0       12.2       20.7
 
Number of Traders in Each Category                                    Total Traders:       140 
         5          7          6         32         53         57          8         17         15          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 3,791,540
Positions
    67,460    369,762     30,716  1,706,544    760,525    844,751    292,488    906,242    212,577    349,987    222,545      2,422    284,595    442,000
 
Changes from:       May 10, 2022                                     Total Change is:   -22,137
    -8,777      5,454      6,563   -121,366      1,496     21,259     34,345   -102,903     46,507    -15,290      4,169      1,667     12,955     -6,349
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        9.8        0.8       45.0       20.1       22.3        7.7       23.9        5.6        9.2        5.9        0.1        7.5       11.7
 
Number of Traders in Each Category                                    Total Traders:       350 
        20         35         11         86         70         92         35         69         43         18         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,796,405
Positions
   339,542    374,927    768,630          0     24,476     20,779    132,438    108,761    447,093     45,499      5,784      4,750     37,674     41,205
 
Changes from:       May 10, 2022                                     Total Change is:    46,001
    10,486     -2,913     19,012     -4,423      3,353      2,145      4,690      5,182     17,280     -1,236        260          0     -1,953      1,682
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       20.9       42.8        0.0        1.4        1.2        7.4        6.1       24.9        2.5        0.3        0.3        2.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       119 
        22         34         54          0          .          4         26         21         42          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                                   
CFTC Code #132741                                                    Open Interest is10,381,883
Positions
 3,990,495    939,885  1,593,046    650,213    331,387    403,825    537,098  3,358,047  2,557,820     22,833    144,812    240,169    386,384    812,892
 
Changes from:       May 10, 2022                                     Total Change is:   -57,241
    56,985    -81,147    -23,161    -54,868    -48,415    -13,524     50,830    182,775    -48,523      1,542      4,685      9,914    -36,436    -39,845
 
Percent of Open Interest Represented by Each Category of Trader
      38.4        9.1       15.3        6.3        3.2        3.9        5.2       32.3       24.6        0.2        1.4        2.3        3.7        7.8
 
Number of Traders in Each Category                                    Total Traders:       208 
        27         32         52          8         19         18         23         74         79          5         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is 4,967,747
Positions
 1,817,938  1,368,675  1,335,705     68,155    317,793    102,559    606,444    831,808    944,436     54,182     32,242     25,555     12,773      8,974
 
Changes from:       May 10, 2022                                     Total Change is:    54,139
    98,776    124,659    -22,038      5,909     -9,666     10,193     38,681     36,579    -79,391      2,230     -1,564        341       -562     -4,974
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       27.6       26.9        1.4        6.4        2.1       12.2       16.7       19.0        1.1        0.6        0.5        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:       328 
        50         67         96          8         21         17         58         56         82         22         34         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   424,651
Positions
   138,958    152,853    130,324      3,661     18,457          0     74,123     44,152     71,549      4,150      5,454      1,006        880        856
 
Changes from:       May 10, 2022                                     Total Change is:     7,261
     2,868     15,485     -3,912        925      4,359       -225      1,679    -10,584      5,392          0       -764        122        412     -2,612
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       36.0       30.7        0.9        4.3        0.0       17.5       10.4       16.8        1.0        1.3        0.2        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:       134 
        31         36         42          .          .          0         23         32         34          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
THREE-MONTH BLOOMBERG  ST BANK - CHICAGO MERCANTILE EXCHANGE   ($2,500 x contract-grade IMM Index)                                                         
CFTC Code #157741                                                    Open Interest is    24,590
Positions
     4,034      4,209      5,345          0          0          0      2,112      1,916     13,099          0          0          0          0         21
 
Changes from:       May 10, 2022                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       17.1       21.7        0.0        0.0        0.0        8.6        7.8       53.3        0.0        0.0        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          .          0          0          0         11          .         12          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE   100,000 USD notional principal                                                                                 
CFTC Code #342601                                                    Open Interest is   153,519
Positions
    11,910     32,053      3,908          0          0          0     49,105     54,611     40,747     44,555     18,862      3,294          0         44
 
Changes from:       May 10, 2022                                     Total Change is:     1,528
    -1,825          0          0          0          0          0       -671        199        814      3,750      1,026       -540          0         29
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       20.9        2.5        0.0        0.0        0.0       32.0       35.6       26.5       29.0       12.3        2.1        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .          0          0          0          .          4          .          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    11,644
Positions
       192      1,062         37      5,688        641         46      1,413      7,691        686      2,465        433         36      1,081      1,012
 
Changes from:       May 10, 2022                                     Total Change is:       803
       -91        260        -45        -47       -247         27       -450        499        149      1,330        213       -162         92        109
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        9.1        0.3       48.8        5.5        0.4       12.1       66.1        5.9       21.2        3.7        0.3        9.3        8.7
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          4          .          6          5          .         13         44         12          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    19,877
Positions
     2,599         50          0        262        421          0      3,527     13,176      1,216      8,772      2,674         50      3,451      2,290
 
Changes from:       May 10, 2022                                     Total Change is:     2,522
       377         50          0        -53         48          0     -1,344      1,714        681      3,705        585     -1,126        282        570
 
Percent of Open Interest Represented by Each Category of Trader
      13.1        0.3        0.0        1.3        2.1        0.0       17.7       66.3        6.1       44.1       13.5        0.3       17.4       11.5
 
Number of Traders in Each Category                                    Total Traders:       114 
         5          .          0          .          .          0         10         15          6         47         31          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     3,646
Positions
        97        140         32          0        252          3        749      2,340        143      1,828          0         56        738        680
 
Changes from:       May 10, 2022                                     Total Change is:       203
       -31        -35         32          0          3          0       -108        -26         24        155          0         40         91        165
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        3.8        0.9        0.0        6.9        0.1       20.5       64.2        3.9       50.1        0.0        1.5       20.2       18.7
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          .          .          0          4          .         11         19          4          6          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    78,833
Positions
         0     13,010          0         88          0          0     65,524     55,133        187     11,381      9,575        394      1,259        534
 
Changes from:       May 10, 2022                                     Total Change is:    33,990
         0      4,293          0         88          0          0     32,214     27,197        104      1,383      2,185         71        130        140
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       16.5        0.0        0.1        0.0        0.0       83.1       69.9        0.2       14.4       12.1        0.5        1.6        0.7
 
Number of Traders in Each Category                                    Total Traders:       125 
         0          .          0          .          0          0          8          9          .         64         42          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    61,899
Positions
       755     28,810          0     30,572        713        530     15,761     27,530        258      8,464      1,792        110      5,449      2,156
 
Changes from:       May 10, 2022                                     Total Change is:     4,343
       204        868          0      2,127        163         20       -551      4,054        -63      2,097       -313         30        479       -416
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       46.5        0.0       49.4        1.2        0.9       25.5       44.5        0.4       13.7        2.9        0.2        8.8        3.5
 
Number of Traders in Each Category                                    Total Traders:       128 
         .          .          0         22          .          .         37         17          .         31         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   311,293
Positions
    38,175     27,155     16,134     64,056     30,582     42,506     29,436     73,955     74,808     13,331      4,715      9,240     23,607     32,198
 
Changes from:       May 10, 2022                                     Total Change is:    -6,990
    -1,430     -1,855        355    -20,264      3,192      5,365    -10,433    -27,714     14,258       -820     -3,678      4,553      1,426     -1,466
 
Percent of Open Interest Represented by Each Category of Trader
      12.3        8.7        5.2       20.6        9.8       13.7        9.5       23.8       24.0        4.3        1.5        3.0        7.6       10.3
 
Number of Traders in Each Category                                    Total Traders:       167 
        12         18         19         16         23         21         25         47         46          7         12         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 17, 2022                                                                                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    35,793
Positions
     6,903     20,433          0     22,071      1,126      1,165        709     10,547        861      3,369      1,583          0        715         78
 
Changes from:       May 10, 2022                                     Total Change is:     1,329
     5,767         55        -64     -5,117        110          0       -211       -892        861         81      1,265          0         12         -6
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       57.1        0.0       61.7        3.1        3.3        2.0       29.5        2.4        9.4        4.4        0.0        2.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          .          0         15          .          .          6          7          .          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated May 20, 2022