USD MALAYSIAN CRUDE PALM OIL - CHICAGO MERCANTILE EXCHANGE           Code-037021
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       48,462
COMMITMENTS
   3,760    5,320    2,240   42,462   40,902   48,462   48,462        0        0

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,400)
    -160     -240      360    1,200    1,280    1,400    1,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     11.0      4.6     87.6     84.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        6        4        9       11       15       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       13,981
COMMITMENTS
     578    5,432    1,704   10,651    6,648   12,933   13,784    1,048      197

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        565)
     -15       46      -87      767      720      665      680     -100     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     38.8     12.2     76.2     47.5     92.5     98.6      7.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        7        6       31       19       40       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,399
COMMITMENTS
  11,748    1,496    9,420   28,314   30,793   49,482   41,709    4,917   12,690

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,482)
     300     -197       84    1,134    1,610    1,518    1,497      -36      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6      2.8     17.3     52.0     56.6     91.0     76.7      9.0     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      22        7       18       40       33       67       53                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:       14,450
COMMITMENTS
     285    3,829    3,165    9,714    6,837   13,164   13,831    1,286      618

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        751)
     -54     -312      330      281      669      557      686      194       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     26.5     21.9     67.2     47.3     91.1     95.7      8.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        6       10       32       22       44       32                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,372
COMMITMENTS
  10,055      358    2,114    6,239   13,946   18,408   16,417      964    2,955

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        -27)
      -6     -248      -92      102      357        4       16      -31      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9      1.8     10.9     32.2     72.0     95.0     84.7      5.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        2        7       23       22       30       30                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      276,468
COMMITMENTS
  81,335   25,375   78,211   95,302  135,006  254,848  238,592   21,620   37,876

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      8,997)
  -2,321     -522    7,718    4,187    2,461    9,584    9,657     -587     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4      9.2     28.3     34.5     48.8     92.2     86.3      7.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     115       60      111       86       89      252      219                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      377,575
COMMITMENTS
 114,109   33,265   88,036  135,954  206,396  338,098  327,697   39,477   49,878

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      4,584)
   2,195      633     -754    4,465    5,311    5,906    5,190   -1,322     -606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      8.8     23.3     36.0     54.7     89.5     86.8     10.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     140       73      132      142      175      343      337                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        2,681
COMMITMENTS
     836      261      139      775    1,428    1,749    1,828      932      853

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         75)
      95       -9       18       78      124      192      133     -118      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2      9.7      5.2     28.9     53.3     65.2     68.2     34.8     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        4        4       13       16       27       23                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       53,133
COMMITMENTS
  15,690    9,438   14,150   14,582   12,124   44,421   35,712    8,712   17,421

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,467)
    -454      392      587      947       92    1,080    1,071      388      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     17.8     26.6     27.4     22.8     83.6     67.2     16.4     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      53       55       64       67       65      165      151                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,476
COMMITMENTS
   2,268    8,998    3,048   20,741   13,847   26,057   25,892      419      584

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,846)
      86      469      224    1,508    1,162    1,818    1,855       28       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     34.0     11.5     78.3     52.3     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        8        7       22       24       37       34                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       45,413
COMMITMENTS
  16,034    9,612       45   27,233   34,484   43,312   44,141    2,101    1,272

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        432)
  -3,157       38       14    3,831        8      688       60     -256      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3     21.2      0.1     60.0     75.9     95.4     97.2      4.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      24       12        2       10       10       36       22                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      161,985
COMMITMENTS
  50,340   42,920   11,126   67,061   81,790  128,527  135,836   33,458   26,149

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      6,363)
   5,122   -9,438      285      185   15,616    5,592    6,462      771      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1     26.5      6.9     41.4     50.5     79.3     83.9     20.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      21       26       16       40       42       71       74                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,470
COMMITMENTS
     974   13,068    2,570   28,818   13,767   32,363   29,405   12,108   15,065

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     -3,624)
  -3,688   -1,311     -137   -1,724      921   -5,549     -527    1,925   -3,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     29.4      5.8     64.8     31.0     72.8     66.1     27.2     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       13        5       14       18       21       32                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      152,303
COMMITMENTS
  75,463   70,465      574   70,340   77,914  146,377  148,953    5,926    3,350

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     25,104)
  22,269   12,816       87    3,155   11,976   25,511   24,879     -408      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.5     46.3      0.4     46.2     51.2     96.1     97.8      3.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      72       38        8       26       38      102       80                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      203,396
COMMITMENTS
  40,566   37,927   13,860  122,008  121,986  176,434  173,773   26,962   29,623

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:    -15,425)
   9,925  -19,578      571  -29,589    6,463  -19,092  -12,544    3,667   -2,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9     18.6      6.8     60.0     60.0     86.7     85.4     13.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      23       31       16       36       54       70       90                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      219,327
COMMITMENTS
   8,494   91,557   11,240  181,068   79,581  200,802  182,378   18,525   36,949

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:    -31,054)
 -13,730  -20,695   -1,573  -15,658   -6,445  -30,962  -28,714      -92   -2,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     41.7      5.1     82.6     36.3     91.6     83.2      8.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      16       47       24       46       43       77       99                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      741,576
COMMITMENTS
 212,396  190,813   35,032  411,733  458,776  659,161  684,621   82,415   56,955

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     17,849)
   9,307   -8,278    4,781    3,202   19,408   17,289   15,911      560    1,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6     25.7      4.7     55.5     61.9     88.9     92.3     11.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      96       68       42      138      101      252      193                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,164
COMMITMENTS
   4,879    5,485      247   15,061   21,348   20,187   27,080   12,977    6,084

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:       -469)
      49     -245        0      239     -146      288     -391     -757      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     16.5      0.7     45.4     64.4     60.9     81.7     39.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        3        2       14       10       21       15                  
 
 
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE             Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       24,321
COMMITMENTS
   1,816   10,154        0   14,515    8,836   16,331   18,990    7,990    5,331

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:       -123)
      13   -1,559        0      -18    1,397       -5     -162     -118       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     41.7      0.0     59.7     36.3     67.1     78.1     32.9     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        0        8        9       10       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       32,149
COMMITMENTS
  11,008   22,378      120   18,179    7,420   29,307   29,918    2,842    2,231

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        969)
   3,696    4,254     -225   -2,622   -2,533      849    1,495      120     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.2     69.6      0.4     56.5     23.1     91.2     93.1      8.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       24        3       20        8       39       33                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,735
COMMITMENTS
  11,612   19,943      388   29,876   19,254   41,876   39,585    2,859    5,150

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      2,661)
     652      379      -89    2,226    1,908    2,789    2,198     -128      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     44.6      0.9     66.8     43.0     93.6     88.5      6.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      23       33        6       22       25       50       59                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       12,567
COMMITMENTS
   6,150    4,297      538    5,132    6,003   11,820   10,838      747    1,729

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,283)
   1,544    1,452      196     -226     -394    1,514    1,254     -231       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.9     34.2      4.3     40.8     47.8     94.1     86.2      5.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7       13        2        5        8       13       22                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   22,179,251
COMMITMENTS
 763,247  1540761  9706034 11187852  9999242 21657133 21246038  522,118  933,213

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:    713,840)
  37,509  -37,637  580,141   62,363  127,546  680,013  670,050   33,827   43,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      6.9     43.8     50.4     45.1     97.6     95.8      2.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      35       85       95      133      145      236      258                  
 
 
BITCOIN - CHICAGO MERCANTILE EXCHANGE                                Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 Bitcoins)                                         OPEN INTEREST:       12,020
COMMITMENTS
   8,412    8,963    1,797      372      377   10,581   11,137    1,440      884

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        686)
     488      636      233        4     -152      725      717      -39      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.0     74.6     14.9      3.1      3.1     88.0     92.6     12.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      33       48       23        2        4       47       65                  
 
 
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE                          Code-133742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Bitcoin X $0.10)                                    OPEN INTEREST:       30,778
COMMITMENTS
  24,351   25,243    1,101      110    2,937   25,562   29,281    5,216    1,497

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        636)
     827     -389       50        0      689      877      350     -241      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    79.1     82.0      3.6      0.4      9.5     83.1     95.1     16.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      91       35        7        1        2       97       39                  
 
 
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index)                        OPEN INTEREST:    2,106,225
COMMITMENTS
 155,306  344,877  280,645  1669400  1478779  2105350  2104300      875    1,925

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:    280,493)
  30,905   55,323   49,056  203,738  179,796  283,699  284,175   -3,206   -3,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4     16.4     13.3     79.3     70.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      50       52       64       81       89      161      178                  
 
 
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE                           Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index)                        OPEN INTEREST:      327,742
COMMITMENTS
  33,798   49,174   41,021  252,708  237,363  327,527  327,558      215      184

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     31,320)
  12,621   12,674    1,077   19,162   17,526   32,860   31,277   -1,540       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     15.0     12.5     77.1     72.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      27       27       33       41       45       85       88                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      609,460
COMMITMENTS
  87,242   59,111  109,505  345,162  386,408  541,909  555,024   67,551   54,436

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     16,065)
   5,471   -4,157    6,363      211   11,781   12,046   13,987    4,019    2,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      9.7     18.0     56.6     63.4     88.9     91.1     11.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     131       71      113      257      243      427      390                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl             OPEN INTEREST:       17,095
COMMITMENTS
   2,321    2,620        0   13,176   13,370   15,497   15,990    1,598    1,105

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     15.3      0.0     77.1     78.2     90.7     93.5      9.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        7       10        9       11                  
 
 
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE                Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p             OPEN INTEREST:       31,008
COMMITMENTS
     635    2,269        0   24,497   27,727   25,132   29,996    5,876    1,012

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      3,151)
      48      427        0      616    2,376      664    2,803    2,487      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      7.3      0.0     79.0     89.4     81.1     96.7     18.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        0       18       12       20       14                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,047,302
COMMITMENTS
 436,212  295,556  547,525  1725808  1932040  2709545  2775120  337,757  272,181

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     80,323)
  27,355  -20,787   31,817    1,057   58,905   60,229   69,934   20,094   10,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      9.7     18.0     56.6     63.4     88.9     91.1     11.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     131       71      113      257      243      427      390                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       28,669
COMMITMENTS
   1,679      682        0   23,200   26,334   24,879   27,016    3,790    1,653

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        -53)
      24        0        0      -35   -1,033      -11   -1,033      -42      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      2.4      0.0     80.9     91.9     86.8     94.2     13.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        0       18        8       22       10                  
 
 
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE           Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In             OPEN INTEREST:       21,031
COMMITMENTS
     440    3,770        0   17,456   16,376   17,896   20,146    3,135      885

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     17.9      0.0     83.0     77.9     85.1     95.8     14.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12        6       13        7                  
 
 
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X S&P 500 INDEX)                                 OPEN INTEREST:      183,871
COMMITMENTS
  85,393   59,015   11,246   27,725   29,170  124,364   99,431   59,508   84,440

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     32,103)
  23,904   16,091   -1,931    3,951    9,627   25,923   23,786    6,180    8,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4     32.1      6.1     15.1     15.9     67.6     54.1     32.4     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        6        4       10        5       20       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       44,042
COMMITMENTS
   9,262    1,092      230   26,210   38,294   35,702   39,616    8,340    4,426

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,548)
  -1,251      388      119    3,505      668    2,373    1,175     -825      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0      2.5      0.5     59.5     86.9     81.1     90.0     18.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      13        5        5       38       27       54       34                  
 
 
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE                     Code-146021
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 Index Points)                                    OPEN INTEREST:        3,868
COMMITMENTS
   2,326    2,620      636        0      104    2,962    3,360      906      508

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:        -12)
     234       40      -83        0       13      151      -30     -163       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.1     67.7     16.4      0.0      2.7     76.6     86.9     23.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      25       14        8        0        2       29       21                  
 
 
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE                            Code-146022
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(0.1 Index Points)                                   OPEN INTEREST:       51,794
COMMITMENTS
  49,176   42,874    1,007       50    7,661   50,233   51,542    1,561      252

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     16,419)
  16,668   12,737     -362        0    3,926   16,306   16,301      113      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    94.9     82.8      1.9      0.1     14.8     97.0     99.5      3.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      83       18        2        1        1       85       20                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,792
COMMITMENTS
  17,497   11,586    8,768   21,313   27,312   47,578   47,666    9,214    9,126

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      4,183)
   2,433      845      868      612    2,024    3,914    3,737      269      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     20.4     15.4     37.5     48.1     83.8     83.9     16.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      99       78       69       93       90      218      212                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      283,960
COMMITMENTS
  87,484   57,928   43,841  106,567  136,560  237,891  238,329   46,069   45,631

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     20,913)
  12,166    4,227    4,341    3,061   10,119   19,568   18,687    1,346    2,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     20.4     15.4     37.5     48.1     83.8     83.9     16.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      99       78       69       93       90      218      212                  
 
 
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE          Code-209747
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX x $2)                        OPEN INTEREST:      120,618
COMMITMENTS
  54,423   99,368    3,868    5,555      793   63,847  104,030   56,771   16,588

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     20,866)
  11,043   23,031     -493    2,841      471   13,391   23,009    7,475   -2,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1     82.4      3.2      4.6      0.7     52.9     86.2     47.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17       12        8        6        2       28       17                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      192,254
COMMITMENTS
   8,166  100,493    8,749  155,162   53,448  172,077  162,690   20,177   29,564

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     -1,946)
  -3,367   -5,732      820     -202    4,545   -2,749     -367      803   -1,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     52.3      4.6     80.7     27.8     89.5     84.6     10.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13       35       14       28       37       48       79                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      484,155
COMMITMENTS
  83,746   99,014   16,899  351,216  346,486  451,861  462,399   32,294   21,756

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     13,123)
   1,533   11,592    3,229    6,687   -3,667   11,449   11,153    1,675    1,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     20.5      3.5     72.5     71.6     93.3     95.5      6.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      62       63       26      154      135      228      212                  
 
 
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE         Code-239744
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50)                     OPEN INTEREST:       27,814
COMMITMENTS
   4,339      441        8   21,862   26,597   26,209   27,046    1,605      768

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      1,293)
     307     -122        8      674      945      989      831      304      462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      1.6      0.0     78.6     95.6     94.2     97.2      5.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        1       16        8       22       10                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       15,957
COMMITMENTS
   1,843    5,212        0   10,012    7,606   11,855   12,818    4,102    3,139

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:         78)
       2   -2,534        0      -30    2,751      -28      217      106     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     32.7      0.0     62.7     47.7     74.3     80.3     25.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        4        0       11        6       15       10                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,555
COMMITMENTS
   8,282    9,638        4   30,075   13,491   38,361   23,133    5,194   20,422

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:     -1,088)
  -3,334   -3,542      -88    3,349     -461      -73   -4,091   -1,015    3,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     22.1      0.0     69.1     31.0     88.1     53.1     11.9     46.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      12       11        1       27       22       39       34                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      200,061
COMMITMENTS
  86,508    2,173    9,632  103,588  188,200  199,728  200,005      333       56

CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST:      2,652)
    -191       81      155    2,678    2,416    2,642    2,652       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2      1.1      4.8     51.8     94.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      27        6        7       31       28       60       40                  



Updated January 21, 2022