Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                                                                                 
CFTC Code #090741                                                    Open Interest is   189,705
Positions
    87,134      3,030      2,112     19,800     87,485      5,083     18,642     39,234     12,212     12,194      2,534          3     32,524     38,012
 
Changes from:       March 21, 2023                                   Total Change is:    -3,476
    -2,838       -241       -457        875     -1,462       -327      2,773      2,384     -3,500       -881         79         -4        883         52
 
Percent of Open Interest Represented by Each Category of Trader
      45.9        1.6        1.1       10.4       46.1        2.7        9.8       20.7        6.4        6.4        1.3        0.0       17.1       20.0
 
Number of Traders in Each Category                                    Total Traders:       111 
        12          .          6          8         29         14         13         32         14         10          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                                                                                     
CFTC Code #092741                                                    Open Interest is    38,070
Positions
    15,912      1,413      1,111      1,775     10,450        257      3,905      7,069      2,528      1,907          0          0     10,676     15,242
 
Changes from:       March 21, 2023                                   Total Change is:      -921
       235      1,297        -29        -54        206         88       -899     -1,508       -430          0          0          0        168       -545
 
Percent of Open Interest Represented by Each Category of Trader
      41.8        3.7        2.9        4.7       27.4        0.7       10.3       18.6        6.6        5.0        0.0        0.0       28.0       40.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          .          .          .          8          .          5          7          4          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                                                                                    
CFTC Code #096742                                                    Open Interest is   233,765
Positions
    64,104     34,066     15,273     37,098     68,400      7,345     41,708     39,259     38,512      1,670      3,629        736     27,320     26,544
 
Changes from:       March 21, 2023                                   Total Change is:    13,081
    -2,132     10,646      2,387      5,240     -3,847      1,167       -445      1,328      3,839       -160        694        142      3,043     -3,275
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       14.6        6.5       15.9       29.3        3.1       17.8       16.8       16.5        0.7        1.6        0.3       11.7       11.4
 
Number of Traders in Each Category                                    Total Traders:       118 
         7          7          7         15         31         16         20         27         20          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                                                                                 
CFTC Code #097741                                                    Open Interest is   195,161
Positions
    45,524     18,633      6,285     70,901     56,991      6,722     14,331     54,040     21,775      2,823      1,165          0     26,802     29,551
 
Changes from:       March 21, 2023                                   Total Change is:     3,163
    -3,094      7,320       -275        703      1,523        811      4,669     -5,905      1,961     -2,165        -61          0        552     -2,212
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        9.5        3.2       36.3       29.2        3.4        7.3       27.7       11.2        1.4        0.6        0.0       13.7       15.1
 
Number of Traders in Each Category                                    Total Traders:       124 
         7         10          6         20         26         20         16         35         21          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                                         
CFTC Code #099741                                                    Open Interest is   858,764
Positions
    26,161    521,326     19,968    505,227     80,520     29,989     55,460     56,121     89,116     38,637     13,998      5,673     88,533     42,053
 
Changes from:       March 21, 2023                                   Total Change is:    -4,108
     4,813     -8,740      1,269     -4,847     -2,025        720     -3,673      5,451      4,415     -1,176        387     -3,925     -1,704     -1,659
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       60.7        2.3       58.8        9.4        3.5        6.5        6.5       10.4        4.5        1.6        0.7       10.3        4.9
 
Number of Traders in Each Category                                    Total Traders:       315 
        15         14         13        120         27         54         44         41         34         34         20         14
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                                                     
CFTC Code #299741                                                    Open Interest is    29,676
Positions
       459     20,842         35     13,430        563      2,932        429      1,994          0          0          0          0     12,391      3,310
 
Changes from:       March 21, 2023                                   Total Change is:      -237
        14          7         -7        -58       -573         64          0          0          0          0          0          0       -250        272
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       70.2        0.1       45.3        1.9        9.9        1.4        6.7        0.0        0.0        0.0        0.0       41.8       11.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .         16          .          6          .          .          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                                                                               
CFTC Code #232741                                                    Open Interest is   162,430
Positions
    48,634      2,754        964     42,916     84,983      4,459     32,129     28,279      9,863      2,911        427          0     20,554     30,701
 
Changes from:       March 21, 2023                                   Total Change is:    -1,104
    -2,212      1,154        124      3,703        140       -619     -1,824       -420     -1,686         50        427          0      1,359       -224
 
Percent of Open Interest Represented by Each Category of Trader
      29.9        1.7        0.6       26.4       52.3        2.7       19.8       17.4        6.1        1.8        0.3        0.0       12.7       18.9
 
Number of Traders in Each Category                                    Total Traders:        83 
         7          .          4         11         22         13         16         21         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                                                                                    
CFTC Code #095741                                                    Open Interest is   233,740
Positions
     6,372     90,547        858    154,941      7,644          0     60,849     74,075        714      2,782     57,227         74      7,150      2,601
 
Changes from:       March 21, 2023                                   Total Change is:    11,533
      -101      1,674        -46      5,888       -111         -2      7,541      9,842        374     -2,097       -508         13        -37        297
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       38.7        0.4       66.3        3.3        0.0       26.0       31.7        0.3        1.2       24.5        0.0        3.1        1.1
 
Number of Traders in Each Category                                    Total Traders:       143 
         4          9          .         25          6          0         47         27          8         10         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                                                                                  
CFTC Code #102741                                                    Open Interest is    42,663
Positions
     1,191     34,958        356      9,663      1,360          4     20,826      1,991      1,107      1,087      1,497          0      8,429      1,390
 
Changes from:       March 21, 2023                                   Total Change is:       441
       586        213         -8     -5,767         11          4      3,577       -509        508        252         54          0      1,289        168
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       81.9        0.8       22.6        3.2        0.0       48.8        4.7        2.6        2.5        3.5        0.0       19.8        3.3
 
Number of Traders in Each Category                                    Total Traders:        65 
         .          4          .         16          4          .         22          4          .          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                                                                                       
CFTC Code #112741                                                    Open Interest is    32,001
Positions
    12,380      1,341         63      5,380     15,446        136      9,971     10,859        192        389        531         20      3,471      3,414
 
Changes from:       March 21, 2023                                   Total Change is:      -183
    -2,777      1,185         29        288        -57       -355      2,612     -1,219        131       -184        200          0         74        -96
 
Percent of Open Interest Represented by Each Category of Trader
      38.7        4.2        0.2       16.8       48.3        0.4       31.2       33.9        0.6        1.2        1.7        0.1       10.8       10.7
 
Number of Traders in Each Category                                    Total Traders:        76 
         9          4          .         10         15          .         16         16          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                                                                                 
CFTC Code #122741                                                    Open Interest is    30,632
Positions
    16,167        101         64        500     26,552          0     12,246      1,882          0        371        174          0      1,284      1,859
 
Changes from:       March 21, 2023                                   Total Change is:     2,797
       480          0        -10       -435      2,685          0      2,311         88         -6        235          0          0        222         40
 
Percent of Open Interest Represented by Each Category of Trader
      52.8        0.3        0.2        1.6       86.7        0.0       40.0        6.1        0.0        1.2        0.6        0.0        4.2        6.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         4          .          .          .          6          0         10         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                                                                            
CFTC Code #12460+                                                    Open Interest is    38,196
Positions
    19,218      6,671        386      5,933      4,900        286      6,302      7,571        390        744      8,557          0      4,938      9,437
 
Changes from:       March 21, 2023                                   Total Change is:    -2,705
       770        -69        112     -1,054        442         66     -1,277     -2,805        224     -1,175       -850          0       -371        176
 
Percent of Open Interest Represented by Each Category of Trader
      50.3       17.5        1.0       15.5       12.8        0.7       16.5       19.8        1.0        1.9       22.4        0.0       12.9       24.7
 
Number of Traders in Each Category                                    Total Traders:        83 
        15         10          .          9         12          4         11         23         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                                                                                                     
CFTC Code #124603                                                    Open Interest is    76,392
Positions
    38,436     13,341        771     11,865      9,799        572     12,604     15,142        780      1,488     17,113          0      9,877     18,874
 
Changes from:       March 21, 2023                                   Total Change is:    -5,410
     1,539       -138        223     -2,107        884        131     -2,553     -5,610        449     -2,350     -1,700          0       -741        351
 
Percent of Open Interest Represented by Each Category of Trader
      50.3       17.5        1.0       15.5       12.8        0.7       16.5       19.8        1.0        1.9       22.4        0.0       12.9       24.7
 
Number of Traders in Each Category                                    Total Traders:        83 
        15         10          .          9         12          4         11         23         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE   ($100 X DJ US REAL ESTATE INDEX)                                                                 
CFTC Code #124606                                                    Open Interest is    40,706
Positions
     9,467     27,781          0     23,604      2,123      1,758      3,316      7,597          0          0          0          0      2,561      1,447
 
Changes from:       March 21, 2023                                   Total Change is:     1,721
       176      1,066          0        482         71          6        708        903          0          0          0          0        349       -325
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       68.2        0.0       58.0        5.2        4.3        8.1       18.7        0.0        0.0        0.0        0.0        6.3        3.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          4          0         17          .          .          .          4          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                                                                             
CFTC Code #13874+                                                    Open Interest is   625,398
Positions
    94,196     54,990     19,318    189,897    105,124     52,035     16,376    105,562    180,225     18,881     42,319      4,271     50,198     61,554
 
Changes from:       March 21, 2023                                   Total Change is:    -2,205
     4,780     -4,604        363     -5,671      3,688       -746        618       -895     -1,334       -395      4,743       -349        528     -3,071
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        8.8        3.1       30.4       16.8        8.3        2.6       16.9       28.8        3.0        6.8        0.7        8.0        9.8
 
Number of Traders in Each Category                                    Total Traders:       569 
        33         28         39        140        106        125         59        111        108         54         35         44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Consumer Staples Index price)                                     
CFTC Code #138748                                                    Open Interest is    13,878
Positions
       255     10,683          0      8,753      1,343         59      2,554        308        100          0          0          0      2,157      1,385
 
Changes from:       March 21, 2023                                   Total Change is:     1,279
      -232      1,592          0        543          0         59        767       -144          0          0          0          0        142       -228
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       77.0        0.0       63.1        9.7        0.4       18.4        2.2        0.7        0.0        0.0        0.0       15.5       10.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .         10          0          5          .          .          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Energy Index price)                                                      
CFTC Code #138749                                                    Open Interest is    19,905
Positions
     5,670     16,825          0     10,110        552          0      1,083        681         70          0          0          0      2,972      1,777
 
Changes from:       March 21, 2023                                   Total Change is:        48
         9        872          0         66       -873          0        154         73        -73          0          0          0       -108         49
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       84.5        0.0       50.8        2.8        0.0        5.4        3.4        0.4        0.0        0.0        0.0       14.9        8.9
 
Number of Traders in Each Category                                    Total Traders:        30 
         5          7          0         11          .          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                                                                                       
CFTC Code #13874A                                                    Open Interest is 3,126,990
Positions
   470,982    274,951     96,590    949,485    525,618    260,177     81,879    527,809    901,127     94,405    211,595     21,354    250,991    307,769
 
Changes from:       March 21, 2023                                   Total Change is:   -11,027
    23,900    -23,022      1,816    -28,353     18,442     -3,732      3,092     -4,473     -6,670     -1,976     23,714     -1,746      2,642    -15,356
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        8.8        3.1       30.4       16.8        8.3        2.6       16.9       28.8        3.0        6.8        0.7        8.0        9.8
 
Number of Traders in Each Category                                    Total Traders:       569 
        33         28         39        140        106        125         59        111        108         54         35         44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE   ($100 x S&P Select Sector Utilities Index price)                                                
CFTC Code #13874J                                                    Open Interest is    25,685
Positions
     8,583      9,982          0     10,524     10,031      1,847      3,002      2,607          2          0          0          0      1,727      1,216
 
Changes from:       March 21, 2023                                   Total Change is:       949
        35       -427          0         22      1,582         23        612         57          1          0          0          0        256       -287
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       38.9        0.0       41.0       39.1        7.2       11.7       10.1        0.0        0.0        0.0        0.0        6.7        4.7
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          7          0          8          .          .          4          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE   ($5 X S&P 500 INDEX)                                                                            
CFTC Code #13874U                                                    Open Interest is   113,147
Positions
     3,351      2,590          0     28,754      5,379      1,173     25,037     31,430      4,253      1,023      3,404          0     49,556     64,918
 
Changes from:       March 21, 2023                                   Total Change is:    11,403
     3,351        925          0       -249       -524         -4         35      4,770        364          9      1,345          0      7,897      4,527
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        2.3        0.0       25.4        4.8        1.0       22.1       27.8        3.8        0.9        3.0        0.0       43.8       57.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0         10          .          .          4          5          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE   (S&P 500 TOTAL RETURN INDEX x $25)                                                          
CFTC Code #13874W                                                    Open Interest is   300,905
Positions
   120,868     91,630    130,198          0     33,500          0      4,000      8,937     33,432      9,703          0          0      2,704      3,208
 
Changes from:       March 21, 2023                                   Total Change is:      -250
      -500        250      2,000          0          0          0          0       -500     -1,000          0          0          0       -750     -1,000
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       30.5       43.3        0.0       11.1        0.0        1.3        3.0       11.1        3.2        0.0        0.0        0.9        1.1
 
Number of Traders in Each Category                                    Total Traders:        26 
        11          5         12          0          .          0          .          .          7          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                                                                          
CFTC Code #33874A                                                    Open Interest is    40,683
Positions
     5,380      3,465        177     24,735     28,892      2,348      2,172        452         30          0          0          0      5,841      5,319
 
Changes from:       March 21, 2023                                   Total Change is:      -359
      -845        118        143        269       -470         -7        254       -287       -104       -336          0          0        267        248
 
Percent of Open Interest Represented by Each Category of Trader
      13.2        8.5        0.4       60.8       71.0        5.8        5.3        1.1        0.1        0.0        0.0        0.0       14.4       13.1
 
Number of Traders in Each Category                                    Total Traders:        63 
         5          6          .         29         17         12          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                                                                          
CFTC Code #20974+                                                    Open Interest is    52,409
Positions
     9,312      3,684        358     14,884     10,103      1,843      8,492     16,123      7,884      2,155      3,164        342      7,137      8,906
 
Changes from:       March 21, 2023                                   Total Change is:       452
       728        -11         -5        -32         29       -304       -704      1,450       -134        531         14         -9        380       -579
 
Percent of Open Interest Represented by Each Category of Trader
      17.8        7.0        0.7       28.4       19.3        3.5       16.2       30.8       15.0        4.1        6.0        0.7       13.6       17.0
 
Number of Traders in Each Category                                    Total Traders:       279 
        25         17          9         57         41         32         33         65         40          9         32         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)                                                                                 
CFTC Code #209742                                                    Open Interest is   262,043
Positions
    46,558     18,422      1,792     74,421     50,517      9,217     42,461     80,616     39,420     10,776     15,820      1,711     35,687     44,528
 
Changes from:       March 21, 2023                                   Total Change is:     2,261
     3,641        -54        -23       -158        143     -1,518     -3,520      7,250       -672      2,654         70        -43      1,900     -2,893
 
Percent of Open Interest Represented by Each Category of Trader
      17.8        7.0        0.7       28.4       19.3        3.5       16.2       30.8       15.0        4.1        6.0        0.7       13.6       17.0
 
Number of Traders in Each Category                                    Total Traders:       279 
        25         17          9         57         41         32         33         65         40          9         32         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX x $2)                                                                
CFTC Code #209747                                                    Open Interest is    72,877
Positions
         0      4,489          0      3,223          0          0     24,259     30,704      1,783      2,377      1,804        275     40,960     33,822
 
Changes from:       March 21, 2023                                   Total Change is:     9,107
         0        190          0       -282          0          0     -8,553     16,109        706        575       -900       -276     16,937     -6,722
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        6.2        0.0        4.4        0.0        0.0       33.3       42.1        2.4        3.3        2.5        0.4       56.2       46.4
 
Number of Traders in Each Category                                    Total Traders:        38 
         0          5          0          5          0          0         13          5          8          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE   (RUSSEL 2000 INDEX X $50)                                                                                   
CFTC Code #239742                                                    Open Interest is   489,766
Positions
   113,762     70,695      1,751    180,937    191,023     44,376     82,794    107,785     14,021     27,453     34,696         56     24,616     25,364
 
Changes from:       March 21, 2023                                   Total Change is:    -1,572
    -4,011     -2,116        712    -14,762       -161      4,402     10,387     -5,395       -907      1,430       -320          3      1,174      2,209
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       14.4        0.4       36.9       39.0        9.1       16.9       22.0        2.9        5.6        7.1        0.0        5.0        5.2
 
Number of Traders in Each Category                                    Total Traders:       331 
        29         17          .         75         68         43         43         68         28         12         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE   (RUSSELL 1000 VALUE INDEX x $50)                                                            
CFTC Code #239744                                                    Open Interest is    12,751
Positions
     1,003     10,770          0      9,705      1,223          0        839        312          0          0          0          0      1,204        446
 
Changes from:       March 21, 2023                                   Total Change is:       842
         0        432          0        555        298          0         16          0          0          0          0          0        271        112
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       84.5        0.0       76.1        9.6        0.0        6.6        2.4        0.0        0.0        0.0        0.0        9.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          6          0         12          .          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                                                                                
CFTC Code #240741                                                    Open Interest is    10,226
Positions
         0      1,519          0      6,322      2,246          9        250      2,833          0        919        643          0      2,726      2,976
 
Changes from:       March 21, 2023                                   Total Change is:      -193
         0          1          0         38       -430         -4       -210       -414          0          0        286          0        -17        368
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       14.9        0.0       61.8       22.0        0.1        2.4       27.7        0.0        9.0        6.3        0.0       26.7       29.1
 
Number of Traders in Each Category                                    Total Traders:        22 
         0          .          0          8          4          .          .          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)                                                                    
CFTC Code #240743                                                    Open Interest is    33,497
Positions
     5,147      4,906        628     13,646      4,309      1,730      6,026      4,961          5        811      1,707          0      5,504     15,251
 
Changes from:       March 21, 2023                                   Total Change is:    -1,102
        89       -181        603         97       -233         54     -1,238      2,094        -34         69       -443          0       -742     -2,962
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       14.6        1.9       40.7       12.9        5.2       18.0       14.8        0.0        2.4        5.1        0.0       16.4       45.5
 
Number of Traders in Each Category                                    Total Traders:        50 
        10          4          .         10          6          6          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE  - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                                                                                    
CFTC Code #244041                                                    Open Interest is   395,960
Positions
    30,983    203,197      3,824    272,724     98,962     35,952     23,834     17,511      1,179     18,323     32,332        113      9,028      2,890
 
Changes from:       March 21, 2023                                   Total Change is:     6,721
    -1,435      8,551       -205      4,420       -598      1,638      2,145       -981       -207       -203     -2,442         -6        574        971
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       51.3        1.0       68.9       25.0        9.1        6.0        4.4        0.3        4.6        8.2        0.0        2.3        0.7
 
Number of Traders in Each Category                                    Total Traders:       188 
        10         16          5         73         46         32         17         15          6          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EM INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)                                                                                     
CFTC Code #244042                                                    Open Interest is 1,145,268
Positions
    70,334    582,095     10,188    736,784    270,722    127,844     91,047     88,045      8,290     59,905     45,733      2,583     38,293      9,768
 
Changes from:       March 21, 2023                                   Total Change is:   -15,726
      -348     13,596       -995      2,195     -4,781     -4,217      4,025      3,372      1,909     -5,154      3,839        -30    -13,111    -28,419
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       50.8        0.9       64.3       23.6       11.2        7.9        7.7        0.7        5.2        4.0        0.2        3.3        0.9
 
Number of Traders in Each Category                                    Total Traders:       396 
        28         19         14        147         68         76         52         43         31         29         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 ANNUAL DIVIDEND INDEX X $250)                                                       
CFTC Code #43874A                                                    Open Interest is   198,233
Positions
    32,833    129,761     34,694     34,001          0      2,420     75,674     12,104     12,842      4,740      5,642        665        364        105
 
Changes from:       March 21, 2023                                   Total Change is:     5,371
     1,115      2,607        652      2,121          0          7       -842        520      2,083        216          1          0         19       -499
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       65.5       17.5       17.2        0.0        1.2       38.2        6.1        6.5        2.4        2.8        0.3        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        94 
        10         22         16         17          0          4         28          7          8          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                     
CFTC Code #020601                                                    Open Interest is 1,320,938
Positions
    25,052    155,728     36,895    680,236    341,958    153,350     77,708    363,486     85,067     76,847     67,679      4,961    180,821    111,814
 
Changes from:       March 21, 2023                                   Total Change is:  -101,255
     2,252      4,940    -22,955      7,947      4,645    -33,799     -5,226      9,307    -46,679     -4,384     -1,954     -2,002      3,589    -12,759
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       11.8        2.8       51.5       25.9       11.6        5.9       27.5        6.4        5.8        5.1        0.4       13.7        8.5
 
Number of Traders in Each Category                                    Total Traders:       196 
         8         15         15         65         31         62         25         35         40         10          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST BOND - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                               
CFTC Code #020604                                                    Open Interest is 1,416,280
Positions
     6,290    101,337      1,240    857,434    223,376    247,951     54,959    693,186     22,357     55,374     14,221          0    170,675    112,612
 
Changes from:       March 21, 2023                                   Total Change is:   -11,688
      -223     -1,998        854    -20,063       -406     -1,769    -10,482    -17,266      2,413      4,545       -510          0     13,037      6,994
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        7.2        0.1       60.5       15.8       17.5        3.9       48.9        1.6        3.9        1.0        0.0       12.1        8.0
 
Number of Traders in Each Category                                    Total Traders:       160 
         .         11          .         80         22         61         12         22         12          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 2Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)                                                                                  
CFTC Code #042601                                                    Open Interest is 2,405,787
Positions
    58,245    278,972     18,649  1,190,969    492,319    293,325    464,488    927,188     58,262    115,505    152,447      7,323    199,021    177,302
 
Changes from:       March 21, 2023                                   Total Change is:    26,290
    13,013     27,337      3,155     58,889    -11,053    -16,705     -5,806     80,537    -44,159     10,584    -17,855       -366      7,684      5,399
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       11.6        0.8       49.5       20.5       12.2       19.3       38.5        2.4        4.8        6.3        0.3        8.3        7.4
 
Number of Traders in Each Category                                    Total Traders:       375 
        17         37         19        116         45         84         49         55         38         27         29          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
UST 10Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                 
CFTC Code #043602                                                    Open Interest is 4,916,862
Positions
    79,186    264,683    138,196  2,165,676  1,223,313    820,691    293,255  1,240,934    550,328    349,114    193,134    117,434    402,981    368,148
 
Changes from:       March 21, 2023                                   Total Change is:  -334,431
       768     -8,806   -121,738     23,824     -3,355    -16,577    -42,525     47,690   -179,969     20,865    -18,555    -30,117     11,038     -3,004
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        5.4        2.8       44.0       24.9       16.7        6.0       25.2       11.2        7.1        3.9        2.4        8.2        7.5
 
Number of Traders in Each Category                                    Total Traders:       395 
        18         29         34        118         65        105         47         68         77         33         17         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA UST 10Y - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                
CFTC Code #043607                                                    Open Interest is 1,558,490
Positions
    55,271     78,717      1,112    754,166    540,040    218,723    179,918    420,005     11,033    167,676     37,686          0    170,591    251,174
 
Changes from:       March 21, 2023                                   Total Change is:   -17,829
    -3,356     -6,422        133     11,977    -29,484      4,023     -4,424     13,165     -7,530    -13,110     -6,343        -51     -5,491     14,681
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        5.1        0.1       48.4       34.7       14.0       11.5       26.9        0.7       10.8        2.4        0.0       10.9       16.1
 
Number of Traders in Each Category                                    Total Traders:       153 
         4         11          5         41         54         60         10         20         12          8          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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UST 5Y NOTE - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                                                                                  
CFTC Code #044601                                                    Open Interest is 4,843,835
Positions
    44,166    650,319    105,475  2,094,288    638,491    692,365    664,050  1,739,192    410,512    434,069    262,102     13,095    385,815    332,285
 
Changes from:       March 21, 2023                                   Total Change is:  -123,663
     7,795     40,827    -35,844     45,705    -12,912    -95,395      5,941     78,571    -88,851      3,415      5,991     -8,144     41,715     -7,907
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       13.4        2.2       43.2       13.2       14.3       13.7       35.9        8.5        9.0        5.4        0.3        8.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       355 
        12         33         25        117         39         92         53         62         73         21         18          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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FED FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                                                                                             
CFTC Code #045601                                                    Open Interest is 1,779,647
Positions
   379,913    259,672    693,334     37,936     42,444     15,502    274,147    378,838    337,479      7,380     12,989        381     33,575     39,008
 
Changes from:       March 21, 2023                                   Total Change is:   -68,145
    74,703    -55,531    -43,424     17,007      2,052     -3,957    -94,676     57,618    -14,539      6,380         68     -1,748     -7,891     -8,684
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       14.6       39.0        2.1        2.4        0.9       15.4       21.3       19.0        0.4        0.7        0.0        1.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       138 
        28         30         51          4          6          4         25         33         48          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                                                                                   
CFTC Code #132741                                                    Open Interest is 5,997,017
Positions
 1,730,132    877,578  1,122,671    121,233     73,065    154,162    400,738  1,084,455  2,125,303     31,301     75,054     46,633    264,843    438,095
 
Changes from:       March 21, 2023                                   Total Change is:   -83,768
   -17,873     -8,881    -12,686      7,762     -1,773        588     -8,925      1,313    -32,623     -3,832     -3,710     -2,678    -13,500    -23,317
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       14.6       18.7        2.0        1.2        2.6        6.7       18.1       35.4        0.5        1.3        0.8        4.4        7.3
 
Number of Traders in Each Category                                    Total Traders:       118 
        21         18         38          5          5         10         31         25         50          5          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOFR-3M - CHICAGO MERCANTILE EXCHANGE   ($2,500 x Contract IMM Index)                                                                                      
CFTC Code #134741                                                    Open Interest is21,495,742
Positions
 1,914,529  2,489,492  4,094,994    628,911    650,706    927,999  1,638,395    998,251 11,785,297    177,362    217,172    235,189     93,066     96,641
 
Changes from:       March 21, 2023                                   Total Change is:  -196,088
  -137,897   -118,799     92,928    -44,330    -45,450     16,374     10,935      4,053   -146,326      8,533      5,269      6,297     -2,601    -10,434
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       11.6       19.1        2.9        3.0        4.3        7.6        4.6       54.8        0.8        1.0        1.1        0.4        0.4
 
Number of Traders in Each Category                                    Total Traders:       763 
        59         93        126         26         58         59         93        151        187        116        137        152
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SOFR-1M - CHICAGO MERCANTILE EXCHANGE   ($4,167 x Contract IMM Index)                                                                                      
CFTC Code #134742                                                    Open Interest is   847,691
Positions
   215,326    284,842    229,892        100     47,175      7,920    262,444    134,948    128,239      3,152     13,580        347        271        748
 
Changes from:       March 21, 2023                                   Total Change is:    24,021
    -5,931     27,857      2,560     -1,409        653        103     29,419     -7,641     -2,125      1,865      3,271        -43       -418       -614
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       33.6       27.1        0.0        5.6        0.9       31.0       15.9       15.1        0.4        1.6        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:       165 
        30         46         52          .          4          .         28         40         45          5          9          5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE   (5 Bitcoins)                                                                                                       
CFTC Code #133741                                                    Open Interest is    17,597
Positions
       285      3,982        558      6,514        220        596      4,236      7,499      2,669        740        657        481      1,518        934
 
Changes from:       March 21, 2023                                   Total Change is:       543
        -7        453        -25       -462        -23         73        746       -459        485        -97         40       -178          9        177
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       22.6        3.2       37.0        1.3        3.4       24.1       42.6       15.2        4.2        3.7        2.7        8.6        5.3
 
Number of Traders in Each Category                                    Total Traders:       129 
         4         12          .         11          .          4         34         37         21         15         12          8
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE   (Bitcoin X $0.10)                                                                                            
CFTC Code #133742                                                    Open Interest is    16,466
Positions
     2,132      3,492        131        160         36         26      4,301      6,465      2,707      4,028      1,601         71      2,911      1,937
 
Changes from:       March 21, 2023                                   Total Change is:     1,805
       272        193        131          2         25          3        281        367        858        307        108         24        -73         96
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       21.2        0.8        1.0        0.2        0.2       26.1       39.3       16.4       24.5        9.7        0.4       17.7       11.8
 
Number of Traders in Each Category                                    Total Traders:       102 
         .          .          .          4          .          .         18         11         11         44         20          6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE   (50 Index Points)                                                                                       
CFTC Code #146021                                                    Open Interest is     4,575
Positions
        77        398        133        835        126         49      1,662      2,469        428        432        391         58        900        522
 
Changes from:       March 21, 2023                                   Total Change is:      -481
        -2        -19         -7       -122        -36          5       -209        -88       -145        -10       -186         -7         16          2
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        8.7        2.9       18.3        2.8        1.1       36.3       54.0        9.4        9.4        8.5        1.3       19.7       11.4
 
Number of Traders in Each Category                                    Total Traders:        69 
         .          6          .          5          .          .         17         22         11          8          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MICRO ETHER  - CHICAGO MERCANTILE EXCHANGE   (0.1 Index Points)                                                                                            
CFTC Code #146022                                                    Open Interest is    27,996
Positions
     9,273      2,796         65        243          0          0      4,382     14,985      2,450      9,749      6,224        996        838        481
 
Changes from:       March 21, 2023                                   Total Change is:     2,700
     2,923       -300         65        164        -71          0        230      2,618       -291       -483        551         64         27         64
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       10.0        0.2        0.9        0.0        0.0       15.7       53.5        8.8       34.8       22.2        3.6        3.0        1.7
 
Number of Traders in Each Category                                    Total Traders:       100 
         .          .          .          .          0          0          8          7          5         60         20          8
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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USD INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                                                                                 
CFTC Code #098662                                                    Open Interest is    31,210
Positions
        76     11,163          0     14,888      1,195        823      7,163     13,498        562      2,908      1,556         39      4,751      2,374
 
Changes from:       March 21, 2023                                   Total Change is:    -2,678
        76          0          0     -1,205       -378         86       -296     -2,599       -145     -1,077        280         10       -126         68
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       35.8        0.0       47.7        3.8        2.6       23.0       43.2        1.8        9.3        5.0        0.1       15.2        7.6
 
Number of Traders in Each Category                                    Total Traders:        90 
         .          .          0         11          5          4         16         25          7         19         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                                                                                      
CFTC Code #1170E1                                                    Open Interest is   315,941
Positions
    30,576     16,552     12,895     73,811     72,494     39,895     57,895     73,407     51,939      6,914      3,149     14,704     27,312     30,906
 
Changes from:       March 21, 2023                                   Total Change is:   -14,681
    -7,811      3,097     -5,451      4,603      5,434     -2,862      6,591     -6,146     -8,473        610        458     -2,611        723      1,873
 
Percent of Open Interest Represented by Each Category of Trader
       9.7        5.2        4.1       23.4       22.9       12.6       18.3       23.2       16.4        2.2        1.0        4.7        8.6        9.8
 
Number of Traders in Each Category                                    Total Traders:       169 
        13         12         18         21         28         22         30         32         40         12          4         18
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2023                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BBG COMMODITY - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                                                                                    
CFTC Code #221602                                                    Open Interest is    61,225
Positions
    41,306     42,699          0      9,288      8,592      1,082      8,453      8,623         37        742        123         18        299         51
 
Changes from:       March 21, 2023                                   Total Change is:      -202
         0          0          0         92         44          0       -387       -176          5         61          3          0         27        -78
 
Percent of Open Interest Represented by Each Category of Trader
      67.5       69.7        0.0       15.2       14.0        1.8       13.8       14.1        0.1        1.2        0.2        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        40 
         5          .          0          9          5          .          8          5          .          4          .          .
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Updated March 31, 2023